BenchmarkCurveName
From FIXwiki
FIX Field 221
| Tag | Name | Type | Enumerated | First introduced | Deprecated |
|---|---|---|---|---|---|
| 221 | BenchmarkCurveName | String | x | FIX.4.2 |
Name of benchmark curve.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
Enumerated Values
- EONIA EONIA
- EUREPO EUREPO
- Euribor Euribor
- FutureSWAP FutureSWAP
- LIBID LIBID
- LIBOR LIBOR
- MuniAAA MuniAAA
- OTHER OTHER
- Pfandbriefe Pfandbriefe
- SONIA SONIA
- SWAP SWAP
- Treasury Treasury
Notes
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Categories: Field | FIX.4.2 | FIX.4.3 | FIX.4.4 | FIX.5.0 | FIXT.1.1 | FIX.5.0SP1 | FIX.5.0SP2 | SpreadOrBenchmarkCurveData