BenchmarkCurveName <221> field – FIX 4.4 – FIX Dictionary

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FIX 4.4 : BenchmarkCurveName <221> field
Type: String

Name of benchmark curve.

Valid values:

MuniAAA

FutureSWAP

LIBID

LIBOR (London Inter-Bank Offers)

OTHER

SWAP

Treasury

Euribor

Pfandbriefe

EONIA

SONIA

EUREPO

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

FIX 4.4 : BenchmarkCurveName <221> field