Tag | Field Name | Data Type | Description | Used in |
---|---|---|---|---|
690 | LegSwapType AbbrName: SwapTyp |
int | For Fixed Income, used instead of LegQty (687) or LegOrderQty (685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap. Valid Values: 1 - Par For Par 2 - Modified Duration 4 - Risk 5 - Proceeds |
InstrmtLegExecGrp InstrmtLegSecListGrp LegOrdGrp LegQuotGrp LegQuotStatGrp QuotReqLegsGrp TrdInstrmtLegGrp SecLstUpdRelSymsLegGrp |