FIX 5.0 SP2 : BenchmarkCurvePoint <222> field

Type: String

Used In

Description

Point on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED".

Sample values:

M = combination of a number between 1-12 and a "M" for month

Y = combination of number between 1-100 and a "Y" for year}

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

See Fixed Income-specific documentation at http://www.fixprotocol.org for additional values.

(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Used In