TagField NameAbbr NameData TypeUnion DatatypeDescriptionPedigree

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)

Added FIX.4.2 Updated EP187

Used in components: