LegSwapType Field
For Fixed Income, used instead of LegQty (687) or LegOrderQty
(685) to requests the respondent to calculate the quantity
based on the quantity on the opposite side of the swap.
Valid values:
1 = Par For Par
2 = Modified Duration
4 = Risk
5 = Proceeds
public const int LegSwapType = 690
This language is not supported or no code example is available.
public:
const int LegSwapType = 690;
This language is not supported or no code example is available.
public const LegSwapType : int = 690
This language is not supported or no code example is available.
Field Value
int
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