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  • AdditionalTermBondRefGrp
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LegBenchmarkCurveData

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

TagNameTypeRequiredDescription
676
LegBenchmarkCurveCurrency
Currency
2951
LegBenchmarkCurveCurrencyCodeSource
String Enum
677
LegBenchmarkCurveName
String Enum
678
LegBenchmarkCurvePoint
String
679
LegBenchmarkPrice
Price
680
LegBenchmarkPriceType
Int Enum

Used By

  • AG
    Quote Request Reject (via QuotReqRjctGrp > QuotReqLegsGrp)
  • AJ
    Quote Response (via LegQuotGrp)
  • BK
    Security List Update Report (via SecLstUpdRelSymGrp > SecLstUpdRelSymsLegGrp)
  • R
    Quote Request (via QuotReqGrp > QuotReqLegsGrp)
  • S
    Quote (via LegQuotGrp)
LegAssetAttributeGrpLegBusinessCenterGrp
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