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<SpreadOrBenchmarkCurveData> component block – FIX 5.0 SP1 – FIX Dictionary

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FIX 5.0 SP1 : <SpreadOrBenchmarkCurveData> component block

Structure | Used In

Description

The SpreadOrBenchmarkCurveData component block is primarily used for Fixed Income to convey spread to a benchmark security or curve.

Structure

Tag Field Name Req'd Comments
218 Spread N For Fixed Income
220 BenchmarkCurveCurrency N
221 BenchmarkCurveName N
222 BenchmarkCurvePoint N
662 BenchmarkPrice N
663 BenchmarkPriceType N Must be present if BenchmarkPrice is used.
699 BenchmarkSecurityID N The identifier of the benchmark security, e.g. Treasury against Corporate bond.
761 BenchmarkSecurityIDSource N Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block.

Used In
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