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. |
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| => | 2530 | RelativeValueType | @Typ | C |
Required if NoRelativeValues(2529) > 0. |
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| => | 2531 | RelativeValue | @Val | C |
Required if NoRelativeValues(2529) > 0. |
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| => | 2532 | RelativeValueSide | @Side | N |
Specifies the side of the relative value. |
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| => | 3004 | RelativeValueTimestamp | @TS | N |
Timestamp at which the relative valuation metric or analytic is calculated or captured. |
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