The SpreadOrBenchmarkCurveData component block is primarily used for Fixed Income to convey spread to a benchmark security or curve.
Added in protocol FIX.4.3
See in: FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.
Field or Component | Name | Description | Is Required | Added | Is Deprecated |
---|---|---|---|---|---|
218 | SpreadToBenchmark | For Fixed Income | FIX.4.3 | ||
220 | BenchmarkCurveCurrency | FIX.4.3 | |||
221 | BenchmarkCurveName | FIX.4.3 | |||
222 | BenchmarkCurvePoint | FIX.4.3 |