This Extension Pack supports the addition of a compression group identifier for linking netted trades, the addition of a self-match prevention identifier, clarifications on the component and field descriptions related to option exercise and option exercise expiration, and documentation for identification of a swaption straddle using the combination of SecurityType(167) = SWAPTION and SecuritySubType(762) = Straddle.
Files list:
| Total Files | 3 |
| File Size | 3.53 MB |
| Create Date | August 3, 2016 |