FIX 5.0 SP2 : <LegBenchmarkCurveData> component block

Structure | Used In

Description

The LegBenchmarkCurveData is used to convey the benchmark information used for pricing in a multi-legged Fixed Income security.

Structure

Tag Field Name Req'd Comments
676 LegBenchmarkCurveCurrency N
677 LegBenchmarkCurveName N
678 LegBenchmarkCurvePoint N
679 LegBenchmarkPrice N
680 LegBenchmarkPriceType N

Used In