Indicates the type of relative value measurement being specified.
| Code | Meaning |
|---|---|
| 1 | Asset Swap Spread |
| 2 | Overnight Indexed Swap Spread |
| 3 | Zero Volatility Spread |
| 4 | Discount Margin |
| 5 | Interpolated Spread |
| 6 | Option Adjusted Spread |
| 7 | G-Spread |
| 8 | CDS Basis |
| 9 | CDS Interpolated Basis |
| 10 | DV01 |
| 11 | PV01 |
| 12 | CS01 |