Description
The RelativeValueGrp component is used to convey relative valuation metrics or analytics for a given instrument.
Relative valuation metrics or analytics are commonly provided by the trading party providing pricing as part of fixed income cash bonds or OTC derivatives indication or quoting activities.
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| 2529 | NoRelativeValues | N | ||
| → | 2530 | RelativeValueType | N |
Required if NoRelativeValues <2529> > 0. |
| → | 2531 | RelativeValue | N |
Required if NoRelativeValues <2529> > 0. |
| → | 2532 | RelativeValueSide | N | |
| → | 3004 | RelativeValueTimestamp | N | |