SpreadOrBenchmarkCurveData Component
<SprdBnchmkCurve>
Tag
Field Name
AbbrName
Req'd
Comments
218
Spread
Spread
For Fixed Income
220
BenchmarkCurveCurrency
Ccy
221
BenchmarkCurveName
Name
222
BenchmarkCurvePoint
Point
662
BenchmarkPrice
Px
663
BenchmarkPriceType
PxTyp
Must be present if BenchmarkPrice is used.
699
BenchmarkSecurityID
SecID
The identifier of the benchmark security, e.g. Treasury against Corporate bond.
761
BenchmarkSecurityIDSource
SecIDSrc
Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block.
Used in the following messages and components
IOI
ExecutionReport
NewOrderSingle
OrderCancelReplaceRequest
AllocationInstruction
Quote
NewOrderCross
CrossOrderCancelReplaceRequest
TradeCaptureReport
QuoteStatusReport
QuoteResponse
Confirmation
AllocationReport
CollateralRequest
CollateralAssignment
CollateralResponse
CollateralReport
CollateralInquiry
AllocationInstructionAlert
SecurityDefinition
SecurityDefinitionUpdateReport
SecurityDefinitionRequest
ListOrdGrp
QuotReqGrp
QuotReqRjctGrp
SecListGrp
SecLstUpdRelSymGrp
MDFullGrp
MDIncGrp