Description

Type: int

For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap.

Valid values:

  • 0 = Execution

    The adjustments to the number of units are governed by an execution clause.

  • 1 = Portfolio rebalancing

    The adjustments to the number of units are governed by a portfolio rebalancing clause.

  • 2 = Standard

    The adjustments to the number of units are not governed by any specific clause.

Used In