<SpreadOrBenchmarkCurveData> Component Block

The SpreadOrBenchmarkCurveData component block is primarily used for Fixed Income to convey spread to a benchmark security or curve.

Used in :

Tag	Field Name	FIXML	Req'd	Comments
218	Spread	@Spread	N	Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block.
220	BenchmarkCurveCurrency	@Ccy	N	Specifies currency used for benchmark curve. BenchmarkCurveCurrencyCodeSource(2950) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent.
2950	BenchmarkCurveCurrencyCodeSource	@CcySrc	N	Identifies class or source of the BenchmarkCurveCurrency(220) value.
221	BenchmarkCurveName	@Name	N	Name of benchmark curve. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
222	BenchmarkCurvePoint	@Point	N	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 http://www.fixtradingcommunity.org for additional values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
662	BenchmarkPrice	@Px	N	Specifies the price of the benchmark.
663	BenchmarkPriceType	@PxTyp	C	Must be present if BenchmarkPrice 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. If not specified, then ID Source is understood to be the same as that in the Instrument block.