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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