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FIXtags

GROUP · SOURCE ID 1062

RateSource

Definition

The RateSource component is used to identify the source for the rate information as required by the trade for pricing reasons.

Additional detail from the official source

In FX trading of forwards and swaps, the rate of the forward portion is determined at an agreed-upon date and time in the future when the spot rate for the settlement is obtained, commonly referred to as the "fixing". The agreed upon fixing information typically includes the reference source to obtain the information, the source for the benchmark spot rate (if different from the reference source), the local date, time and business center for the publishing of the benchmark rate.

This is a reusable definition. Requiredness is relative to this structure; its use and conditions in a message remain on that message's page. Version links browse the other dictionary, not an assumed equivalent component.

Direct members

  1. 1445 NoRateSourcesGroup countFrom usage
  2. 1446 RateSourcefield—

    Required if NoRateSource(1445) > 0

  3. 1447 RateSourceTypefield—

    Required if NoRateSources(1445) > 0

  4. 1448 ReferencePagefield—

    May be used when RateSource(1446)=99 (Other)

  5. 2412 RateSourceReferencePageHeadingfield—
  6. 2796 FXBenchmarkRateFixfield—
  7. 3072 RateSourceSymbolfield—
  8. 3073 FXBenchmarkfield—
  9. 3074 FXBenchmarkDatefield—

    Conditionally required when FXBenchmarkTime(3075) or FXBenchmarkBusinessCenter(3076) is specified.

  10. 3075 FXBenchmarkTimefield—

    Conditionally required when FXBenchmarkDate(3074) or FXBenchmarkBusinessCenter(3076) is specified.

  11. 3076 FXBenchmarkBusinessCenterfield—

    Conditionally required when FXBenchmarkDate(3074) or FXBenchmarkTime(3075) is specified.

Used in messages

Direct parent structures