TagField NameAbbr NameData TypeUnion DatatypeDescriptionPedigree
2779MatchExceptionToleranceValueTypeTlrncValTypint

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.


MatchExceptionToleranceValueTypeCodeSet
1=

Fixed amount

Default if not specified

Added EP246 [FixedAmount]
2=

Percentage

Added EP246 [Percentage]
Added EP246

Used in components:
[MatchExceptionGrp]