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Created 2 years ago · No revisions

LegReturnRateFinalPriceFallback

Tag: 42559

Specifies the fallback provision for the hedging party in the determination of the final price.

Values

Code	Meaning
0	Close
1	Hedge election

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)

LegReturnRateValuationPriceOption (42558)NoLegReturnRateInformationSources (42560)