TagField NameAbbr NameData TypeUnion DatatypeDescriptionPedigree
42762ReturnRateInformationSourceRtSrcint

Identifies the source of rate information. For FX the references source to be used for the FX spot 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 EP208
Used in components:
[ReturnRateInformationSourceGrp]