| ID |
Name |
Abbr |
Presence |
Description |
| 42565 | LegReturnRatePriceBasis | PxBasis |
optional |
SYNOPSIS:
The basis of the return price.
|
| 42566 | LegReturnRatePrice | Px |
optional |
SYNOPSIS:
Specifies the price of the underlying swap asset.
|
| 42567 | LegReturnRatePriceCurrency | Ccy |
optional |
SYNOPSIS:
Specifies the currency of the price of the leg swap asset. Uses ISO 4217 currency codes.
|
| 42568 | LegReturnRatePriceType | PxTyp |
optional |
SYNOPSIS:
Specifies whether the LegReturnRatePrice(42566) is expressed in absolute or relative terms.
|