FIX Standards
/
FIX Latest
Log in
Overview
Messages
Fields
Components
Tools
UnderlyingMakeWholeBenchmarkQuote
Tag:
42893
Type:
Int
Created 2 years ago
· No revisions
The quote side of the benchmark to be used for calculating the "make whole" amount.
Values
Code
Meaning
0
Bid
1
Mid
2
Offer
Used By
6
Indication of Interest
(via
UndInstrmtGrp
>
>
UnderlyingOptionExerciseMakeWholeProvision
)
7
Advertisement
(via
UndInstrmtGrp
>
>
UnderlyingOptionExerciseMakeWholeProvision
)
8
Execution Report
(via
UndInstrmtGrp
>
>
UnderlyingOptionExerciseMakeWholeProvision
)
a
Quote Status Request
(via
UndInstrmtGrp
>
>
UnderlyingOptionExerciseMakeWholeProvision
)
AA
Derivative Security List
(via
UnderlyingInstrument
>
UnderlyingOptionExercise
>
UnderlyingOptionExerciseMakeWholeProvision
)
Show 71 more
UnderlyingMakeWholeRecallSpread (42892)
UnderlyingMakeWholeInterpolationMethod (42894)