Field StrikeIndexCurvePoint (2600) - FIX Protocol FIX.5.0SP2 EP240

Type: String

The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon.

Added in protocol FIX.5.0SP2 (208)

Used in components