Component SpreadOrBenchmarkCurveData (Block)

The SpreadOrBenchmarkCurveData component block is primarily used for Fixed Income to convey spread to a benchmark security or curve.

Added in protocol FIX.4.3

See in: FIX.4.3, FIX.4.4, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.

Field or Component Name Description Is Required Added Is Deprecated
218 Spread For Fixed Income FIX.4.3
220 BenchmarkCurveCurrency FIX.4.3
221 BenchmarkCurveName FIX.4.3
222 BenchmarkCurvePoint FIX.4.3
662 BenchmarkPrice FIX.4.4
663 BenchmarkPriceType Must be present if BenchmarkPrice is used. FIX.4.4
699 BenchmarkSecurityID The identifier of the benchmark security, e.g. Treasury against Corporate bond. FIX.4.4
761 BenchmarkSecurityIDSource Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block. FIX.4.4