TagField NameAbbr NameData TypeUnion DatatypeDescriptionPedigree
1446RateSourceRtSrcint

Identifies the source of rate information.
For FX, the reference source to be used for the FX spot rate.

This is where to look up the rate information and is not necessarily the entity that sets the rate.


RateSourceCodeSet
0=

Bloomberg

Added EP82 [Bloomberg]
1=

Reuters

Added EP82 [Reuters]
2=

Telerate

Added EP82 [Telerate]
3=

ISDA Settlement Rate Option

The source of the currency conversion as specified by the ISDA terms in Annex A to the 1998 FX and Currency Option Definitions. See http://www.fpml.org/coding-scheme/settlement-rate-option

Added EP161 [ISDARateOption]
99=

Other

Added EP82 [Other]
Added EP82 Updated EP293

Used in components:
[RateSource]