UnderlyingPaymentStreamCompoundingNegativeRateTreatment (Tag = 42940, 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).

Valid values:
'0' ZeroInterestRateMethod
'1' NegativeInterestRateMethod

Used in: