Code Set
LegSwapTypeCodeSet
| ID | 690 |
| Type | int |
| Pedigree | Added FIX.4.4, Updated EP131 |
For Fixed Income, used instead of LegOrderQty(685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap.
| Name | Value | Synopsis | Elaboration | Pedigree |
|---|---|---|---|---|
| ParForPar | 1 | Par For Par | Added FIX.4.4 | |
| ModifiedDuration | 2 | Modified Duration | Added FIX.4.4 | |
| Risk | 4 | Risk | Added FIX.4.4 | |
| Proceeds | 5 | Proceeds | Added FIX.4.4 |
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