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EP059 – OMX Multileg Order

Enhances FIX’s representation of predefined, user-defined securitised and user-defined non-securitised multileg strategies. The proposal adds multileg model and pricing-method information, delta-neutral and other neutral-execution instructions, volatility and dividend/risk-free-rate inputs, and root- and leg-level currency ratios.

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EP059 – OMX Multileg Order
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