BenchmarkCurvePoint <222> field – FIX 4.4 – FIX Dictionary

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FIX 4.4 : BenchmarkCurvePoint <222> field
Type: String

Point on benchmark curve. Free form values: e.g. "1Y", "7Y", "INTERPOLATED".

Sample values:

1M = combination of a number between 1-12 and a "M" for month

1Y = combination of number between 1-100 and a "Y" for year

10Y-OLD = see above, then add "-OLD" when appropriate

INTERPOLATED = the point is mathematically derived

2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon

See Fixed Income-specific documentation at www.fixtrading.org for additional values.

(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX 4.4 : BenchmarkCurvePoint <222> field