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42555
LegReturnRateValuationTimeType
Type:
Int
Specifies the timing at which the calculation agent values the underlying.
Values
Code
Meaning
0
Open
1
Official settlement price time
2
XETRA
3
Close
4
Derivatives close
5
High
6
Low
7
As specified in the master confirmation
Used By
6
Indication of Interest
7
Advertisement
8
Execution Report
a
Quote Status Request
AA
Derivative Security List
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LegReturnRateCashFlowType (42554)
LegReturnRateValuationTime (42556)