 Option G |
1!a/8!a |
(Frequency)(Method) |
Conditional (see rule C16) in conditional (see rule C16) subsequence C1
This field specifies the averaging frequency and method of observation of the rates in the case of an averaging swap.
Frequency must contain one of the following codes (Error code(s): T47):
| D |
Daily |
| M |
Monthly |
| O |
The averaging frequency is specified in field 37N of the same sequence. |
| W |
Weekly |
| Y |
Yearly |
Method must contain one of the following codes (Error code(s): T48):
| UNWEIGHT |
Unweighted |
| WEIGHTED |
Weighted |
This field must only be used in the case of an averaging swap.
For OIS trades, this field must not be used.
