| FRAMES | NO FRAMES |
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The LegBenchmarkCurveData is used to convey the benchmark informationused for pricing in a multi-legged Fixed Income security.
Used in :
| Tag | Field Name | FIXML | Req'd | Comments | |||
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| 676 | LegBenchmarkCurveCurrency | @Ccy | N |
LegBenchmarkPrice (679) currency See BenchmarkCurveCurrency (220) for description and valid values. |
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| 2951 | LegBenchmarkCurveCurrencyCodeSource | @CcySrc | N |
Identifies class or source of the LegBenchmarkCurveCurrency(676) value. |
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| 677 | LegBenchmarkCurveName | @Name | N |
Name of the Leg Benchmark Curve. See BenchmarkCurveName (22) for description and valid values. |
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| 678 | LegBenchmarkCurvePoint | @Point | N |
Identifies the point on the Leg Benchmark Curve. See BenchmarkCurvePoint (222) for description and valid values. |
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| 679 | LegBenchmarkPrice | @Px | N |
Used to identify the price of the benchmark security. See BenchmarkPrice (662) for description and valid values. |
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| 680 | LegBenchmarkPriceType | @PxTyp | N |
The price type of the LegBenchmarkPrice(679). |
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| FRAMES | NO FRAMES |