Used to identify the rate index for a floating rate coupon.
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Pedigree Added EP235
Updated EP240
Expand Components | Collapse Components
| Field or Component | Field Name | Abbr Name | Req'd | Comments | Pedigree |
|---|
| 2731 | FloatingRateIndexID | ID | Conditionally required when FloatingRateIndexIDSource(2732) is specified. | Added EP235 | |
| 2732 | FloatingRateIndexIDSource | Src | Conditionally required when FloatingRateIndexID(2731) is specified. | Added EP235 | |
| 2730 | FloatingRateIndexCurveUnit | Unit | Conditionally required when FloatingRateIndexCurvePeriod(2728) is specified. | Added EP235 | |
| 2728 | FloatingRateIndexCurvePeriod | Period | Conditionally required when FloatingRateIndexCurveUnit(2730) is specified. | Added EP235 | |
| 2729 | FloatingRateIndexCurveSpread | Spread | Added EP235 |
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