Description
The LegRateSource component is used to identify the source for the rate information as required by the trade for pricing reasons for the instrument leg.
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| 3116 | NoLegRateSources | N | ||
| → | 3117 | LegRateSource | N |
Required if NoLegRateSources <3116> > 0. |
| → | 3118 | LegRateSourceType | N |
Required if NoLegRateSources <3116> > 0. |
| → | 3119 | LegReferencePage | N |
May be used when LegRateSource <3117>=99 (Other). |
| → | 3120 | LegRateSourceReferencePageHeading | N | |
| → | 3121 | LegRateSourceSymbol | N | |
| → | 3122 | LegFXBenchmark | N | |
| → | 3123 | LegFXBenchmarkDate | N |
Conditionally required when LegFXBenchmarkTime <3124> or LegFXBenchmarkBusinessCenter <3125> is specified. |
| → | 3124 | LegFXBenchmarkTime | N |
Conditionally required when LegFXBenchmarkDate <3123> or LegFXBenchmarkBusinessCenter <3125> is specified. |
| → | 3125 | LegFXBenchmarkBusinessCenter | N |
Conditionally required when LegFXBenchmarkDate <3123> or LegFXBenchmarkTime <3124> is specified. |