<RelativeValueGrp> Component Block

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.

Used in :

<SecurityRiskMetricGrp>
ExecutionReport (8)
IOI (6)
Quote (S)

Tag		Field Name	FIXML	Req'd	Comments
2529		NoRelativeValues	ReltvVal	N	Number of relative value metrics entries in the repeating group.
=>	2530	RelativeValueType	@Typ	C	Required if NoRelativeValues(2529) > 0.
=>	2531	RelativeValue	@Val	C	Required if NoRelativeValues(2529) > 0.
=>	2532	RelativeValueSide	@Side	N	Specifies the side of the relative value.
=>	3004	RelativeValueTimestamp	@TS	N	Timestamp at which the relative valuation metric or analytic is calculated or captured.