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.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP2, FIX.5.0SP2 EP240.
Field or Component | Name | Description | Is Required | Added | Is Deprecated |
---|---|---|---|---|---|
218 | Spread | For Fixed Income | FIX.4.3 | ||
220 | BenchmarkCurveCurrency | FIX.4.3 | |||
221 | BenchmarkCurveName | FIX.4.3 | |||
222 | BenchmarkCurvePoint | FIX.4.3 | |||
662 | BenchmarkPrice | FIX.4.4 | |||
663 | BenchmarkPriceType | Must be present if BenchmarkPrice is used. | FIX.4.4 | ||
699 | BenchmarkSecurityID | The identifier of the benchmark security, e.g. Treasury against Corporate bond. | FIX.4.4 | ||
761 | BenchmarkSecurityIDSource | Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the <Instrument> block. | FIX.4.4 |