Code Set
ImpliedMarketIndicatorCodeSet
| ID | 1144 |
| Type | int |
| Pedigree | Added EP42 |
Indicates that an implied market should be created for either the legs of a multi-leg instrument (Implied-in) or for the multi-leg instrument based on the existence of the legs (Implied-out). Determination as to whether implied markets should be created is generally done at the level of the multi-leg instrument. Commonly used in listed derivatives.
| Name | Value | Synopsis | Elaboration | Pedigree |
|---|---|---|---|---|
| NotImplied | 0 | Not implied | Added EP42 | |
| ImpliedIn | 1 | Implied-in - The existence of a multi-leg instrument is implied by the legs of that instrument | Added EP42 | |
| ImpliedOut | 2 | Implied-out - The existence of the underlying legs are implied by the multi-leg instrument | Added EP42 | |
| BothImpliedInAndImpliedOut | 3 | Both Implied-in and Implied-out | Added EP42 |
Used in components:
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