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Option Name | Global Parameter | Supported EagleML Objects | Description |
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PRICE_RESOLVE_SW_BY_XREF | W_PRICE_RESOLVE_SW_BY_XREF | IssuePrice | By default, SWAP resolution for prices has specific logic based on Processing Security Type and only one leg could be priced. The option allows to switch on SWAP resolution based on xreferences, ignoring PST. |
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PRICE_RESOLVE_SW_BY_PAYRECIND | W_PRICE_RESOLVE_SW_BY_PAYRECIND | IssuePrice | SWAP resolution for Issue Prices has specific logic based on Processing Security Type and only one leg could be priced. This option was added to support SWAP resolution based on Primary Asset Id and Pay Receive Indicator. |
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ExchangePrice Processing Options
Option Name | Global Parameter | Supported EagleML Objects | Description |
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PRICE_RESOLVE_SW_BY_XREF | W_PRICE_RESOLVE_SW_BY_XREF | ExchangePrice | By default, SWAP resolution for prices has specific logic based on Processing Security Type and only one leg could be priced. The option allows to switch on SWAP resolution based on xreferences, ignoring PST. |
PRICE_RESOLVE_SW_BY_PAYRECIND | W_PRICE_RESOLVE_SW_BY_PAYRECIND | ExchangePrice | SWAP resolution for Exchange Prices has specific logic based on Processing Security Type and only one leg could be priced. This option was added to support SWAP resolution based on Primary Asset Id and Pay Receive Indicator. |
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IssuePcPrice Processing Options
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Option Name | Global Parameter | Supported EagleML Objects | Description |
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PRICE_RESOLVE_SW_BY_XREF | W_PRICE_RESOLVE_SW_BY_XREF |
IssuePcPrice | By default, SWAP resolution for prices has specific logic based on Processing Security Type and only one leg could be priced. The option allows to switch on SWAP resolution based on xreferences, ignoring PST. |
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Option Name | Global Parameter | Supported EagleML Objects | Description |
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PRICE_RESOLVE_SW_BY_XREFPAYRECIND | W_PRICE_RESOLVE_SW_BY_XREFPAYRECIND | IssuePcPrice | By default, SWAP resolution for prices Issue PC Prices has specific logic based on Processing Security Type and only one leg could be priced. The This option allows was added to switch on support SWAP resolution based on xreferences, ignoring PSTPrimary Asset Id and Pay Receive Indicator. |
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IssuerOrganization Processing Options
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