Field UnderlyingPaymentStreamCompoundingNegativeRateTreatment (42940) - FIX Protocol FIX.5.0SP2 EP240

Type: int

Specifies the method for calculating payment obligations when a compounding floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).

Added in protocol FIX.5.0SP2 (208)