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FIX TAG 677

LegBenchmarkCurveName

StringAdded FIX.4.4

Definition

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

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

FIX 5.0 SP2

Name of the Leg Benchmark Curve. See BenchmarkCurveName (22) for description and valid values.

Values only in FIX 4.4 12

  • EONIAEONIA
  • EUREPOEUREPO
  • EuriborEuribor
  • FutureSWAPFutureSWAP
  • LIBIDLIBID
  • LIBORLIBOR (London Inter-Bank Offer)
  • MuniAAAMuniAAA
  • OTHEROTHER
  • PfandbriefePfandbriefe
  • SONIASONIA
  • SWAPSWAP
  • TreasuryTreasury

No enumerated values are defined for this field in this source.

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 6

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