Description
Type: String
Name of benchmark curve. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
Valid values:
- EONIA = EONIA
- EUREPO = EUREPO
- Euribor = Euribor
- FutureSWAP = FutureSWAP
- LIBID = LIBID
- LIBOR = LIBOR (London Inter-Bank Offer)
- MuniAAA = MuniAAA
- OTHER = OTHER
- Pfandbriefe = Pfandbriefe
- SONIA = SONIA
- SWAP = SWAP
- Treasury = Treasury
-
FEDEFF = US Federal Reserve fed funds effective rate
US Federal Reserve fed funds effective rate or the weighted average of the actual negotiated rates banks pay each other to to borrow funds.
-
FEDOPEN = US fed funds target rate
Fed funds target rate as determined by the US Federal Reserve Federal Open Market Committee.
- EURIBOR = Euro interbank offer rate
- AUBSW = Australian Bank Bill Swap Rate
- BUBOR = Budapest Bank Offered Rate
- CDOR = Canadian Dollar Offered Rate
- CIBOR = Copenhagen Interbank Offered Rate
- EONIASWAP = Euro Overnight Index Average Swap Rate
-
ESTR = Euro Short Term Rate
Replaces EONIA.
- EURODOLLAR = Euro Dollar Rate
- EUROSWISS = Euro Swiss Franc Rate
- GCFREPO = DTCC General Collateral Finance Repo Index
- ISDAFIX = ICE Swap Rate
- JIBAR = Johannesburg Interbank Agreed Rate
- MOSPRIM = Moscow Prime Offered Rate
- NIBOR = Nigeria Three Month Interbank Rate
- PRIBOR = Czech Republic Interbank Offered Rate
-
SOFR = Secured Overnight Financing Rate
Replaces LIBOR.
- STIBOR = Stockholm Interbank Offered Rate
- TELBOR = Bank of Israel Interbank Offered Rate
- TIBOR = Tokyo Interbank Offered Rate
- WIBOR = Warsaw Interbank Offered Rate