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
- <InstrmtMDReqGrp>
- <ListOrdGrp>
- <MDFullGrp>
- <MDIncGrp>
- <QuotReqGrp>
- <QuotReqRjctGrp>
- <SecListGrp>
- <SecLstUpdRelSymGrp>
- IOI <6>
- ExecutionReport <8>
- TradeCaptureReport <AE>
- QuoteStatusReport <AI>
- QuoteResponse <AJ>
- Confirmation <AK>
- AllocationReport <AS>
- CollateralRequest <AX>
- CollateralAssignment <AY>
- CollateralResponse <AZ>
- CollateralReport <BA>
- CollateralInquiry <BB>
- AllocationInstructionAlert <BM>
- SecurityDefinitionUpdateReport <BP>
- NewOrderSingle <D>
- OrderCancelReplaceRequest <G>
- AllocationInstruction <J>
- Quote <S>
- SecurityDefinitionRequest <c>
- SecurityDefinition <d>
- NewOrderCross <s>
- CrossOrderCancelReplaceRequest <t>