Name of the Leg Benchmark Curve.
See BenchmarkCurveName (22) for description and valid values.
EONIA | = |
EONIA
|
Added
FIX.4.4
EP-1 | | [EONIA] | EUREPO | = |
EUREPO
|
Added
FIX.4.4
EP-1 | | [EUREPO] | Euribor | = |
Euribor
|
Added
FIX.4.3 | | [Euribor] | FutureSWAP | = |
FutureSWAP
|
Added
FIX.4.3 | | [FutureSWAP] | LIBID | = |
LIBID
|
Added
FIX.4.3 | | [LIBID] | LIBOR | = |
LIBOR (London Inter-Bank Offer)
|
Added
FIX.4.3 | | [LIBOR] | MuniAAA | = |
MuniAAA
|
Added
FIX.4.3 | | [MuniAAA] | OTHER | = |
OTHER
|
Added
FIX.4.3 | | [OTHER] | Pfandbriefe | = |
Pfandbriefe
|
Added
FIX.4.3 | | [Pfandbriefe] | SONIA | = |
SONIA
|
Added
FIX.4.4
EP-1 | | [SONIA] | SWAP | = |
SWAP
|
Added
FIX.4.3 | | [SWAP] | Treasury | = |
Treasury
|
Added
FIX.4.3 | | [Treasury] |
|