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flt_yrbasis

flt_yrbasis (variable)

Year basis for floating rate securities

Declared as: int

Description: Indicates the year basis for floating rate securities

Valid values:
  1 = Days 1 year period forward from pcd
  2 = Days 1 year period forward from ncd
  3 = Days 1 year period backward from pcd
  4 = Days 1 year period backward from ncd
  5 = Days in calendar year of pcd
  6 = Days in calendar year of ncd
  7 = not defined yet
  8 = 365 unless Feb 29 between pcd & ncd then 366
  9 = Set to 365
  10 = Set to 366
  11= Span year
  12= Act/act in period

© 2001 TIPS, Inc.Doc Version: 5.0