FIX.Latest_EP276 Component

SpreadOrBenchmarkCurveData

<SprdBnchmkCurve>

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


Pedigree Added FIX.4.3

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Field or ComponentField NameAbbr NameReq'dCommentsPedigree
218SpreadSpread For Fixed IncomeAdded FIX.4.3
220BenchmarkCurveCurrencyCcy Added FIX.4.3
2950BenchmarkCurveCurrencyCodeSourceCcySrc Added EP273
221BenchmarkCurveNameName Added FIX.4.3
222BenchmarkCurvePointPoint Added FIX.4.3
662BenchmarkPricePx Added FIX.4.4
663BenchmarkPriceTypePxTyp Must be present if BenchmarkPrice is used.Added FIX.4.4
699BenchmarkSecurityIDSecID The identifier of the benchmark security, e.g. Treasury against Corporate bond.Added FIX.4.4
761BenchmarkSecurityIDSourceSecIDSrc 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


Used in messages:
[AllocationInstruction][AllocationInstructionAlert][AllocationReport][CollateralAssignment][CollateralInquiry][CollateralReport][CollateralRequest][CollateralResponse][Confirmation][CrossOrderCancelReplaceRequest][ExecutionReport][IOI][NewOrderCross][NewOrderSingle][OrderCancelReplaceRequest][Quote][QuoteResponse][QuoteStatusReport][SecurityDefinition][SecurityDefinitionRequest][SecurityDefinitionUpdateReport][TradeCaptureReport]

Used in components:
[InstrmtMDReqGrp][ListOrdGrp][MDFullGrp][MDIncGrp][QuotReqGrp][QuotReqRjctGrp][SecListGrp][SecLstUpdRelSymGrp]