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flt_yrbasisflt_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
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