Structure

Tag Field Name Req'd Comments
555 NoLegs N Number of legs that make up the Security
Component Block - <InstrumentLeg> N Insert here the set of "Instrument Legs" (leg symbology) fields defined in "common components of application messages" Required if NoLegs > 0
690 LegSwapType N
587 LegSettlType N
Component Block - <LegStipulations> N Insert here the set of "LegStipulations" (leg symbology) fields defined in "common components of application messages" Required if NoLegs > 0
Component Block - <LegBenchmarkCurveData> N Insert here the set of "LegBenchmarkCurveData" (leg symbology) fields defined in "common components of application messages" Required if NoLegs > 0

Used In