Code to represent price type requested in Quote.
If the Quote Request <35=R> is for a Swap values 1-8 apply to all legs.
| Code | Meaning |
|---|---|
| 1 | percent (percent of par) |
| 2 | per share (e.g. cents per share) |
| 3 | fixed amount (absolute value) |
| 4 | discount – percentage points below par |
| 5 | premium – percentage points over par |
| 6 | basis points relative to benchmark |
| 7 | TED price |
| 8 | TED yield |
| 9 | Yield spread (swaps) |
| 10 | Yield |