Attribute der CFI Code Gruppe : Zinsen (Rates) [SR]

1. Attribut der Gruppe SR : Underlying Assets

A

Basis swap

C

Fixed-Floating

D

Fixed-Fixed

G

Inflation rate index

H

Overnight Index Swap (OIS)

Z

Zero coupon

M

Others (Miscellaneous)

2. Attribut der Gruppe SR : Notional

C

Constant

D

Accreting

I

Amortizing

Y

Custom

3. Attribut der Gruppe SR : Single or multi-currency

S

Single-Currency

C

Cross-Currency

4. Attribut der Gruppe SR : Delivery

C

Cash

P

Physical