Component LegBenchmarkCurveData Scenario base

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

ID Abbr
1006BnchmkCurve

Pedigree

Added EP Updated EP Deprecated EP
FIX.4.4

Members

ID Name Abbr Presence Description
676LegBenchmarkCurveCurrencyCcy optional SYNOPSIS: LegBenchmarkPrice (679) currency See BenchmarkCurveCurrency (220) for description and valid values.
677LegBenchmarkCurveNameName optional SYNOPSIS: Name of the Leg Benchmark Curve. See BenchmarkCurveName (22) for description and valid values.
678LegBenchmarkCurvePointPoint optional SYNOPSIS: Identifies the point on the Leg Benchmark Curve. See BenchmarkCurvePoint (222) for description and valid values.
679LegBenchmarkPricePx optional SYNOPSIS: Used to identify the price of the benchmark security. See BenchmarkPrice (662) for description and valid values.
680LegBenchmarkPriceTypePxTyp optional SYNOPSIS: The price type of the LegBenchmarkPrice(679).