Code Set NameData TypeDescriptionPedigree
YieldTypeCodeSetString

Type of yield. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)


AFTERTAX=

After Tax Yield (Municipals)

Added FIX.4.3 [AfterTaxYield]
ANNUAL=

Annual Yield

Added FIX.4.3 [AnnualYield]
ATISSUE=

Yield At Issue (Municipals)

Added FIX.4.3 [YieldAtIssue]
AVGMATURITY=

Yield To Avg Maturity

Added FIX.4.3 [YieldToAverageMaturity]
BOOK=

Book Yield

Added FIX.4.3 [BookYield]
CALL=

Yield to Next Call

Added FIX.4.3 [YieldToNextCall]
CHANGE=

Yield Change Since Close

Added FIX.4.3 [YieldChangeSinceClose]
CLOSE=

Closing Yield

Added FIX.4.3 [ClosingYield]
COMPOUND=

Compound Yield

Added FIX.4.3 [CompoundYield]
CURRENT=

Current Yield

Added FIX.4.3 [CurrentYield]
GOVTEQUIV=

Gvnt Equivalent Yield

Added FIX.4.3 [GvntEquivalentYield]
GROSS=

True Gross Yield

Added FIX.4.3 [TrueGrossYield]
INFLATION=

Yield with Inflation Assumption

Added FIX.4.3 [YieldWithInflationAssumption]
INVERSEFLOATER=

Inverse Floater Bond Yield

Added FIX.4.3 [InverseFloaterBondYield]
LASTCLOSE=

Most Recent Closing Yield

Added FIX.4.3 [MostRecentClosingYield]
LASTMONTH=

Closing Yield Most Recent Month

Added FIX.4.3 [ClosingYieldMostRecentMonth]
LASTQUARTER=

Closing Yield Most Recent Quarter

Added FIX.4.3 [ClosingYieldMostRecentQuarter]
LASTYEAR=

Closing Yield Most Recent Year

Added FIX.4.3 [ClosingYieldMostRecentYear]
LONGAVGLIFE=

Yield to Longest Average Life

Added FIX.4.3 [YieldToLongestAverageLife]
MARK=

Mark to Market Yield

Added FIX.4.3 [MarkToMarketYield]
MATURITY=

Yield to Maturity

Added FIX.4.3 [YieldToMaturity]
NEXTREFUND=

Yield to Next Refund (Sinking Fund Bonds)

Added FIX.4.3 [YieldToNextRefund]
OPENAVG=

Open Average Yield

Added FIX.4.3 [OpenAverageYield]
PREVCLOSE=

Previous Close Yield

Added FIX.4.3 [PreviousCloseYield]
PROCEEDS=

Proceeds Yield

Added FIX.4.3 [ProceedsYield]
PUT=

Yield to Next Put

Added FIX.4.3 [YieldToNextPut]
SEMIANNUAL=

Semi-annual Yield

Added FIX.4.3 [SemiAnnualYield]
SHORTAVGLIFE=

Yield to Shortest Average Life

Added FIX.4.3 [YieldToShortestAverageLife]
SIMPLE=

Simple Yield

Added FIX.4.3 [SimpleYield]
TAXEQUIV=

Tax Equivalent Yield

Added FIX.4.3 [TaxEquivalentYield]
TENDER=

Yield to Tender Date

Added FIX.4.3 [YieldToTenderDate]
TRUE=

True Yield

Added FIX.4.3 [TrueYield]
VALUE1_32=

Yield Value Of 1/32

Added EP-1 [YieldValueOf32nds]
WORST=

Yield To Worst

Added FIX.4.3 [YieldToWorst]
Added FIX.4.2

Used in fields:
[YieldType]