BenchmarkCurvePoint (Tag = 222, Type: String)

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

Sample values:

M

combination of a number between 1-12 and a "M" for month

Y

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 https://www.fixtrading.org/ for additional values.

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

Used in:

• <SpreadOrBenchmarkCurveData>