Description
Type: int
Identifies the source of rate information. For FX, the reference source to be used for the FX spot rate.
This is where to look up the rate information and is not necessarily the entity that sets the 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