Indexes

Code Set

BenchmarkCodeSet

ID219
Typechar
For Fixed Income. Identifies the benchmark (e.g. used in conjunction with the SpreadToBenchmark field).
NameValueSynopsisElaborationPedigree
CURVE1CURVEAdded FIX.4.2
FiveYR25-YRAdded FIX.4.2
OLD53OLD-5Added FIX.4.2
TenYR410-YRAdded FIX.4.2
OLD105OLD-10Added FIX.4.2
ThirtyYR630-YRAdded FIX.4.2
OLD307OLD-30Added FIX.4.2
ThreeMOLIBOR83-MO-LIBORAdded FIX.4.2
SixMOLIBOR96-MO-LIBORAdded FIX.4.2
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