Indexes

Message Layouts
Session
PreTrade
Trade
PostTrade
Infrastructure

Field

LegDifferentialPrice

ID (tag)2492
TypePriceOffset
PedigreeAdded EP217
Used in pricing a group of individual Trade at Settlement (TAS) and Trade At Marker (TAM) contracts as an atomic unit. The value is the negotiated currency offset either at settlement (TAS) or at the time specified in the product definition (TAM). The final contract price is reported in LegLastPx(637).

Used in groups:

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