<Spread or Benchmark Curve Data> Component Block

Used in :

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