Features
Sign up
Sign in
Fields
LegMakeWholeInterpolationMethod
Created 2 years ago
· No revisions
LegMakeWholeInterpolationMethod
Tag:
42398
Type:
Int
The method used when calculating the "make whole" amount. The most common is linear method.
Values
Code
Meaning
0
None
1
Linear zero yield
Used By
6
Indication of Interest
(via
InstrmtLegIOIGrp
>
>
LegOptionExerciseMakeWholeProvision
)
7
Advertisement
(via
InstrmtLegGrp
>
>
LegOptionExerciseMakeWholeProvision
)
8
Execution Report
(via
InstrmtLegExecGrp
>
>
LegOptionExerciseMakeWholeProvision
)
a
Quote Status Request
(via
InstrmtLegGrp
>
>
LegOptionExerciseMakeWholeProvision
)
AA
Derivative Security List
(via
RelSymDerivSecGrp
>
>
LegOptionExerciseMakeWholeProvision
)
Show 56 more
LegMakeWholeBenchmarkQuote (42397)
LegPaymentStreamCashSettlIndicator (42399)