Indexes

Message Layouts
Common
Application

Message

CurveEvent (75)

ID10227

Market data for a curve. See the Curve reference data object for a definition of the curve.

Field
Name
Type
Req'd
Comments
Pedigree
482

The sequence number is a unique number for all events published for the same flow.

528

The id of the subscription group the message is published on.

112

Price Condition type (tag).

59

Business date. Format is YYYY-MM-DD.

138

The curve external instrument id. This is the JSE Master ID.

191

The source of the curve.

544

The time of the market data event. The format is "yyyy-MM- ddTHH:mm:ss.SSS".

1

The absolute date on the x-axis of the curve. This field is populated if the xAxis unit of the curve is absolute.

143

The date on the x-axis represented as fraction of a year using the day time convention on the discount curve. This field is populated if the xAxis unit of the curve is fraction of a year. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL.

433

The rate on the y-axis of the curve. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.DECIMAL.

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