Tag
Field Name
Abbr Name
Data Type
Union Datatype
Description
Pedigree
1190
RiskFreeRate
RFR
float
Interest rate. Usually some form of short term rate.
Added EP51
Used in messages:
[
ExecutionReport
][
MultilegOrderCancelReplace
][
NewOrderMultileg
][
SecurityRiskMetricsReport
][
TradeCaptureReport
]
Used in components:
[
ClearingPriceParametersGrp
]
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