Amortization/Accretion Security Type (tag 3931). This field is an optional field. Identifies the Processing Security Types to which the amortization accretion rule applies. If you:
- Select a value for this field, the rule you are adding applies to securities with that Processing Security Type, provided you do not set up a rule for a Primary Asset ID that also has that security type.
- Leave blank this field, along with Amortization Accretion Rule Type, Issue Name, and Primary Asset ID fields, the rule you are adding applies as the accounting basis default, or a generic rule, for the Accounting Basis.
You can select all established Processing Security Types eligible for amortization and accretion processing from the list.
Processing Security Type Code |
Description |
Comments |
|---|---|---|
DBAMTL |
Facility Term Loans |
|
DBDCST |
Non Interest Bearing Discount Bond or Note |
|
DBFBAL |
Factor Based Debt Instrument Auto Loan |
|
DBFBCC |
Factor Based Debt Instrument Credit Card |
|
DBFBFB |
Factor Based Debt Instrument |
|
DBFBIO |
Interest Only Factor Based Debt Instrument |
|
DBFBPO |
Principal Only Factor Based Debt Instrument |
|
DBFLTP |
Inflation Linked Debt Instrument |
|
DBIBFD |
Interest Bearing Debt Instrument |
|
DBIBMA |
Interest Bearing at Maturity |
|
DBIBMU |
Interest Bearing Municipal |
|
DBIBPK |
Interest Bearing Debt PIK |
|
DBIBSB |
Buy Sellback & Sell Buyback |
Amortization process does not apply |
DBIBST |
Interest Bearing Short Term |
|
DBIBTL |
Contract Term Loans |
|
DBIVIV |
Inverse Floating Debt Instrument |
Replaced by Inverse Floating coupon type |
DBMFDD |
Fund of Funds – Daily Distribution |
|
DBMLML |
Mortgage Loans |
|
DBSTST |
STIF |
|
DBTATA |
TBA |
|
EQCSPF |
Preferred Stock |
|
EQEQMF |
Mutual Fund |
|
OPIRCA |
Interest Rate Option Caps |
|
OPIRCO |
Interest Rate Option Collars |
|
OPIRFL |
Interest Rate Option Floors |
|
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