FIX 5.0 SP2 : LegSwapType <690> field

Type: int

Used In

Description

For Fixed Income, used instead of LegQty (687) or LegOrderQty (685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap.

Valid values:

1 = Par For Par

2 = Modified Duration

4 = Risk

5 = Proceeds

Used In