<SpreadOrBenchmarkCurveData> component block – FIX 5.0 SP1 – FIX Dictionary – Onix Solutions

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FIX 5.0 SP1 : <SpreadOrBenchmarkCurveData> component block

Structure | Used In

Description

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

Structure

Tag	Field Name	Req'd	Comments
218	Spread	N	For Fixed Income
220	BenchmarkCurveCurrency	N
221	BenchmarkCurveName	N
222	BenchmarkCurvePoint	N
662	BenchmarkPrice	N
663	BenchmarkPriceType	N	Must be present if BenchmarkPrice is used.
699	BenchmarkSecurityID	N	The identifier of the benchmark security, e.g. Treasury against Corporate bond.
761	BenchmarkSecurityIDSource	N	Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block.

Used In

<ListOrdGrp>

<MDFullGrp>

<MDIncGrp>

<QuotReqGrp>

<QuotReqRjctGrp>

<SecListGrp>

<SecLstUpdRelSymGrp>

IOI <6>

ExecutionReport <8>

TradeCaptureReport <AE>

QuoteStatusReport <AI>

QuoteResponse <AJ>

Confirmation <AK>

AllocationReport <AS>

CollateralRequest <AX>

CollateralAssignment <AY>

CollateralResponse <AZ>

CollateralReport <BA>

CollateralInquiry <BB>

AllocationInstructionAlert <BM>

SecurityDefinitionUpdateReport <BP>

SecurityDefinitionRequest <c>

SecurityDefinition <d>

NewOrderSingle <D>

OrderCancelReplaceRequest <G>

AllocationInstruction <J>

NewOrderCross <s>

Quote <S>

CrossOrderCancelReplaceRequest <t>