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FIX TAG 221

BenchmarkCurveName

StringAdded FIX.4.2

Definition

Name of benchmark curve. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Compare versions

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

FIX 4.4 FIX 5.0 SP2

Definition text changed

FIX 4.4

Name of benchmark curve.

FIX 5.0 SP2

Name of benchmark curve. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

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 29

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