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Used in :
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| 218 | Spread | @Spread | N | For Fixed Income | |||
| 220 | BenchmarkCurveCurrency | @Ccy | N | ||||
| 221 | BenchmarkCurveName | @Name | N | ||||
| 222 | BenchmarkCurvePoint | @Point | N | ||||
| 662 | BenchmarkPrice | @Px | N | ||||
| 663 | BenchmarkPriceType | @PxTyp | C | Must be present if BenchmarkPrice (662) is used. | |||
| 699 | BenchmarkSecurityID | @SecID | N | The identifier of the benchmark security, e.g. Treasury against Corporate bond. | |||
| 761 | BenchmarkSecurityIDSource | @SecIDSrc | N | Source of BenchmarkSecurityID (699) . If not specified, then ID Source is understood to be the same as that in the Instrument block. | |||
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| FRAMES | NO FRAMES |