CFI code group : Rates [SR]
Financial acronyms
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CFI code group specification as per ISO 10962:2021
A rates swap is a contract in which two counterparties each agree to pay the other cash flows on defined dates during an agreed period, based on a specified notional amount and a floating interest, floating inflation or fixed interest rate.
CFI code group attributes
1st attribute of group SR : Underlying Assets
Possible values are:
A
Basis swap
C
Fixed-Floating
D
Fixed-Fixed
G
Inflation rate index
H
Overnight Index Swap (OIS)
Z
Zero coupon
M
Others (Miscellaneous)
2nd attribute of group SR : Notional
Possible values are:
C
Constant
D
Accreting
I
Amortizing
Y
Custom
3rd attribute of group SR : Single or multi-currency
Possible values are:
S
Single-Currency
C
Cross-Currency
4th attribute of group SR : Delivery
Possible values are:
C
Cash
P
Physical