<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 :

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.