Description
Type: String
Time unit associated with the minimum frequency of the instrument maturity intervals.
Usage note: When LegFlexibleIndicator <2202>=Y and the leg maturity is user-defined, set LegMaturityFrequencyUnit <2986>=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.