ISO 20022 · Benchmark curve name
TREATreasury
Published definition
Treasury benchmark that comes in three types: the yield curve, the par curve, and the spot curve. All curves also have a constituent time series.
Code set and usage
Benchmark curve name contains 43 registered codes. Its exact identifier is ExternalBenchmarkCurveName1Code.
Specifies the external benchmark curve name code in the format of character string with a maximum length of 4 characters. The list of valid codes is an external code list published separately. External code sets can be downloaded from www.iso20022.org.
Use the code with the applicable message version and implementation guide. A matching code value alone does not establish the same meaning in another set.
This code in other sets 3
These share the characters TREA. Their meanings belong to their respective sets.