Type: int
Indicates the type of relative value measurement being specified.
Added in protocol FIX.5.0SP2 (194)
Valid values
Value | Description | Added |
---|---|---|
1 | Asset Swap Spread | FIX.5.0SP2 (194) |
2 | Overnight Indexed Swap Spread | FIX.5.0SP2 (194) |
3 | Zero Volatility Spread | FIX.5.0SP2 (194) |
4 | Discount Margin | FIX.5.0SP2 (194) |
5 | Interpolated Spread | FIX.5.0SP2 (194) |
6 | Option Adjusted Spread | FIX.5.0SP2 (194) |
7 | G-Spread | FIX.5.0SP2 (194) |
8 | CDS Basis | FIX.5.0SP2 (194) |
9 | CDS Interpolated Basis | FIX.5.0SP2 (194) |