FIX Standards
/
FIX Latest
Log in
Overview
Messages
Fields
Components
Parser
Tools
42756
ReturnRateValuationTimeType
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
Show 90 more
ReturnRateCashFlowType (42755)
ReturnRateValuationTime (42757)