The type of value in MatchExceptionToleranceValue (2778). Omitted if no tolerance is allowed or not applicable.
For example, if the tolerance for accrued interest is 0.01% of total accrued interest then MatchExceptionElementType (2774)=1 (Accrued interest), MatchExceptionToleranceValueType (2779)=2 (Percentage) and MatchExceptionToleranceValue (2778)=0.0001. If tolerance for the exchange rate of an FX trade is "0.001" then MatchExceptionElementType (2774)=2 (Deal pPrice), MatchExceptionToleranceValueType (2779)=1 (Fixed amount) and MatchExceptionToleranceValue (2778)=0.001.
Code | Meaning |
---|---|
1 | Fixed amount |
2 | Percentage |