Code Set NameData TypeDescriptionPedigree
LegSwapTypeCodeSetint

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.


1=

Par For Par

Added FIX.4.4 [ParForPar]
2=

Modified Duration

Added FIX.4.4 [ModifiedDuration]
4=

Risk

Added FIX.4.4 [Risk]
5=

Proceeds

Added FIX.4.4 [Proceeds]
Added FIX.4.4 Updated EP131

Used in fields:
[LegSwapType]