Type: int
Identifies the type of payment stream associated with the swap.
Added in protocol FIX.5.0SP2 (161)
Valid values
Value | Description | Added |
---|---|---|
0 | Periodic (default) | FIX.5.0SP2 (161) |
1 | Initial | FIX.5.0SP2 (161) |
2 | Single | FIX.5.0SP2 (161) |
3 | Dividend | FIX.5.0SP2 (208) |
4 | Interest | FIX.5.0SP2 (208) |
5 | Dividend return | FIX.5.0SP2 (208) |
6 | Price return | FIX.5.0SP2 (208) |
7 | Total return | FIX.5.0SP2 (208) |
8 | Variance | FIX.5.0SP2 (208) |
9 | Correlation | FIX.5.0SP2 (208) |