Code Set MultilegPriceMethodCodeSet Scenario base

SYNOPSIS: Code to represent how the multileg price is to be interpreted when applied to the legs. (See Volume : "Glossary" for further value definitions)

ID Datatype
1378int

Codes

ID Name Value Description Supported Added EP Updated EP Deprecated EP
1378001NetPrice0SYNOPSIS: Net Price
FIX.5.059
1378002ReversedNetPrice1SYNOPSIS: Reversed Net Price
FIX.5.059
1378003YieldDifference2SYNOPSIS: Yield Difference
FIX.5.059
1378004Individual3SYNOPSIS: Individual
FIX.5.059
1378005ContractWeightedAveragePrice4SYNOPSIS: Contract Weighted Average Price
FIX.5.059
1378006MultipliedPrice5SYNOPSIS: Multiplied Price
FIX.5.059