Code Set LegSwapTypeCodeSet Scenario base

SYNOPSIS: 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.

ID Datatype
690int

Codes

ID Name Value Description Supported Added EP Updated EP Deprecated EP
690001ParForPar1SYNOPSIS: Par For Par
✓FIX.4.4
690002ModifiedDuration2SYNOPSIS: Modified Duration
✓FIX.4.4
690003Risk4SYNOPSIS: Risk
✓FIX.4.4
690004Proceeds5SYNOPSIS: Proceeds
✓FIX.4.4