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