Benchmark/8 ThreeMOLIBOR
From FIXwiki
Benchmark Value 8
| Value | Name | Field(tag) | First introduced |
|---|---|---|---|
| 8 | ThreeMOLIBOR | Benchmark(219) | FIX.4.2 |
3MOLIBOR
Notes
This value is now expressed as the following combination: BenchmarkCurveCurrency = USD, BenchmarkCurveName = LIBOR, BenchmarkCurvePoint=3M