The <SpreadOrBenchmarkCurveData> component block is primarily used for Fixed Income to convey spread to a benchmark security or curve.
Used in:
| Tag | Field Name | Req'd | Comments | ||
|---|---|---|---|---|---|
| 218 | Spread | N | For Fixed Income |
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| 220 | BenchmarkCurveCurrency | N | |||
| 221 | BenchmarkCurveName | N | |||
| 222 | BenchmarkCurvePoint | N | |||
| 662 | BenchmarkPrice | N | |||
| 663 | BenchmarkPriceType | N | Must be present if BenchmarkPrice (662) is used. |
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| 699 | BenchmarkSecurityID | N | The identifier of the benchmark security, e.g. Treasury against Corporate bond. |
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| 761 | BenchmarkSecurityIDSource | N | Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the <Instrument> block. |
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