Field BenchmarkCurveName (221) - FIX Protocol FIX.5.0SP2 EP240

Type: String

Name of benchmark curve. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Added in protocol FIX.4.2

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

Valid values

Value Description Added
EONIA EONIA FIX.4.4
EUREPO EUREPO FIX.4.4
EURIBOR Euro interbank offer rate FIX.5.0SP2 (132)
Euribor EURIBOR (deprecated use enum EURIBOR instead) FIX.4.3
FEDEFF US Federal Reserve fed funds effective rate FIX.5.0SP2 (132)
FEDOPEN US fed funds target rate FIX.5.0SP2 (132)
FutureSWAP FutureSWAP FIX.4.3
LIBID LIBID FIX.4.3
LIBOR LIBOR (London Inter-Bank Offer) FIX.4.3
MuniAAA MuniAAA FIX.4.3
OTHER OTHER FIX.4.3
Pfandbriefe Pfandbriefe FIX.4.3
SONIA SONIA FIX.4.4
SWAP SWAP FIX.4.3
Treasury Treasury FIX.4.3

Used in components