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Option Name

Global Parameter

Supported EagleML Objects

Description

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
ExchangePrice

ExchangePrice Processing Options

Option Name

Global Parameter

Supported EagleML Objects

Description

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
IssuePcPrice

IssuePcPrice Processing Options

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Option Name

Global Parameter

Supported EagleML Objects

Description

PRICE_RESOLVE_SW_BY_XREF

W_PRICE_RESOLVE_SW_BY_XREF

ExchangePrice

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

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
IssuerOrganization

IssuerOrganization Processing Options

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