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Description
Code to represent price type requested in Quote <S>.
Valid values:
1 = percent (percent of par)
2 = per share (e.g. cents per share)
3 = fixed amount (absolute value)
4 = discount - percentage points below par
5 = premium - percentage points over par
6 = basis points relative to benchmark
7 = TED price
8 = TED yield
9 = Yield <236> spread (swaps)
0 = Yield <236>
If the Quote Request <R> is for a Swap values -8 apply to all legs.
Used In
