Field LegSwapType (690) - FIX Protocol FIX.4.4
Type: int
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.
Added in protocol FIX.4.4
See in: FIX.5.0, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.
Valid values
| Value | Description | Added |
|---|---|---|
| 1 | Par For Par | FIX.4.4 |
| 2 | Modified Duration | FIX.4.4 |
| 4 | Risk | FIX.4.4 |
| 5 | Proceeds | FIX.4.4 |