RiskFreeRate
(Tag = 1190, Type:
float
)
Interest rate. Usually some form of short term rate.
Used in:
<ClearingPriceParametersGrp>
ExecutionReport (8)
NewOrderMultileg (AB)
MultilegOrderCancelReplace (AC)
TradeCaptureReport (AE)
SecurityRiskMetricsReport (EG)