The LegBenchmarkCurveData is used to convey the benchmark information used for pricing in a multi-legged Fixed Income security.
Pedigree Added FIX.4.4
Expand Components | Collapse Components
Field or Component | Field Name | Abbr Name | Req'd | Comments | Pedigree |
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676 | LegBenchmarkCurveCurrency | Ccy | Added FIX.4.4 | |||
2951 | LegBenchmarkCurveCurrencyCodeSource | CcySrc | Added EP273 | |||
677 | LegBenchmarkCurveName | Name | Added FIX.4.4 | |||
678 | LegBenchmarkCurvePoint | Point | Added FIX.4.4 | |||
679 | LegBenchmarkPrice | Px | Added FIX.4.4 | |||
680 | LegBenchmarkPriceType | PxTyp | Added FIX.4.4 |
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