| 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.
| ||
| XML DTD | |||||
| <!ENTITY % SpreadOrBnchmkCrvDataCustom "" > <!ENTITY % SpreadOrBnchmkCrvDataContent "Spread?, BnchmkCrvCcy?, BnchmkCrvName?, BnchmkCrvPoint?, BnchmkPx?, BnchmkPxTyp?, BnchmkSecID?, BnchmkSecIDSrc? %SpreadOrBnchmkCrvDataCustom;" > <!ELEMENT SpreadOrBnchmkCrvData (%SpreadOrBnchmkCrvDataContent;)> <!ATTLIST SpreadOrBnchmkCrvData FullName CDATA #FIXED "SpreadOrBenchmarkCurveData" ComponentType CDATA #FIXED "Block" Category CDATA #FIXED "Common"> | |||||