|
Code to represent price type requested in Quote.
If the Quote Request is for a Swap values 1-8 apply to all legs.
| 1 | = |
Percent (percent of par)
|
Added
FIX.4.4 | | [Percent] | | 2 | = |
Per Share (e.g. cents per share)
|
Added
FIX.4.4 | | [PerShare] | | 3 | = |
Fixed Amount (absolute value)
|
Added
FIX.4.4 | | [FixedAmount] | | 4 | = |
Discount - percentage points below par
|
Added
FIX.4.4 | | [Discount] | | 5 | = |
Premium - percentage points over par
|
Added
FIX.4.4 | | [Premium] | | 6 | = |
Spread - basis points relative to benchmark
|
Added
FIX.4.4 | | [Spread] | | 7 | = |
TED Price
|
Added
FIX.4.4 | | [TEDPrice] | | 8 | = |
TED Yield
|
Added
FIX.4.4 | | [TEDYield] | | 9 | = |
Yield Spread (swaps)
|
Added
FIX.4.4 | | [YieldSpread] | | 10 | = |
Yield
|
Added
FIX.4.4 | | [Yield] |
|