Tag | Field Name | Data Type | Description | Used in |
---|---|---|---|---|
221 | BenchmarkCurveName AbbrName: Name |
String | Name of benchmark curve. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Valid Values: EONIA - EONIA EUREPO - EUREPO Euribor - Euribor FutureSWAP - FutureSWAP LIBID - LIBID LIBOR - LIBOR (London Inter-Bank Offer) MuniAAA - MuniAAA OTHER - OTHER Pfandbriefe - Pfandbriefe SONIA - SONIA SWAP - SWAP Treasury - Treasury |
SpreadOrBenchmarkCurveData |