Code Set BenchmarkCodeSet Scenario base
SYNOPSIS:
For Fixed Income. Identifies the benchmark (e.g. used in conjunction with the SpreadToBenchmark field).
Codes
| ID |
Name |
Value |
Description |
Supported |
Added |
EP |
Updated |
EP |
Deprecated |
EP |
| 219001 | CURVE | 1 | SYNOPSIS:
CURVE
| ✓ | FIX.4.2 | | | | | |
| 219002 | FiveYR | 2 | SYNOPSIS:
5-YR
| ✓ | FIX.4.2 | | | | | |
| 219003 | OLD5 | 3 | SYNOPSIS:
OLD-5
| ✓ | FIX.4.2 | | | | | |
| 219004 | TenYR | 4 | SYNOPSIS:
10-YR
| ✓ | FIX.4.2 | | | | | |
| 219005 | OLD10 | 5 | SYNOPSIS:
OLD-10
| ✓ | FIX.4.2 | | | | | |
| 219006 | ThirtyYR | 6 | SYNOPSIS:
30-YR
| ✓ | FIX.4.2 | | | | | |
| 219007 | OLD30 | 7 | SYNOPSIS:
OLD-30
| ✓ | FIX.4.2 | | | | | |
| 219008 | ThreeMOLIBOR | 8 | SYNOPSIS:
3-MO-LIBOR
| ✓ | FIX.4.2 | | | | | |
| 219009 | SixMOLIBOR | 9 | SYNOPSIS:
6-MO-LIBOR
| ✓ | FIX.4.2 | | | | | |