Type: int
Type of price used to determine upfront payment for swaps contracts.
Added in protocol FIX.5.0SP2 (119)
Valid values
Value | Description | Added |
---|---|---|
1 | Percentage (i.e. percent of par) (often called “dollar price” for fixed income) | FIX.5.0SP2 (119) |
3 | Fixed amount (absolute value) | FIX.5.0SP2 (119) |