FIX.4.4 Component

SpreadOrBenchmarkCurveData

<SprdBnchmkCurve>

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


Added  FIX.4.3

Expand Components | Collapse Components

Field or ComponentField NameFIXML nameReq'dCommentsDepr.
218Spread@Spread 

For Fixed Income

 
220BenchmarkCurveCurrency@Ccy  
221BenchmarkCurveName@Name  
222BenchmarkCurvePoint@Point  
662BenchmarkPrice@Px  
663BenchmarkPriceType@PxTyp 

Must be present if BenchmarkPrice is used.

 
699BenchmarkSecurityID@SecID 

The identifier of the benchmark security, e.g. Treasury against Corporate bond.

 
761BenchmarkSecurityIDSource@SecIDSrc 

Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block.

 
Used in messages:
[AllocationInstruction] [AllocationReport] [CollateralAssignment] [CollateralInquiry] [CollateralReport] [CollateralRequest] [CollateralResponse] [Confirmation] [CrossOrderCancelReplaceRequest] [ExecutionReport] [IOI] [NewOrderCross] [NewOrderSingle] [OrderCancelReplaceRequest] [Quote] [QuoteResponse] [QuoteStatusReport] [TradeCaptureReport]
Used in components:
[ListOrdGrp] [QuotReqGrp] [QuotReqRjctGrp] [SecListGrp]