RFQ vDraft

The RFQ object will be an extension of the trade object by identifying the additional attributes over and above the trade object to determine the status of RFQ - inquiry, response, state change data fields. Example: IRS, USD, 50m, 31/08/2018,31/08/2028, IMM, LCH, 2 way (Vanilla Swap), IRS, USD, 31/08/2018 10y/5y, IMM, LCH, 2 way (Vanilla Swap - 5y swap 10y fwd)

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Properties

Requestor: object

This is a mandatory item that should contain a Contact or an Organization.

Direction: string

This is a mandatory item.

Notional: integer

This is a mandatory item.

StartDate: date

This is a mandatory item that must include a timestamp in Unix Time - https://en.wikipedia.org/wiki/Unix_time.

EndDate: date

This is a mandatory item that must include a timestamp in Unix Time - https://en.wikipedia.org/wiki/Unix_time.

RollConvention: string

This is a mandatory item.

Trade: object

This is a mandatory item that should contain a Trade.

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