Description

Type: String

Time unit associated with the minimum frequency of the instrument maturity intervals.

Usage note: When UnderlyingFlexibleIndicator <2035>=Y and the underlying maturity is user-defined, set UnderlyingMaturityFrequencyUnit <2984>=F (Flexible).

Valid values:

  • H = Hour
  • Min = Minute
  • S = Second
  • D = Day
  • Wk = Week
  • Mo = Month
  • Yr = Year
  • Q = Quarter
  • EOM = End of Month

    End of Month identifies a relative time unit, e.g. until the third Friday of each month.

  • F = Flexible

    A flexible time unit indicates that a specific time unit for the contract is currently undetermined.

Used In