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Description
Code to represent price type requested in Quote. If the Quote Request is for a Swap values 1-8 apply to all legs.
Valid values:
1 = Percent (percent of par)
10 = Yield
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 = Spread - basis points relative to benchmark
7 = TED Price
8 = TED Yield
9 = Yield Spread (swaps)
Used In
