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Description
Type of yield.
Valid values:
AFTERTAX = After Tax Yield <236> (Municipals)
ANNUAL = Annual Yield <236>
ATISSUE = Yield <236> At Issue (Municipals)
AVGMATURITY = Yield <236> To Average Maturity
BOOK = Book Yield <236>
CALL = Yield <236> to Next Call
CHANGE = Yield <236> Change Since Close
CLOSE = Closing Yield <236>
COMPOUND = Compound Yield <236>
CURRENT = Current Yield <236>
GROSS = True Gross Yield <236>
GOVTEQUIV = Government Equivalent Yield <236>
INFLATION = Yield <236> with Inflation Assumption
INVERSEFLOATER = Inverse Floater Bond Yield <236>
LASTCLOSE = Most Recent Closing Yield <236>
LASTMONTH = Closing Yield <236> Most Recent Month
LASTQUARTER = Closing Yield <236> Most Recent Quarter
LASTYEAR = Closing Yield <236> Most Recent Year
LONGAVGLIFE = Yield <236> to Longest Average Life
MARK = Mark To Market Yield <236>
MATURITY = Yield <236> to Maturity
NEXTREFUND = Yield <236> To Next Refund (Sinking Fund Bonds)
OPENAVG = Open Average Yield <236>
PUT = Yield <236> to Next Put
PREVCLOSE = Previous Close Yield <236>
PROCEEDS = Proceeds Yield <236>
SEMIANNUAL = Semi-annual Yield <236>
SHORTAVGLIFE = Yield <236> to Shortest Average Life
SIMPLE = Simple Yield <236>
TAXEQUIV = Tax Equivalent Yield <236>
TENDER = Yield <236> to Tender Date
TRUE = True Yield <236>
VALUE/32 = Yield <236> Value Of /32
WORST = Yield <236> To Worst
(Note tag # was reserved in FIX 4., added in FIX 4.3)
Used In
