Description
The <LegBenchmarkCurveData> is used to convey the benchmark information used for pricing in a multi-legged Fixed Income security.
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| 676 | LegBenchmarkCurveCurrency | N | ||
| 677 | LegBenchmarkCurveName | N | ||
| 678 | LegBenchmarkCurvePoint | N | ||
| 679 | LegBenchmarkPrice | N | ||
| 680 | LegBenchmarkPriceType | N | ||