Tag | Field Name | Data Type | Description | Used in |
---|---|---|---|---|
218 | Spread AbbrName: Spread |
PriceOffset | For Fixed Income. Either Swap Spread or Spread to Benchmark depending upon the order type. Spread to Benchmark: Basis points relative to a benchmark. To be expressed as "count of basis points" (vs. an absolute value). E.g. High Grade Corporate Bonds may express price as basis points relative to benchmark (the BenchmarkCurveName (22) field). Note: Basis points can be negative. Swap Spread: Target spread for a swap. |
SpreadOrBenchmarkCurveData |