Field SwapClass (1941) - FIX Protocol FIX.5.0SP2 EP240
Type: String
The classification or type of swap. Additional values may be used by mutual agreement of the counterparties.
Added in protocol FIX.5.0SP2 (161)
Valid values
| Value | Description | Added |
|---|---|---|
| BB | Broad-based security swap | FIX.5.0SP2 (161) |
| BS | Basis swap | FIX.5.0SP2 (161) |
| IX | Index swap | FIX.5.0SP2 (161) |
| SK | Basket swap | FIX.5.0SP2 (161) |