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