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Description
For Fixed Income. Either Swap Spread <218> or Spread <218> to Benchmark <219> depending upon the order type.
Spread <218> to Benchmark <219>: Basis points relative to a benchmark. To be expressed as "count of basis points" (vs. an absolute value). E.g. High Grade Corporate Bonds may express price as basis points relative to benchmark (the BenchmarkCurveName <221> (22) field). Note: Basis points can be negative.
Swap Spread <218>: Target spread for a swap.
Used In
