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