Field LegDifferentialPrice Scenario base

SYNOPSIS: Used in pricing a group of individual Trade at Settlement (TAS) and Trade At Marker (TAM) contracts as an atomic unit. The value is the negotiated currency offset either at settlement (TAS) or at the time specified in the product definition (TAM). The final contract price is reported in LegLastPx(637).

ID Abbr Datatype
2492DiffPxPriceOffset

Pedigree

Added EP Updated EP Deprecated EP
FIX.5.0SP2217