The LegBenchmarkCurveData is used to convey the benchmark information used for pricing in a multi-legged Fixed Income security.
Added in protocol FIX.4.4
See in: FIX.4.4, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.
| Field or Component | Name | Description | Is Required | Added | Is Deprecated |
|---|---|---|---|---|---|
| 676 | LegBenchmarkCurveCurrency | FIX.4.4 | |||
| 677 | LegBenchmarkCurveName | FIX.4.4 | |||
| 678 | LegBenchmarkCurvePoint | FIX.4.4 | |||
| 679 | LegBenchmarkPrice | FIX.4.4 | |||
| 680 | LegBenchmarkPriceType | FIX.4.4 |