Description

Type: int

Identifies the source of rate information. For FX the references source to be used for the FX spot rate.

Valid values:

  • 0 = Bloomberg
  • 1 = Reuters
  • 2 = Telerate
  • 3 = ISDA Settlement Rate Option

    The source of the currency conversion as specified by the ISDA terms in Annex A to the 1998 FX and Currency Option Definitions. See http://www.fpml.org/coding-scheme/settlement-rate-option

  • 99 = Other

Used In