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Description
Point on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED".
Sample values:
M = combination of a number between -2 and a "M" for month
Y = combination of number between -00 and a "Y" for year}
0Y-OLD = see above, then add "-OLD" when appropriate
INTERPOLATED = the point is mathematically derived
2/203 5 3/8 = the point is stated via a combination of maturity month / year and coupon
See Fixed Income-specific documentation at http://www.fixprotocol.org for additional values.
(Note tag # was reserved in FIX 4., added in FIX 4.3)
Used In
