Field SpreadToBenchmark Scenario base

SYNOPSIS: For Fixed Income. Basis points relative to a benchmark. To be expressed as "count of basis points" (vs. an absolute value). E.g. High Grade Corporate Bonds may express price as basis points relative to benchmark (the Benchmark field). Note: Basis points can be negative.

ID Abbr Datatype
218PriceOffset

Pedigree

Added EP Updated EP Deprecated EP
FIX.4.2