Code to represent the price type.
(For Financing transactions PriceType (423) implies the "repo type" - Fixed or Floating - 9 (Yield) or 6 (Spread) respectively - and Price (44) gives the corresponding "repo rate". See Volume 1: "Glossary" for further value definitions)
Valid values:
| '1' | Percentage (e.g. percent of par) (often called "dollar price" for fixed income) |
| '2' | Per unit (i.e. per share or contract) |
| '3' | Fixed Amount (absolute value) |
| '4' | Discount - percentage points below par |
| '5' | Premium - percentage points over par |
| '6' | Spread |
| '7' | TED price |
| '8' | TED yield |
| '9' | Yield |
| '10' | Fixed cabinet trade price (primarily for listed futures and options) |
| '11' | Variable cabinet trade price (primarily for listed futures and options) |
Used in: