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

Used In