TagField NameAbbr NameData TypeUnion DatatypeDescriptionPedigree
42759ReturnRateValuationPriceOptionValPxOptint

Indicates whether an ISDA price option applies, and if applicable which type of price.


ReturnRateValuationPriceOptionCodeSet
0=

None (the default)

Added EP208 [None]
1=

Futures price

The official settlement price as announced by the related futures exchange is applicable.

Added EP208 [FuturesPrice]
2=

Options price

The official settlement price as announced by the related options exchange is applicable.

Added EP208 [OptionsPrice]
Added EP208
Used in components:
[ReturnRateGrp]