This extension pack, initiated by Fidelity Capital Markets, extends the FIX Protocol to better supports fixed income pricing that may include taxes, the effect of amortization or a floating rate offset. This extension introduces a new component, PriceQualifierGrp, to allow for specifying whether the price includes these additional factors.
Files list:
| Total Files | 3 |
| File Size | 3.27 MB |
| Create Date | September 29, 2017 |