Code Set NameData TypeDescriptionPedigree
MultilegPriceMethodCodeSetint

Code to represent how the multileg price is to be interpreted when applied to the legs.
(See Volume : Glossary for further value definitions)


0=

Net Price

Added EP59 [NetPrice]
1=

Reversed Net Price

Added EP59 [ReversedNetPrice]
2=

Yield Difference

Added EP59 [YieldDifference]
3=

Individual

Added EP59 [Individual]
4=

Contract Weighted Average Price

Added EP59 [ContractWeightedAveragePrice]
5=

Multiplied Price

Added EP59 [MultipliedPrice]
Added EP59

Used in fields:
[MultilegPriceMethod]