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Session
PreTrade
Trade
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Infrastructure

Code Set

MultilegPriceMethodCodeSet

ID1378
Typeint
PedigreeAdded EP59
Code to represent how the multileg price is to be interpreted when applied to the legs.
(See Volume : "Glossary" for further value definitions)
NameValueSynopsisElaborationPedigree
NetPrice0Net PriceAdded EP59
ReversedNetPrice1Reversed Net PriceAdded EP59
YieldDifference2Yield DifferenceAdded EP59
Individual3IndividualAdded EP59
ContractWeightedAveragePrice4Contract Weighted Average PriceAdded EP59
MultipliedPrice5Multiplied PriceAdded EP59

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