| ID | Abbr | NumInGroup ID | NumInGroup name |
|---|---|---|---|
| 4382 | Px | 42765 | NoReturnRatePrices |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.5.0SP2 | 208 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 42766 | ReturnRatePriceBasis | PxBasis | optional | SYNOPSIS:
The basis of the return price.
|
| 42767 | ReturnRatePrice | Px | optional | SYNOPSIS:
Specifies the price of the underlying swap asset.
|
| 42768 | ReturnRatePriceCurrency | Ccy | optional | SYNOPSIS:
Specifies the currency of the price of the underlying swap asset. Uses ISO 4217 currency codes.
|
| 42769 | ReturnRatePriceType | PxTyp | optional | SYNOPSIS:
Specifies whether the ReturnRatePrice(42767) is expressed in absolute or relative terms.
|