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.5.0, FIX.5.0SP1, FIX.5.0SP2.
Valid values
| Value | Description | Added |
|---|---|---|
| EONIA | EONIA | FIX.4.4 |
| EUREPO | EUREPO | FIX.4.4 |
| EURIBOR | Euro interbank offer rate | FIX.5.0SP2 (EP 132) |
| Euribor | EURIBOR (deprecated use enum EURIBOR instead) | FIX.4.3 |
| FEDEFF | US Federal Reserve fed funds effective rate | FIX.5.0SP2 (EP 132) |
| FEDOPEN | US fed funds target rate | FIX.5.0SP2 (EP 132) |
| 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 |