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FIXtags

COMPONENT · SOURCE ID 1018

SpreadOrBenchmarkCurveData

Definition

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

This is a reusable definition. Requiredness is relative to this structure; its use and conditions in a message remain on that message's page. Version links browse the other dictionary, not an assumed equivalent component.

Direct members

  1. 218 Spreadfield—

    For Fixed Income

  2. 220 BenchmarkCurveCurrencyfield—
  3. 221 BenchmarkCurveNamefield—
  4. 222 BenchmarkCurvePointfield—
  5. 662 BenchmarkPricefield—
  6. 663 BenchmarkPriceTypefield—

    Must be present if BenchmarkPrice is used.

  7. 699 BenchmarkSecurityIDfield—

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

  8. 761 BenchmarkSecurityIDSourcefield—

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

Used in messages

Direct parent structures