Skip to content

FIX TAG 677

LegBenchmarkCurveName

StringAdded FIX.4.4

Definition

Name of the Leg Benchmark Curve. See BenchmarkCurveName(221) for description and valid values.

Compare versions

Differences between the selected source snapshots, including wording and errata; not a migration guide.

FIX 4.2 FIX 4.4

This tag is not present in the FIX 4.2 source. There is no definition or value list to compare.

Values 12

ValueMeaning
EONIA

EONIA

EUREPO

EUREPO

Euribor

Euribor

FutureSWAP

FutureSWAP

LIBID

LIBID

LIBOR

LIBOR (London Inter-Bank Offer)

MuniAAA

MuniAAA

OTHER

OTHER

Pfandbriefe

Pfandbriefe

SONIA

SONIA

SWAP

SWAP

Treasury

Treasury

About the String data type

Alpha-numeric free format strings, can include any character or punctuation except the delimiter. All String fields are case-sensitive (i.e. morstatt != Morstatt).

Used in messages 5

Includes nested components and repeating groups. Open a location to see its surrounding requirements.