Group UnderlyingReturnRatePriceGrp Scenario base


ID Abbr NumInGroup ID NumInGroup name
4420Px43064NoUnderlyingReturnRatePrices

Pedigree

Added EP Updated EP Deprecated EP
FIX.5.0SP2208

Members

ID Name Abbr Presence Description
43065UnderlyingReturnRatePriceBasisPxBasis optional SYNOPSIS: The basis of the return price.
43066UnderlyingReturnRatePricePx optional SYNOPSIS: Specifies the price of the underlying swap asset.
43067UnderlyingReturnRatePriceCurrencyCcy optional SYNOPSIS: Specifies the currency of the price of the underlying swap asset. Uses ISO 4217 currency codes.
43068UnderlyingReturnRatePriceTypePxTyp optional SYNOPSIS: Specifies whether the UnderlyingReturnRatePrice(43066) is expressed in absolute or relative terms.