LegBenchmarkCurveData

You are not viewing the current revision of this repository. View the current revision.

Component

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

676	LegBenchmarkCurveCurrency	Currency	Added FIX.4.4
2951	LegBenchmarkCurveCurrencyCodeSource	CurrencyCodeSourceCodeSet	Added EP273
677	LegBenchmarkCurveName	BenchmarkCurveNameCodeSet	Added FIX.4.4
678	LegBenchmarkCurvePoint	String	Added FIX.4.4
679	LegBenchmarkPrice	Price	Added FIX.4.4
680	LegBenchmarkPriceType	PriceTypeCodeSet	Added FIX.4.4

Used in groups:

Home / FIX Trading /
FIX.Latest FIX.Latest_EP309