Tag | Field Name | Data Type | Description | Used in |
---|---|---|---|---|
677 | LegBenchmarkCurveName AbbrName: Name |
String | Name of the Leg Benchmark Curve. See BenchmarkCurveName (22) for description and valid values. 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 |
LegBenchmarkCurveData |