 Option F |
24x |
Mandatory in mandatory sequence B
This field specifies the Floating Rate Option of the FRA.
For an ISDA Master (Type in field 77H = ISDA), this field specifies the Floating Rate Option as per Section 7.1 of the 2006 ISDA Definitions (as updated, amended or adjusted from time to time).
The floating rate options, as they appear in the Section 7.1 of the 2006 ISDA Definitions (as updated, amended or adjusted from time to time), may be used.
If OTHER is used then the floating rate option is specified in field 72.
Blanks must not be used.
