Type: int
The method of Forward Rate Agreement (FRA) discounting, if any, that will apply.
Added in protocol FIX.5.0SP2 (161)
Valid values
Value | Description | Added |
---|---|---|
0 | None | FIX.5.0SP2 (161) |
1 | International Swaps and Derivatives Association (ISDA) | FIX.5.0SP2 (161) |
2 | Australian Financial Markets Association (AFMA) | FIX.5.0SP2 (161) |