UnderlyingPutOrCall <315> field
FIX 5.0 SP2 EP273
Put or call indicator of the underlying security.
See PutOrCall <201> field for description
See Appendix 6-F: 5.Replaced Field: PutOrCall <201> and UnderlyingPutOrCall <315> with CFICode <461> [Replaced in FIX 4.3]
0 = Put
Also used for the case in which the buyer of a Swaption has the right to enter into an IRS contract as a fixed-rate receiver or into a CDS contract as a seller of protection or for the case of a Floor.
1 = Call
Also used for the case in which the buyer of a Swaption has the right to enter into an IRS contract as a fixed-rate payer or into a CDS contract as a buyer of protection or for the case of a Cap.
2 = Other
In the context of ESMA RTS 22 reporting, this value may be used when, at the time of execution, the option right cannot be determined.
3 = Chooser
Indicates that the option buyer may choose to buy or sell the underlying security on exercise or if a Swaption to pay or receive the underlying IRS cash flow stream or to buy or sell CDS protection.