BenchmarkCurvePoint Field

Namespace: OberMind
Assembly: OberMind (in OberMind.dll)
Point on benchmark curve. Free form values: e.g. 1Y, 7Y, INTERPOLATED.  
Sample values:  
1M = combination of a number between 1-12 and a "M" for month  
1Y = combination of number between 1-100 and a "Y" for year}  
10Y-OLD = see above, then add "-OLD" when appropriate  
INTERPOLATED = the point is mathematically derived  
2/2031 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 4.1, added in FIX 4.3)  
 
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public const int BenchmarkCurvePoint = 222
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public:  
const int BenchmarkCurvePoint = 222;
This language is not supported or no code example is available.
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public const BenchmarkCurvePoint : int = 222
This language is not supported or no code example is available.

Field Value

int
See Also
 

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