Tag | Field Name | XML Name | Data Type | Union Datatype | Description | Added | Depr. | Enums from tag |
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218 | Spread | @Spread | PriceOffset |
For Fixed Income. Either Swap Spread or Spread to Benchmark depending upon the order type. Spread to Benchmark: Basis points relative to a benchmark. To be expressed as "count of basis points" (vs. an absolute value). E.g. High Grade Corporate Bonds may express price as basis points relative to benchmark (the BenchmarkCurveName (22) field). Note: Basis points can be negative. Swap Spread: Target spread for a swap. | Added FIX.4.2 |
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