LegSwapType <690> field – FIX 5.0 SP2 – FIX Dictionary

Used In

Description

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.

Valid values:

1 = Par For Par

2 = Modified Duration

4 = Risk

5 = Proceeds

Used In

• <InstrmtLegExecGrp>

• <InstrmtLegSecListGrp>

• <LegOrdGrp>

• <LegQuotGrp>

• <LegQuotStatGrp>

• <QuotReqLegsGrp>

• <SecLstUpdRelSymsLegGrp>

• <TrdInstrmtLegGrp>