FIX 4.4 : YieldType <235> field

Type: String

Used In


Type of yield.

Valid values:

AFTERTAX = After Tax Yield (Municipals)

ANNUAL = Annual Yield

ATISSUE = Yield At Issue (Municipals)

AVGMATURITY = Yield To Average Maturity

BOOK = Book Yield

CALL = Yield to Next Call

CHANGE = Yield Change Since Close

CLOSE = Closing Yield

COMPOUND = Compound Yield

CURRENT = Current Yield

GROSS = True Gross Yield

GOVTEQUIV = Government Equivalent Yield

INFLATION = Yield with Inflation Assumption

INVERSEFLOATER = Inverse Floater Bond Yield

LASTCLOSE = Most Recent Closing Yield

LASTMONTH = Closing Yield Most Recent Month

LASTQUARTER = Closing Yield Most Recent Quarter

LASTYEAR = Closing Yield Most Recent Year

LONGAVGLIFE = Yield to Longest Average Life

MARK = Mark To Market Yield

MATURITY = Yield to Maturity

NEXTREFUND = Yield To Next Refund (Sinking Fund Bonds)

OPENAVG = Open Average Yield

PUT = Yield to Next Put

PREVCLOSE = Previous Close Yield

PROCEEDS = Proceeds Yield

SEMIANNUAL = Semi-annual Yield

SHORTAVGLIFE = Yield to Shortest Average Life

SIMPLE = Simple Yield

TAXEQUIV = Tax Equivalent Yield

TENDER = Yield to Tender Date

TRUE = True Yield

VALUE1/32 = Yield Value Of 1/32

WORST = Yield To Worst

(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Used In