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FIXtags

FIX TAG 42057

UnderlyingCashSettlAccruedInterestIndicator

BooleanAdded FIX.5.0SP2 · EP187

Definition

Indicates whether accrued interest is included or not in the value provided in UnderlyingCashSettlAmount(42054).

For cash settlement this specifies whether quotations should be obtained inclusive or not of accrued interest.

For physical settlement this specifies whether the buyer should deliver the obligation with an outstanding principal balance that includes or excludes accrued interest.

Additional detail from the official source

ISDA 2003 Term: Include/Exclude Accrued Interest.

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Differences between the selected source snapshots, including wording and errata; not a migration guide.

FIX 5.0 SP2 FIX Latest · EP309

This tag is not present in the FIX 5.0 SP2 source. There is no definition or value list to compare.

No enumerated values are defined for this field in this source.

About the Boolean data type

char field containing one of two values:

'Y' = True/Yes

'N' = False/No

Used in messages 77

Includes nested components and repeating groups. Open a location to see its surrounding requirements.