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<LegBenchmarkCurveData> Component Block

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
676 LegBenchmarkCurveCurrency @Ccy N

LegBenchmarkPrice (679) currency

See BenchmarkCurveCurrency (220) for description and valid values.
2951 LegBenchmarkCurveCurrencyCodeSource @CcySrc N

Identifies class or source of the LegBenchmarkCurveCurrency(676) value.
677 LegBenchmarkCurveName @Name N

Name of the Leg Benchmark Curve.

See BenchmarkCurveName (22) for description and valid values.
678 LegBenchmarkCurvePoint @Point N

Identifies the point on the Leg Benchmark Curve.

See BenchmarkCurvePoint (222) for description and valid values.
679 LegBenchmarkPrice @Px N

Used to identify the price of the benchmark security.

See BenchmarkPrice (662) for description and valid values.
680 LegBenchmarkPriceType @PxTyp N

The price type of the LegBenchmarkPrice(679).

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