FIX 5.0 SP2 : BenchmarkCurveName <221> field

Type: String

Used In

Description

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

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

Used In