Orchimate 1.3.2 /

FIX Reference Data1.0

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Put

Also used for the case in which the buyer of a Swaption has the right to enter into an IRS contract as a fixed-rate receiver or into a CDS contract as a seller of protection or for the case of a Floor.

Call

Also used for the case in which the buyer of a Swaption has the right to enter into an IRS contract as a fixed-rate payer or into a CDS contract as a buyer of protection or for the case of a Cap.

Other

In the context of ESMA RTS 22 reporting, this value may be used when, at the time of execution, the option right cannot be determined.

Chooser

Indicates that the option buyer may choose to buy or sell the underlying security on exercise or if a Swaption to pay or receive the underlying IRS cash flow stream or to buy or sell CDS protection.