Spread Field
For Fixed Income. Either Swap Spread or Spread
to Benchmark depending upon the order type.
Spread to Benchmark: 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) field). Note: Basis points can be negative.
Swap Spread: Target spread for a swap.
public const int Spread = 218
This language is not supported or no code example is available.
public:
const int Spread = 218;
This language is not supported or no code example is available.
public const Spread : int = 218
This language is not supported or no code example is available.
Field Value
int
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