The SpreadOrBenchmarkCurveData component block is primarily used for Fixed Income to convey spread to a benchmark security or curve.
Pedigree Added FIX.4.3
Expand Components | Collapse Components
| Field or Component | Field Name | Abbr Name | Req'd | Comments | Pedigree |
|---|
| 218 | Spread | Spread | For Fixed Income | Added FIX.4.3 | |
| 220 | BenchmarkCurveCurrency | Ccy | Added FIX.4.3 | ||
| 2950 | BenchmarkCurveCurrencyCodeSource | CcySrc | Added EP273 | ||
| 221 | BenchmarkCurveName | Name | Added FIX.4.3 | ||
| 222 | BenchmarkCurvePoint | Point | Added FIX.4.3 | ||
| 662 | BenchmarkPrice | Px | Added FIX.4.4 | ||
| 663 | BenchmarkPriceType | PxTyp | Must be present if BenchmarkPrice is used. | Added FIX.4.4 | |
| 699 | BenchmarkSecurityID | SecID | The identifier of the benchmark security, e.g. Treasury against Corporate bond. | Added FIX.4.4 | |
| 761 | BenchmarkSecurityIDSource | SecIDSrc | Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block. | Added FIX.4.4 |
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