Specifies the type of interpolation used.
2020-06-08
interpolationMethodScheme
1-2
http://www.fpml.org/coding-scheme/interpolation-method
http://www.fpml.org/coding-scheme/interpolation-method-1-2
http://www.fpml.org/coding-scheme/interpolation-method-1-2.xml
Code
63
Source
Description
key
Linear
FpML
Linear Interpolation applicable.
"LinearZeroYield" value has been deprecated in favor "Linear" as per ISDA 2006 Definitions. The value is kept in FpML for backward compatibility purposes.
LinearZeroYield
FpML
Linear Interpolation applicable.
None
FpML
No Interpolation applicable.