Type: String
Name of benchmark curve.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
Added in protocol FIX.4.2
See in: FIX.4.3, FIX.4.4, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.
Valid values
Value | Description | Added |
---|---|---|
EONIA | EONIA | FIX.4.4 |
EUREPO | EUREPO | FIX.4.4 |
Euribor | Euribor | FIX.4.3 |
FutureSWAP | FutureSWAP | FIX.4.3 |
LIBID | LIBID | FIX.4.3 |
LIBOR | LIBOR (London Inter-Bank Offer) | FIX.4.3 |
MuniAAA | MuniAAA | FIX.4.3 |
OTHER | OTHER | FIX.4.3 |
Pfandbriefe | Pfandbriefe | FIX.4.3 |
SONIA | SONIA | FIX.4.4 |
SWAP | SWAP | FIX.4.3 |
Treasury | Treasury | FIX.4.3 |