Field Spread Scenario base
SYNOPSIS:
For Fixed Income. Either Swap Spread or Spread to Benchmark depending upon the order type.
Spread to Benchmark: 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 BenchmarkCurveName (22) field). Note: Basis points can be negative.
Swap Spread: Target spread for a swap.
Pedigree
| Added |
EP |
Updated |
EP |
Deprecated |
EP |
| FIX.4.2 | | | | | |