 Option F |
24x |
(Option) |
Mandatory in conditional (see rule C10) sequence F
This field specifies the Floating Rate Option of the Floating leg.
For an ISDA Master (Type in field 77H is 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 also be used.
In sequence F, if OTHER is used in this field, then the floating rate option is specified in field 37N.
Blanks must not be used.
If VOLASELLER is used in field 23A in sequence A, then Realized Volatility code may be used in this field.
