 Option G |
2n1!a/2n1!a |
(Number From)(Period From)(Number To)(Period To) |
Mandatory in mandatory subsequence B2
This field specifies the designated maturities of the rate source.
For an ISDA Master (Type in field 77H = ISDA), this field specifies the Designated Maturity as per ISDA definitions.
Period From and Period To must be specified using one of the following codes (Error code(s): T48):
| D |
Daily |
| M |
Monthly |
| O |
The designated maturity is specified in field 72. |
| W |
Weekly |
| Y |
Yearly |
This field specifies the tenor for the interest rate. For example, a deal that starts in 3 months and ends in 9, has a 6 months tenor; in this case 38G contains 6M/6M as it is the 6 months rate; here both subfields have the same value.
For interpolation, this field specifies the two designated maturities.
When there is no interpolation, Period-From and Period-To must be the same designated maturity.
