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RiskFreeRate
Created 2 years ago
· No revisions
RiskFreeRate
Tag:
1190
Type:
Float
Interest rate. Usually some form of short term rate.
Used By
8
Execution Report
AB
New Order Multileg
AC
Multileg Order Cancel/Replace
AE
Trade Capture Report
f
Security Status
(via
ClearingPriceParametersGrp
)
TimeToExpiration (1189)
PriceUnitOfMeasure (1191)