The SpreadOrBenchmarkCurveData component block is primarily used for Fixed Income to convey spread to a benchmark security or curve.
| Tag | Name | Type | Required | Description |
|---|---|---|---|---|
| 218 | PriceOffset | For Fixed Income
| ||
| 220 | Currency | |||
| 221 | String | |||
| 222 | String | |||
| 662 | Price | |||
| 663 | Int | Must be present if BenchmarkPrice is used
| ||
| 699 | String | The identifier of the benchmark security, e.g. Treasury against Corporate bond
| ||
| 761 | String Enum | Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as
that in the Instrument block
|