Code Set NameData TypeDescriptionPedigree
MatchExceptionToleranceValueTypeCodeSetint

The type of value in MatchExceptionToleranceValue(2778). Omitted if no tolerance is allowed or not applicable.

For example, if the tolerance for accrued interest is 0.01% of total accrued interest then MatchExceptionElementType(2774)=1 (Accrued interest), MatchExceptionToleranceValueType(2779)=2 (Percentage) and MatchExcecptionToleranceValue(2778)=0.0001. If tolerance for the exchange rate of an FX trade is 0.001 then MatchExceptionElementType(2774)=2 (Deal pPrice), MatchExceptionToleranceValueType(2779)=1 (Fixed amount) and MatchExcecptionToleranceValue(2778)=0.001.


1=

Fixed amount

Default if not specified

Added EP246 [FixedAmount]
2=

Percentage

Added EP246 [Percentage]
Added EP246

Used in fields:
[MatchExceptionToleranceValueType]