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Created 2 years ago · No revisions

LegReturnRateValuationPriceOption

Tag: 42558

Indicates whether an ISDA price option applies, and if applicable which type of price.

Values

Code	Meaning
0	None (the default)
1	Futures price
2	Options price

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)

LegReturnRateValuationTimeBusinessCenter (42557)LegReturnRateFinalPriceFallback (42559)