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Created 2 years ago · No revisions

LegReturnRateQuoteMethod

Tag: 42544

Specifies the type of quote used to determine the return rate of the swap.

Values

Code	Meaning
0	Bid
1	Mid
2	Offer

Used By

6
Indication of Interest (via InstrmtLegIOIGrp > > LegReturnRateGrp)
7
Advertisement (via InstrmtLegGrp > > LegReturnRateGrp)
8
Execution Report (via InstrmtLegExecGrp > > LegReturnRateGrp)
a
Quote Status Request (via InstrmtLegGrp > > LegReturnRateGrp)
AA
Derivative Security List (via RelSymDerivSecGrp > > LegReturnRateGrp)

LegReturnRateQuoteUnits (42543)LegReturnRateQuoteCurrency (42545)