MatchExceptionToleranceValueTypeCodeSet | int | 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
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