Benchmark

Tag: 219
Type: Char
· No revisions

For Fixed Income. Identifies the benchmark (e.g. used in conjunction with the SpreadToBenchmark (218) field).

Values

CodeMeaning
1CURVE
25-YR
3OLD-5
410-YR
5OLD-10
630-YR
7OLD-30
83-MO-LIBOR
96-MO-LIBOR