Code Set ReturnRateValuationPriceOptionCodeSet Scenario base

SYNOPSIS: Indicates whether an ISDA price option applies, and if applicable which type of price.

ID Datatype
42759int

Codes

ID Name Value Description Supported Added EP Updated EP Deprecated EP
42759001None0SYNOPSIS: None (the default)
✓FIX.5.0SP2208
42759002FuturesPrice1SYNOPSIS: Futures price
ELABORATION: The official settlement price as announced by the related futures exchange is applicable.
✓FIX.5.0SP2208
42759003OptionsPrice2SYNOPSIS: Options price
ELABORATION: The official settlement price as announced by the related options exchange is applicable.
✓FIX.5.0SP2208