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BenchmarkCurvePoint (Tag = 222, Type: String)

Point on benchmark curve. Free form values: e.g. "1Y", "7Y", "INTERPOLATED".

Sample values:

1M
combination of a number between 1-12 and a "M" for month
1Y
combination of number between 1-100 and a "Y" for year
10Y-OLD
see above, then add "-OLD" when appropriate
INTERPOLATED
the point is mathematically derived
2/2031 5 3/8
the point is stated via a combination of maturity month / year and coupon

See Fixed Income-specific documentation at http://www.fixtrading.org for additional values.

(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Used in:
FIX DICTIONARIES | SEARCH
Data Types | Standard Message Header | Standard Message Trailer | Component Blocks | Session Messages By Name | Session Messages By MsgType | Application Messages By Name | Application Messages By MsgType | Fields By Name | Fields By Tag
FRAMES | NO FRAMES


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