Field LegPaymentStreamLinkNumberOfDataSeries (42476) - FIX Protocol FIX.5.0SP2 EP240

Type: int

Number of data series for a correlation swap. Normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific. Each of these geographic areas will have its own data series to avoid contagion.

Added in protocol FIX.5.0SP2 (208)

Used in components