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