FIX 5.0 SP2 : LegSwapType <690> field

Type: int

Used In

Description

For Fixed Income, used instead of LegQty <687> or LegOrderQty <685> to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap.

Valid values:

1 = Par For Par

2 = Modified Duration

4 = Risk

5 = Proceeds

Used In