The Lab

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changes.mady.by.user Matthew Whitaker

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changes.mady.by.user Matthew Whitaker

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  • Side - Side information is maintained on a netted, per-Leg basis in the LegSide field, and on a per-alloction basis via the sign of the LegAllocQty.
  • Dealt Currency - Side is always stated with respect to the traded currency.
  • Date - Tenor and value date information is provided on a per-Leg basis in the LegSettLDate and LegSettlType fields.
  • Quantity - The relative quantities of individual legs must be understood when pricing multi-Legged requests.

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