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1741
UpfrontPriceType
Type:
Int
Type of price used to determine upfront payment for swaps contracts.
Values
Code
Meaning
1
Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
3
Fixed amount (absolute value)
Used By
8
Execution Report
AB
New Order Multileg
AE
Trade Capture Report
D
New Order Single
TradePriceNegotiationMethod (1740)
UpfrontPrice (1742)