The StreamGrp is a repeating subcomponent of the Instrument component used to detail the swap streams associated with the instrument.
A swap will ordinarily have one or two streams. Each one may contain a StreamDesc(40051) with a descriptive string such as Float
or Fixed
. However the choice of description should have no effect on the stream's purpose.
StreamPaySide(40052) and StreamReceiveSide(40053) link the appropriate swap parties to their role in the stream. In pre-trade messages the side value (e.g. Side(54) field) of the request or order should be set to the same side value indicating the aggressor's desired role. On fills and post-trade messages the executing firm takes the opposite side and indicates its role by setting
StreamPaySide(40052) and StreamReceiveSide(40053) to the opposite side of the aggressor's role.
Pedigree Added EP161
Expand Components | Collapse Components
| Field or Component | Field Name | Abbr Name | Req'd | Comments | Pedigree |
|---|
| Repeating Group 40049 | NoStreams |
| 40050 | StreamType | Typ | Required if NoStreams(40049) > 0. | Added EP161 | |
| 41303 | StreamXID | XID | Added EP169 | ||
| 40051 | StreamDesc | Desc | Added EP161 | ||
| 42784 | StreamVersion | Ver | Added EP208 | ||
| 42785 | StreamVersionEffectiveDate | VerEfctvDt | Added EP208 | ||
| 40052 | StreamPaySide | PaySide | Added EP161 | ||
| 40053 | StreamReceiveSide | RcvSide | Added EP161 | ||
| 41305 | StreamNotionalXIDRef | NotlXIDRef | Added EP169 | ||
| 40054 | StreamNotional | Notl | Added EP161 | ||
| 40055 | StreamCurrency | Ccy | Added EP161 | ||
| 42786 | StreamNotionalDeterminationMethod | NotlDtrmnMeth | Added EP208 | ||
| 42787 | StreamNotionalAdjustments | NotlAdjmts | Added EP208 | ||
| 41306 | StreamNotionalFrequencyPeriod | NotlPeriod | Conditionally required when StreamNotionalFrequencyUnit(41307) is specified. | Added EP169 | |
| 41307 | StreamNotionalFrequencyUnit | NotlUnit | Conditionally required when StreamNotionalFrequencyPeriod(41306) is specified. | Added EP169 | |
| 41308 | StreamNotionalCommodityFrequency | NotlFreq | Added EP169 | ||
| 41309 | StreamNotionalUnitOfMeasure | NotlUOM | Added EP169 | ||
| 41310 | StreamTotalNotional | TotNotl | Added EP169 | ||
| 41311 | StreamTotalNotionalUnitOfMeasure | TotNotlUOM | Added EP169 |
| Component(-) | StreamCommodity | Cmdty | Added EP169 |
| 41251 | StreamCommodityBase | Base | Added EP169 | ||
| 41252 | StreamCommodityType | CmdtyTyp | Added EP169 | ||
| 41253 | StreamCommoditySecurityID | ID | Conditionally required when StreamCommoditySecurityIDSource(41254) is specified. | Added EP169 | |
| 41254 | StreamCommoditySecurityIDSource | Src | Conditionally required when StreamCommoditySecurityID(41253) is specified. | Added EP169 | |
| Component(-) | StreamCommodityAltIDGrp | AID | Added EP169 |
| Repeating Group 41277 | NoStreamCommodityAltIDs | Number of alternate security identifers. |
| 41278 | StreamCommodityAltID | AltID | Required if NoStreamCommodityAltIDs(41277) > 0. | Added EP169 | |
| 41279 | StreamCommodityAltIDSource | AltIDSrc | Required if NoStreamCommodityAltIDs(41277) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41255 | StreamCommodityDesc | Desc | Added EP169 | ||
| 41256 | EncodedStreamCommodityDescLen | EncDescLen | Must be set if EncodedCommodityDesc(41257) field is specified and must immediately precede it. | Added EP169 | |
| 41257 | EncodedStreamCommodityDesc | EncDesc | Encoded (non-ASCII characters) representation of the StreamCommodityDesc(41255) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 | |
| 42587 | StreamCommodityDeliveryPricingRegion | DlvryPxngRgn | May be used to specify the delivery or pricing region of a non-standard commodity swap contract (e.g. when InstrAttribType(871)=38 (US standard contract indicator) and InstrAttribValue(872)=N). | Added EP193 | |
| Component(-) | StreamAssetAttributeGrp | AssetAttrb | Added EP169 |
| Repeating Group 41237 | NoStreamAssetAttributes | Number of asset attribute entries in the group. |
| 41238 | StreamAssetAttributeType | Typ | Required if NoStreamAssetAttributes(41237) > 0. | Added EP169 | |
| 41239 | StreamAssetAttributeValue | Val | Added EP169 | ||
| 41240 | StreamAssetAttributeLimit | Lmt | Added EP169 |
| end Repeating Group |
| end Component |
| 41258 | StreamCommodityUnitOfMeasure | UOM | Added EP169 | ||
| 41259 | StreamCommodityCurrency | Ccy | Added EP169 | ||
| 41260 | StreamCommodityExchange | Exch | Added EP169 | ||
| 41261 | StreamCommodityRateSource | RtSrc | Added EP169 | ||
| 41262 | StreamCommodityRateReferencePage | RefPg | Added EP169 | ||
| 41263 | StreamCommodityRateReferencePageHeading | RefHdng | Added EP169 | ||
| 41264 | StreamDataProvider | DataPrvdr | Added EP169 | ||
| Component(-) | StreamCommodityDataSourceGrp | DataSrc | Added EP169 |
| Repeating Group 41280 | NoStreamCommodityDataSources | Number of data sources in the repeating group. The order of entry determines priority – first is the main source, second is fallback, third is second fallback. |
| 41281 | StreamCommodityDataSourceID | ID | Required if NoStreamCommodityDataSources(41280) > 0. | Added EP169 | |
| 41282 | StreamCommodityDataSourceIDType | Typ | Required if NoStreamCommodityDataSources(41280) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41265 | StreamCommodityPricingType | PxngTyp | Added EP169 | ||
| 41266 | StreamCommodityNearbySettlDayPeriod | Period | Conditionally required when StreamCommodityNearbySettlDayUnit(41267) is specified. | Added EP169 | |
| 41267 | StreamCommodityNearbySettlDayUnit | Unit | Conditionally required when StreamCommodityNearbySettlDayPeriod(41266) is specified. | Added EP169 | |
| 41268 | StreamCommoditySettlDateUnadjusted | DtUnadj | Added EP169 | ||
| 41269 | StreamCommoditySettlDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of settlement dates. | Added EP169 | |
| Component(-) | StreamCommoditySettlBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of settlement dates. | Added EP169 |
| Repeating Group 41249 | NoStreamCommoditySettlBusinessCenters | Number of business centers in the repeating group. |
| 41250 | StreamCommoditySettlBusinessCenter | Ctr | Required if NoStreamCommoditySettlBusinessCenters(41249) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41270 | StreamCommoditySettlDateAdjusted | Dt | Added EP169 | ||
| 41271 | StreamCommoditySettlMonth | Mo | Added EP169 | ||
| 41272 | StreamCommoditySettlDateRollPeriod | RollPeriod | Conditionally required when StreamCommoditySettlDateRollUnit(41273) is specified. | Added EP169 | |
| 41273 | StreamCommoditySettlDateRollUnit | RollUnit | Conditionally required when StreamCommoditySettlDateRollPeriod(41272) is specified. | Added EP169 | |
| 41274 | StreamCommoditySettlDayType | DayTyp | Added EP169 | ||
| Component(-) | StreamCommoditySettlPeriodGrp | SettlPeriod | Added EP169 |
| Repeating Group 41289 | NoStreamCommoditySettlPeriods | Number of commodity settlement periods in the repeating group. |
| 41290 | StreamCommoditySettlCountry | Ctry | Required if NoStreamCommoditySettlPeriods(41289) > 0. | Added EP169 | |
| 41291 | StreamCommoditySettlTimeZone | TZ | Added EP169 | ||
| 41292 | StreamCommoditySettlFlowType | FlowTyp | Added EP169 | ||
| 41293 | StreamCommoditySettlPeriodNotional | Notl | Added EP169 | ||
| 41294 | StreamCommoditySettlPeriodNotionalUnitOfMeasure | NotlUOM | Added EP169 | ||
| 41295 | StreamCommoditySettlPeriodFrequencyPeriod | FreqPeriod | Conditionally required when StreamCommoditySettlFrequencyUnit(41296) is specified. | Added EP169 | |
| 41296 | StreamCommoditySettlPeriodFrequencyUnit | FreqUnit | Conditionally required when StreamCommoditySettlFrequencyPeriod(41295) is specified. | Added EP169 | |
| 41297 | StreamCommoditySettlPeriodPrice | Px | Added EP169 | ||
| 41298 | StreamCommoditySettlPeriodPriceUnitOfMeasure | PxUOM | Added EP169 | ||
| 41299 | StreamCommoditySettlPeriodPriceCurrency | PxCcy | Added EP169 | ||
| 41300 | StreamCommoditySettlHolidaysProcessingInstruction | Holidays | Added EP169 | ||
| Component(-) | StreamCommoditySettlDayGrp | Day | Added EP169 |
| Repeating Group 41283 | NoStreamCommoditySettlDays | Number of days in the repeating group. |
| 41284 | StreamCommoditySettlDay | Day | Required if NoStreamCommoditySettlDays(41283) > 0. | Added EP169 | |
| 41285 | StreamCommoditySettlTotalHours | TotHrs | Added EP169 | ||
| Component(-) | StreamCommoditySettlTimeGrp | Tm | Added EP169 |
| Repeating Group 41286 | NoStreamCommoditySettlTimes | Number of hour ranges in the repeating group. |
| 41287 | StreamCommoditySettlStart | Start | Required if NoStreamCommoditySettlTimes(41286) > 0. | Added EP169 | |
| 41288 | StreamCommoditySettlEnd | End | Required if NoStreamCommoditySettlTimes(41286) > 0. | Added EP169 | |
| 41588 | StreamCommoditySettlTimeType | Typ | May be defaulted to market convention or bilaterally agreed if not specified. | Added EP169 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 41301 | StreamCommoditySettlPeriodXID | XID | Added EP169 | ||
| 41302 | StreamCommoditySettlPeriodXIDRef | XIDRef | Added EP169 |
| end Repeating Group |
| end Component |
| 41275 | StreamCommodityXID | XID | Added EP169 | ||
| 41276 | StreamCommodityXIDRef | XIDRef | Added EP169 |
| end Component |
| Component(-) | StreamEffectiveDate | EfctvDt | Added EP161 |
| 40907 | StreamEffectiveDateUnadjusted | DtUnadj | Added EP161 | ||
| 40908 | StreamEffectiveDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the effective date of the stream. | Added EP161 | |
| Component(-) | StreamEffectiveBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the effective date of the stream. | Added EP161 |
| Repeating Group 40960 | NoStreamEffectiveBusinessCenters | Number of business centers in the repeating group. |
| 40909 | StreamEffectiveDateBusinessCenter | Ctr | Required if NoStreamEffectiveBusinessCenters(40960) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40910 | StreamEffectiveDateRelativeTo | Reltv | Added EP161 | ||
| 40911 | StreamEffectiveDateOffsetPeriod | OfstPeriod | Conditionally required when StreamEffectiveDateOffsetUnit(40912) is specified. | Added EP161 | |
| 40912 | StreamEffectiveDateOffsetUnit | OfstUnit | Conditionally required when StreamEffectiveDateOffsetPeriod(40911) is specified. | Added EP161 | |
| 40913 | StreamEffectiveDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40914 | StreamEffectiveDateAdjusted | Dt | Added EP161 |
| end Component |
| Component(-) | StreamTerminationDate | TrmtnDt | Added EP161 |
| 40065 | StreamTerminationDateUnadjusted | DtUnadj | Added EP161 | ||
| 40066 | StreamTerminationDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the termination date of the stream. | Added EP161 | |
| Component(-) | StreamTerminationDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the termination date of the stream. | Added EP161 |
| Repeating Group 40961 | NoStreamTerminationDateBusinessCenters | Number of business centers in the repeating group. |
| 40067 | StreamTerminationDateBusinessCenter | Ctr | Required if NoStreamTerminationDateBusinessCenters(40961) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40068 | StreamTerminationDateRelativeTo | Reltv | Added EP161 | ||
| 40069 | StreamTerminationDateOffsetPeriod | OfstPeriod | Conditionally required when StreamTerminationDateOffsetUnit(40070) is specified. | Added EP161 | |
| 40070 | StreamTerminationDateOffsetUnit | OfstUnit | Conditionally required when StreamTerminationDateOffsetPeriod(40069) is specified. | Added EP161 | |
| 40071 | StreamTerminationDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40072 | StreamTerminationDateAdjusted | Dt | Added EP161 |
| end Component |
| Component(-) | StreamCalculationPeriodDates | CalcDts | Added EP161 |
| 41244 | StreamCalculationPeriodDatesXID | XID | Added EP169 | ||
| 41245 | StreamCalculationPeriodDatesXIDRef | XIDRef | Added EP169 | ||
| 40073 | StreamCalculationPeriodBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the calculation period dates of the stream. | Added EP161 Updated EP169 | |
| Component(-) | StreamCalculationPeriodBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the calculation period dates of the stream. | Added EP161 |
| Repeating Group 40958 | NoStreamCalculationPeriodBusinessCenters | Number of business centers in the repeating group. |
| 40074 | StreamCalculationPeriodBusinessCenter | Ctr | Required if NoStreamCalculationPeriodBusinessCenters(40958) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | StreamCalculationPeriodDateGrp | CalcDt | Added EP169 |
| Repeating Group 41241 | NoStreamCalculationPeriodDates | Number of calculation period dates in the repeating group. |
| 41242 | StreamCalculationPeriodDate | Dt | Required if NoStreamCalculationPeriodDates(41241) > 0. | Added EP169 | |
| 41243 | StreamCalculationPeriodDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| end Repeating Group |
| end Component |
| 40075 | StreamFirstPeriodStartDateUnadjusted | FirstStartDtUnadj | Added EP161 | ||
| 40076 | StreamFirstPeriodStartDateBusinessDayConvention | FirstStartDtBizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the calculation period dates of the stream. | Added EP161 | |
| Component(-) | StreamFirstPeriodStartDateBusinessCenterGrp | FirstStartDtBizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the calculation period dates of the stream. | Added EP161 |
| Repeating Group 40959 | NoStreamFirstPeriodStartDateBusinessCenters | Number of business centers in the repeating group. |
| 40077 | StreamFirstPeriodStartDateBusinessCenter | Ctr | Required if NoStreamFirstPeriodStartDateBusinessCenters(40959) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40078 | StreamFirstPeriodStartDateAdjusted | FirstStartDt | Added EP161 | ||
| 40079 | StreamFirstRegularPeriodStartDateUnadjusted | FirstReglrStartDtUnadj | Added EP161 | ||
| 40080 | StreamFirstCompoundingPeriodEndDateUnadjusted | FirstCmpndgEndDtUnadj | Added EP161 | ||
| 40081 | StreamLastRegularPeriodEndDateUnadjusted | LastReglrEndDtUnadj | Added EP161 | ||
| 40082 | StreamCalculationFrequencyPeriod | FreqPeriod | Conditionally required when StreamCalculationFrequencyUnit(40083) is specified. | Added EP161 | |
| 40083 | StreamCalculationFrequencyUnit | FreqUnit | Conditionally required when StreamCalculationFrequencyPeriod(40082) is specified. | Added EP161 | |
| 40084 | StreamCalculationRollConvention | Roll | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream calculation dates. | Added EP161 | |
| 41246 | StreamCalculationBalanceOfFirstPeriod | BalFirst | Added EP169 | ||
| 41247 | StreamCalculationCorrectionPeriod | CrrctnPeriod | Conditionally required when StreamCalculationCorrectionUnit(41248) is specified. | Added EP169 | |
| 41248 | StreamCalculationCorrectionUnit | CrrctnUnit | Conditionally required when StreamCalculationCorrectionPeriod(41247) is specified. | Added EP169 |
| end Component |
| Component(-) | PaymentStream | PmtStrm | Added EP161 |
| Component(-) | PaymentStreamPaymentDates | PmtDts | Added EP161 |
| 40751 | PaymentStreamPaymentDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's payment dates. | Added EP161 | |
| Component(-) | PaymentStreamPaymentDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's payment dates. | Added EP161 |
| Repeating Group 40947 | NoPaymentStreamPaymentDateBusinessCenters | Number of business centers in the repeating group. |
| 40752 | PaymentStreamPaymentDateBusinessCenter | Ctr | Required if NoPaymentStreamPaymentDateBusinessCenters(40947) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | PaymentStreamPaymentDateGrp | PmtDt | Added EP169 |
| Repeating Group 41220 | NoPaymentStreamPaymentDates | Number of payment dates in the repeating group. |
| 41221 | PaymentStreamPaymentDate | Dt | Required if NoPaymentStreamPaymentDates(41220) > 0. | Added EP169 | |
| 41222 | PaymentStreamPaymentDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| end Repeating Group |
| end Component |
| 40753 | PaymentStreamPaymentFrequencyPeriod | FreqPeriod | Conditionally required when PaymentStreamPaymentFrequencyUnit(40754) is specified. | Added EP161 | |
| 40754 | PaymentStreamPaymentFrequencyUnit | FreqUnit | Conditionally required when PaymentStreamPaymentFrequencyPeriod(40753) is specified. | Added EP161 | |
| 40755 | PaymentStreamPaymentRollConvention | Roll | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream payment dates | Added EP161 | |
| 40756 | PaymentStreamFirstPaymentDateUnadjusted | FirstDtUnadj | Added EP161 | ||
| 40757 | PaymentStreamLastRegularPaymentDateUnadjusted | LastReglrDtUnadj | Added EP161 | ||
| 40758 | PaymentStreamPaymentDateRelativeTo | Reltv | Added EP161 | ||
| 40759 | PaymentStreamPaymentDateOffsetPeriod | OfstPeriod | Conditionally required when PaymentStreamPaymentDateOffsetUnit(40760) is specified. | Added EP161 Updated EP208 | |
| 40760 | PaymentStreamPaymentDateOffsetUnit | OfstUnit | Conditionally required when PaymentStreamPaymentDateOffsetPeriod(40759) is specified. | Added EP161 Updated EP208 | |
| 40920 | PaymentStreamPaymentDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 41223 | PaymentStreamMasterAgreementPaymentDatesIndicator | MADts | Added EP169 |
| Component(-) | PaymentStreamFinalPricePaymentDate | FnlPxPmt | Added EP208 |
| 42654 | PaymentStreamFinalPricePaymentDateUnadjusted | DtUnadj | Added EP208 | ||
| 42655 | PaymentStreamFinalPricePaymentDateRelativeTo | Reltv | Added EP208 | ||
| 42656 | PaymentStreamFinalPricePaymentDateOffsetfPeriod | OfstPeriod | Conditionally required when PaymentStreamFinalPricePaymentDateOffsetUnit(42657) is specified. | Added EP208 | |
| 42657 | PaymentStreamFinalPricePaymentDateOffsetUnit | OfstUnit | Conditionally required when PaymentStreamFinalPricePaymentDateOffsetPeriod(42656) is specified. | Added EP208 | |
| 42658 | PaymentStreamFinalPricePaymentDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42659 | PaymentStreamFinalPricePaymentDateAdjusted | Dt | Added EP208 |
| end Component |
| end Component |
| Component(-) | PaymentStreamResetDates | ResetDts | Added EP161 |
| 40761 | PaymentStreamResetDateRelativeTo | Reltv | Added EP161 | ||
| 40762 | PaymentStreamResetDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's reset dates. | Added EP161 | |
| Component(-) | PaymentStreamResetDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's reset dates. | Added EP161 |
| Repeating Group 40948 | NoPaymentStreamResetDateBusinessCenters | Number of business centers in the repeating group. |
| 40763 | PaymentStreamResetDateBusinessCenter | Ctr | Required if NoPaymentStreamResetDateBusinessCenters(40948) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40764 | PaymentStreamResetFrequencyPeriod | FreqPeriod | Conditionally required when PaymentStreamResetFrequencyUnit(40765) is specified. | Added EP161 | |
| 40765 | PaymentStreamResetFrequencyUnit | FreqUnit | Conditionally required when PaymentStreamResetFrequencyPeriod(40764) is specified. | Added EP161 | |
| 40766 | PaymentStreamResetWeeklyRollConvention | WklyRoll | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream floating rate reset dates. | Added EP161 | |
| 40767 | PaymentStreamInitialFixingDateRelativeTo | InitReltv | Added EP161 | ||
| 40768 | PaymentStreamInitialFixingDateBusinessDayConvention | InitBizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's reset dates. | Added EP161 | |
| Component(-) | PaymentStreamInitialFixingDateBusinessCenterGrp | InitBizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's reset dates. | Added EP161 |
| Repeating Group 40949 | NoPaymentStreamInitialFixingDateBusinessCenters | Number of business centers in the repeating group. |
| 40769 | PaymentStreamInitialFixingDateBusinessCenter | Ctr | Required if NoPaymentStreamInitialFixindDateBusinessCenters(40949) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40770 | PaymentStreamInitialFixingDateOffsetPeriod | InitPeriod | Conditionally required when PaymentStreamInitialFixingDateOffsetUnit(40771) is specified. | Added EP161 | |
| 40771 | PaymentStreamInitialFixingDateOffsetUnit | InitUnit | Conditionally required when PaymentStreamInitialFixingDateOffsetPeriod(40770) is specified. | Added EP161 | |
| 40772 | PaymentStreamInitialFixingDateOffsetDayType | InitDayTyp | Added EP161 | ||
| 40773 | PaymentStreamInitialFixingDateAdjusted | InitDt | Added EP161 | ||
| 40774 | PaymentStreamFixingDateRelativeTo | FixngReltv | Added EP161 | ||
| 40775 | PaymentStreamFixingDateBusinessDayConvention | FixngBizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's reset dates. | Added EP161 | |
| Component(-) | PaymentStreamFixingDateBusinessCenterGrp | FixngBizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's reset dates. | Added EP161 |
| Repeating Group 40950 | NoPaymentStreamFixingDateBusinessCenters | Number of business centers in the repeating group. |
| 40776 | PaymentStreamFixingDateBusinessCenter | Ctr | Required if NoPaymentStreamFixingDateBusinessCenters(40950) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40777 | PaymentStreamFixingDateOffsetPeriod | FixngPeriod | Conditionally required when PaymentStreamFixingDateOffsetUnit(40778) is specified. | Added EP161 | |
| 40778 | PaymentStreamFixingDateOffsetUnit | FixngUnit | Conditionally required when PaymentStreamFixingDateOffsetPeriod(40777) is specified. | Added EP161 | |
| 40779 | PaymentStreamFixingDateOffsetDayType | FixngDayTyp | Added EP161 | ||
| 40780 | PaymentStreamFixingDateAdjusted | FixngDt | Added EP161 | ||
| 40781 | PaymentStreamRateCutoffDateOffsetPeriod | CutoffPeriod | Conditionally required when PaymentStreamRateCutoffDateOffsetUnit(40782) is specified. | Added EP161 Updated EP208 | |
| 40782 | PaymentStreamRateCutoffDateOffsetUnit | CutoffUnit | Conditionally required when PaymentStreamRateCutoffDateOffsetPeriod(40783) is specified. | Added EP161 Updated EP208 | |
| 40783 | PaymentStreamRateCutoffDateOffsetDayType | CutoffDayTyp | Added EP161 | ||
| Component(-) | PaymentStreamFixingDateGrp | FixngDt | Added EP208 |
| Repeating Group 42660 | NoPaymentStreamFixingDates | Number of fixing dates in the repeating group. |
| 42661 | PaymentStreamFixingDate | Dt | Required if NoPaymentStreamFixingDates(42660) > 0. | Added EP208 | |
| 42662 | PaymentStreamFixingDateType | Typ | When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. | Added EP208 |
| end Repeating Group |
| end Component |
| end Component |
| Component(-) | PaymentStreamFixedRate | Fixed | Added EP161 |
| 40784 | PaymentStreamRate | Rt | Mutually exclusive with PaymentStreamFixedAmount(40785). | Added EP161 | |
| 40785 | PaymentStreamFixedAmount | Amt | Mutually exclusive with PaymentStreamRate(40784). | Added EP161 | |
| 40786 | PaymentStreamRateOrAmountCurrency | Ccy | Added EP161 | ||
| 41187 | PaymentStreamFixedAmountUnitOfMeasure | FixedAmtUOM | Added EP169 | ||
| 41188 | PaymentStreamTotalFixedAmount | FixedAmt | Added EP169 | ||
| 40787 | PaymentStreamFutureValueNotional | FutValNotl | Added EP161 | ||
| 40788 | PaymentStreamFutureValueDateAdjusted | FutValDt | Added EP161 | ||
| 41189 | PaymentStreamWorldScaleRate | WorldScaleRt | Added EP169 | ||
| 41190 | PaymentStreamContractPrice | CtrctPx | Added EP169 | ||
| 41191 | PaymentStreamContractPriceCurrency | CtrctPxCcy | Added EP169 |
| end Component |
| Component(-) | PaymentStreamFloatingRate | Float | Added EP161 |
| 40789 | PaymentStreamRateIndex | Ndx | Added EP161 | ||
| 40790 | PaymentStreamRateIndexSource | NdxSrc | Added EP161 | ||
| 43090 | PaymentStreamRateIndexID | NdxID | Conditionally required when PaymentStreamRateIndexIDSource(43091) is specified. | Added EP235 | |
| 43091 | PaymentStreamRateIndexIDSource | NdxIDSrc | Conditionally required when PaymentStreamRateIndexID(43090) is specified. | Added EP235 | |
| 40791 | PaymentStreamRateIndexCurveUnit | NdxUnit | Conditionally required when PaymentStreamRateIndexCurvePeriod(40792) is specified. | Added EP161 | |
| 40792 | PaymentStreamRateIndexCurvePeriod | NdxPeriod | Conditionally required when PaymentStreamRateIndexCurveUnit(40791) is specified. | Added EP161 | |
| 41194 | PaymentStreamRateIndex2CurvePeriod | Ndx2Period | Conditionally required when PaymentStreamRateIndexCurveUnit2(41195) is specified. | Added EP169 | |
| 41195 | PaymentStreamRateIndex2CurveUnit | Ndx2Unit | Conditionally required when PaymentStreamRateIndexCurvePeriod2(41194) is specified. | Added EP169 | |
| 41196 | PaymentStreamRateIndexLocation | NdxLctn | Added EP169 | ||
| 41197 | PaymentStreamRateIndexLevel | NdxLvl | Added EP169 | ||
| 41198 | PaymentStreamRateIndexUnitOfMeasure | NdxUOM | Added EP169 | ||
| 41199 | PaymentStreamSettlLevel | SettlLvl | Added EP169 | ||
| 41200 | PaymentStreamReferenceLevel | RefLvl | Added EP169 | ||
| 41201 | PaymentStreamReferenceLevelUnitOfMeasure | RefUOM | Added EP169 | ||
| 41202 | PaymentStreamReferenceLevelEqualsZeroIndicator | RefLvlZero | Added EP169 | ||
| 40793 | PaymentStreamRateMultiplier | RtMult | Added EP161 | ||
| 40794 | PaymentStreamRateSpread | Spread | Added EP161 | ||
| 41203 | PaymentStreamRateSpreadCurrency | SpreadCcy | Added EP169 | ||
| 41204 | PaymentStreamRateSpreadUnitOfMeasure | SpreadUOM | Added EP169 | ||
| 41205 | PaymentStreamRateConversionFactor | RtFctr | Added EP169 | ||
| 41206 | PaymentStreamRateSpreadType | SpreadTyp | Added EP169 | ||
| 40795 | PaymentStreamRateSpreadPositionType | SpreadPosTyp | Added EP161 | ||
| 40796 | PaymentStreamRateTreatment | RtTrtmt | Added EP161 | ||
| 40797 | PaymentStreamCapRate | CapRt | Added EP161 | ||
| 40798 | PaymentStreamCapRateBuySide | CapRtBuy | Added EP161 | ||
| 40799 | PaymentStreamCapRateSellSide | CapRtSell | Added EP161 | ||
| 40800 | PaymentStreamFloorRate | FlrRt | Added EP161 | ||
| 40801 | PaymentStreamFloorRateBuySide | FlrRtBuy | Added EP161 | ||
| 40802 | PaymentStreamFloorRateSellSide | FlrRtSell | Added EP161 | ||
| 40803 | PaymentStreamInitialRate | InitRt | Added EP161 | ||
| 41207 | PaymentStreamLastResetRate | LastResetRt | Added EP169 | ||
| 41208 | PaymentStreamFinalRate | FnlRt | Added EP169 | ||
| 40804 | PaymentStreamFinalRateRoundingDirection | FnlRtRndDirctn | Added EP161 | ||
| 40805 | PaymentStreamFinalRatePrecision | FnlRtPrcsn | Added EP161 | ||
| 40806 | PaymentStreamAveragingMethod | AvgngMeth | Added EP161 | ||
| 40807 | PaymentStreamNegativeRateTreatment | NegtvRtTrtmt | Added EP161 | ||
| 41209 | PaymentStreamCalculationLagPeriod | CalcLagPeriod | Conditionally required when PaymentStreamCalculationLagUnit(41210) is specified. | Added EP169 | |
| 41210 | PaymentStreamCalculationLagUnit | CalcLagUnit | Conditionally required when PaymentStreamCalculationLagPeriod(41209) is specified. | Added EP169 | |
| 42663 | PaymentStreamFirstObservationDateUnadjusted | FirstObsvtnDtUnadj | Added EP208 | ||
| 42664 | PaymentStreamFirstObservationDateRelativeTo | FirstObsvtnReltv | Added EP208 | ||
| 42665 | PaymentStreamFirstObservationDateOffsetDayType | FirstObsvtnOfstDayTyp | Added EP208 | ||
| 41211 | PaymentStreamFirstObservationDateOffsetPeriod | FirstObsvtnOfstPeriod | Conditionally required when PaymentStreamFirstObservationOffsetUnit(41212) is specified. | Added EP169 | |
| 41212 | PaymentStreamFirstObservationDateOffsetUnit | FirstObsvtnOfstUnit | Conditionally required when PaymentStreamFirstObservationOffsetPeriod(41211) is specified. | Added EP169 | |
| 42666 | PaymentStreamFirstObservationDateAdjusted | FirstObsvtnDt | Added EP208 | ||
| 41213 | PaymentStreamPricingDayType | PxngDayTyp | Added EP169 | ||
| 41214 | PaymentStreamPricingDayDistribution | PxngDayDistrib | Added EP169 | ||
| 41215 | PaymentStreamPricingDayCount | PxngDayCnt | Added EP169 | ||
| 41216 | PaymentStreamPricingBusinessCalendar | PxngClndr | Added EP169 | ||
| 41217 | PaymentStreamPricingBusinessDayConvention | PxngBizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of pricing dates. | Added EP169 | |
| Component(-) | PaymentStreamPricingBusinessCenterGrp | PxngBizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of pricing dates. | Added EP169 |
| Repeating Group 41192 | NoPaymentStreamPricingBusinessCenters | Number of business centers in the repeating group. |
| 41193 | PaymentStreamPricingBusinessCenter | Ctr | Required if NoPaymentStreamPricingBusinessCenters(41192) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | PaymentStreamPricingDayGrp | PxngDay | Added EP169 |
| Repeating Group 41227 | NoPaymentStreamPricingDays | Number of pricing days in the repeating group. |
| 41228 | PaymentStreamPricingDayOfWeek | DayOfWk | Required if NoPaymentStreamPricingDays(41227) > 0. | Added EP169 | |
| 41229 | PaymentStreamPricingDayNumber | DayNum | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | PaymentStreamPricingDateGrp | PxngDt | Added EP169 |
| Repeating Group 41224 | NoPaymentStreamPricingDates | Number of pricing dates in the repeating group. |
| 41225 | PaymentStreamPricingDate | Dt | Required if NoPaymentStreamPricingDates(41224) > 0. | Added EP169 | |
| 41226 | PaymentStreamPricingDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| end Repeating Group |
| end Component |
| 40808 | PaymentStreamInflationLagPeriod | LagPeriod | Conditionally required when PaymentStreamInflationLagUnit(40809) is specified. | Added EP161 | |
| 40809 | PaymentStreamInflationLagUnit | LagUnit | Conditionally required when PaymentStreamInflationLagPeriod(40808) is specified. | Added EP161 | |
| 40810 | PaymentStreamInflationLagDayType | LagDayTyp | Added EP161 | ||
| 40811 | PaymentStreamInflationInterpolationMethod | IntrpltnMeth | Added EP161 | ||
| 40812 | PaymentStreamInflationIndexSource | InfltnNdxSrc | Added EP161 | ||
| 40813 | PaymentStreamInflationPublicationSource | PublctnSrc | Added EP161 | ||
| 40814 | PaymentStreamInflationInitialIndexLevel | InitLvl | Added EP161 | ||
| 40815 | PaymentStreamInflationFallbackBondApplicable | FallbckBond | Added EP161 | ||
| 40816 | PaymentStreamFRADiscounting | FRADisc | Added EP161 | ||
| 42667 | PaymentStreamUnderlierRefID | UndlrRefID | Added EP208 |
| Component(-) | PaymentStreamFormula | Frmla | Added EP208 |
| 42686 | PaymentStreamFormulaCurrency | Ccy | Added EP208 | ||
| 42687 | PaymentStreamFormulaCurrencyDeterminationMethod | CcyDtrmnMeth | Added EP208 | ||
| 42688 | PaymentStreamFormulaReferenceAmount | RefAmt | Added EP208 | ||
| Component(-) | PaymentStreamFormulaMathGrp | Math | Added EP208 |
| Repeating Group 42683 | NoPaymentStreamFormulas | Number of formulas in the repeating group. |
| 43109 | PaymentStreamFormulaLength | Required if NoPaymentStreamFormulas(42683) > 0. | Added EP259 | ||
| 42684 | PaymentStreamFormula | Frmla | Required if NoPaymentStreamFormulas(42683) > 0. | Added EP208 | |
| 42685 | PaymentStreamFormulaDesc | Desc | Added EP208 |
| end Repeating Group |
| end Component |
| Component(-) | PaymentStreamFormulaImage | Img | Added EP208 |
| 42652 | PaymentStreamFormulaImageLength | FrmlaImgLen | Conditionally required when PaymentStreamFormulaImage(42653) is specified. | Added EP208 | |
| 42653 | PaymentStreamFormulaImage | FrmlaImg | Conditionally required when PaymentStreamFormulaImageLength(42652) is specified. | Added EP208 |
| end Component |
| end Component |
| Component(-) | DividendConditions | DividendConds | Added EP208 |
| 42245 | DividendReinvestmentIndicator | RnvstmntInd | Added EP208 | ||
| 42246 | DividendEntitlementEvent | EntlmntEvnt | Added EP208 | ||
| 42247 | DividendAmountType | AmtTyp | Added EP208 | ||
| 42248 | DividendUnderlierRefID | UndlrRefID | Added EP208 | ||
| Component(-) | DividendPeriodGrp | Period | Added EP208 |
| Repeating Group 42274 | NoDividendPeriods | Number of entries in the DividendPeriodGrp component. |
| 42275 | DividendPeriodSequence | Seq | Required if NoDividendPeriods(42274) > 0. | Added EP208 | |
| 42276 | DividendPeriodStartDateUnadjusted | StartDtUnadj | Added EP208 | ||
| 42277 | DividendPeriodEndDateUnadjusted | EndDtUnadj | Added EP208 | ||
| 42278 | DividendPeriodUnderlierRefID | UndlrRefID | When specified, this overrides DividendUnderlierRefID(42248). The specified value would be specific to this dividend period instance. | Added EP208 | |
| 42279 | DividendPeriodStrikePrice | StrkPx | Added EP208 | ||
| 42280 | DividendPeriodBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this dividend period instance. | Added EP208 | |
| Component(-) | DividendPeriodBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this dividend period instance. | Added EP208 |
| Repeating Group 42294 | NoDividendPeriodBusinessCenters | Number of entries in the DividendPeriodBusinessCenterGrp. |
| 42295 | DividendPeriodBusinessCenter | Ctr | Required if NoDividendPeriodBusinessCenters(42294) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42281 | DividendPeriodValuationDateUnadjusted | ValDtUnadj | Added EP208 | ||
| 42282 | DividendPeriodValuationDateRelativeTo | ValDtReltv | Added EP208 | ||
| 42283 | DividendPeriodValuationDateOffsetPeriod | ValDtOfstPeriod | Conditionally required when DividendPeriodValuationDateOffsetUnit(42284) is specified. | Added EP208 | |
| 42284 | DividendPeriodValuationDateOffsetUnit | ValDtOfstUnit | Conditionally required when DividendPeriodValuationDateOffsetPeriod(42283) is specified. | Added EP208 | |
| 42285 | DividendPeriodValuationDateOffsetDayType | ValDtOfstDayTyp | Added EP208 | ||
| 42286 | DividendPeriodValuationDateAdjusted | ValDt | Added EP208 | ||
| 42287 | DividendPeriodPaymentDateUnadjusted | PmtDtUnadj | Added EP208 | ||
| 42288 | DividendPeriodPaymentDateRelativeTo | PmtDtReltv | Added EP208 | ||
| 42289 | DividendPeriodPaymentDateOffsetPeriod | PmtDtOfstPeriod | Conditionally required when DividendPeriodPaymentDateOffsetUnit(42290) is specified. | Added EP208 | |
| 42290 | DividendPeriodPaymentDateOffsetUnit | PmtDtOfstUnit | Conditionally required when DividendPeriodPaymentDateOffsetPeriod(42289) is specified. | Added EP208 | |
| 42291 | DividendPeriodPaymentDateOffsetDayType | PmtDtOfstDayTyp | Added EP208 | ||
| 42292 | DividendPeriodPaymentDateAdjusted | PmtDt | Added EP208 | ||
| 42293 | DividendPeriodXID | XID | Added EP208 |
| end Repeating Group |
| end Component |
| 42249 | ExtraordinaryDividendPartySide | ExtrordSide | Added EP208 | ||
| 42250 | ExtraordinaryDividendAmountType | ExtrordAmtTyp | Added EP208 | ||
| 42251 | ExtraordinaryDividendCurrency | ExtrordCcy | Added EP208 | ||
| 42252 | ExtraordinaryDividendDeterminationMethod | ExtrordDtrmnMeth | Added EP208 |
| Component(-) | DividendFXTriggerDate | FXTrgrDt | Added EP208 |
| 42265 | DividendFXTriggerDateRelativeTo | Reltv | Added EP208 | ||
| 42266 | DividendFXTriggerDateOffsetPeriod | OfstPeriod | Conditionally required when DividendFXTriggerDateOffsetUnit(42267) is specified. | Added EP208 | |
| 42267 | DividendFXTriggerDateOffsetUnit | OfstUnit | Conditionally required when DividendFXTriggerDateOffsetPeriod(42266) is specified. | Added EP208 | |
| 42268 | DividendFXTriggerDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42269 | DividendFXTriggerDateUnadjusted | DtUnadj | Added EP208 | ||
| 42270 | DividendFXTriggerDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The value would be specific to this instance of DividendFXTriggerDate. | Added EP208 | |
| Component(-) | DividendFXTriggerDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The values would be specific to this instance of DividendFXTriggerDate. | Added EP208 |
| Repeating Group 42272 | NoDividendFXTriggerDateBusinessCenters | Number of entries in the DividendFXTriggerDateBusinessCenterGrp. |
| 42273 | DividendFXTriggerDateBusinessCenter | Ctr | Required if NoDividendFXTriggerDateBusinessCenters(42272) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42271 | DividendFXTriggerDateAdjusted | Dt | Added EP208 |
| end Component |
| Component(-) | DividendAccrualFloatingRate | AcrlFloat | Added EP208 |
| end Component |
| 42253 | DividendAccrualFixedRate | AcrlFixedRt | Added EP208 |
| Component(-) | DividendAccrualPaymentDate | AcrlPmtDt | Added EP208 |
| 42238 | DividendAccrualPaymentDateRelativeTo | Reltv | Added EP208 | ||
| 42239 | DividendAccrualPaymentDateOffsetPeriod | OfstPeriod | Conditionally required when DividendAccrualPaymentDateOffsetUnit(42240) is specified. | Added EP208 | |
| 42240 | DividendAccrualPaymentDateOffsetUnit | OfstUnit | Conditionally required when DividendAccrualPaymentDateOffsetPeriod(42239) is specified. | Added EP208 | |
| 42241 | DividendAccrualPaymentDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42242 | DividendAccrualPaymentDateUnadjusted | DtUnadj | Added EP208 | ||
| 42243 | DividendAccrualPaymeentDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The value would be specific to this instance of DividendAccrualPaymentDate. | Added EP208 | |
| Component(-) | DividendAccrualPaymentDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The values would be specific to this instance of DividendAccrualPaymentDate. | Added EP208 |
| Repeating Group 42236 | NoDividendAccrualPaymentDateBusinessCenters | Number of entries in the DividendAccrualPaymentDateBusinessCenterGrp. |
| 42237 | DividendAccrualPaymentDateBusinessCenter | Ctr | Required if NoDividendAccrualPaymentDateBusinessCenters(42236) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42244 | DividendAccrualPaymentDateAdjusted | Dt | Added EP208 |
| end Component |
| 42254 | DividendCompoundingMethod | CmpndgMeth | Added EP208 | ||
| 42255 | DividendNumOfIndexUnits | NumNdxUnits | Added EP208 | ||
| 42256 | DividendCashPercentage | CshPctage | Added EP208 | ||
| 42257 | DividendCashEquivalentPercentage | CshEqvlntPctage | Added EP208 | ||
| 42258 | NonCashDividendTreatment | NonCshTrtmt | Added EP208 | ||
| 42259 | DividendComposition | Cmpstn | Added EP208 | ||
| 42260 | SpecialDividendsIndicator | SpeclDividendInd | Added EP208 | ||
| 42261 | MaterialDividendsIndicator | MtrlDividendInd | Added EP208 | ||
| 42262 | OptionsExchangeDividendsIndicator | ExchDividendInd | Added EP208 | ||
| 42263 | AdditionalDividendsIndicator | AddtnlDividendInd | Added EP208 | ||
| 42264 | AllDividendsIndicator | AllDividendInd | Added EP208 |
| end Component |
| 42668 | ReturnRateNotionalReset | RtnRtNotlReset | Added EP208 | ||
| Component(-) | ReturnRateGrp | RtnRt | Added EP208 |
| Repeating Group 42735 | NoReturnRates | Number of iterations in the return rate repeating group. |
| 42736 | ReturnRatePriceSequence | PxSeq | Required if NoReturnRates(42735) > 0. | Added EP208 | |
| 42737 | ReturnRateCommissionBasis | CommBasis | Added EP208 | ||
| 42738 | ReturnRateCommissionAmount | CommAmt | Added EP208 | ||
| 42739 | ReturnRateCommissionCurrency | CommCcy | If not specified, this is defaulted to the reporting currency. | Added EP208 | |
| 42740 | ReturnRateTotalCommissionPerTrade | TotCommPerTrd | Added EP208 | ||
| 42741 | ReturnRateDeterminationMethod | DtrmnMeth | Added EP208 | ||
| Component(-) | ReturnRatePriceGrp | Px | Added EP208 |
| Repeating Group 42765 | NoReturnRatePrices | Number of iterations in the return rate price repeating group. |
| 42766 | ReturnRatePriceBasis | PxBasis | Required if NoReturnRatePrices(42765) > 0. | Added EP208 | |
| 42767 | ReturnRatePrice | Px | Added EP208 | ||
| 42768 | ReturnRatePriceCurrency | Ccy | Added EP208 | ||
| 42769 | ReturnRatePriceType | PxTyp | Added EP208 |
| end Repeating Group |
| end Component |
| Component(-) | ReturnRateFXConversionGrp | FxCnvrsn | Added EP208 |
| Repeating Group 42731 | NoReturnRateFXConversions | Number of iterations in the return rate FX conversion repeating group. |
| 42732 | ReturnRateFXCurrencySymbol | CcySym | Required if NoReturnRateFXConversions(42731) > 0. | Added EP208 | |
| 42733 | ReturnRateFXRate | FxRt | Required if NoReturnRateFXConversions(42731) > 0. | Added EP208 | |
| 42734 | ReturnRateFXRateCalc | FxRtCalc | Added EP208 |
| end Repeating Group |
| end Component |
| 42742 | ReturnRateAmountRelativeTo | AmtReltv | Added EP208 | ||
| 42743 | ReturnRateQuoteMeasureType | QteTyp | Added EP208 | ||
| 42744 | ReturnRateQuoteUnits | QteUnit | Added EP208 | ||
| 42745 | ReturnRateQuoteMethod | QteMeth | Added EP208 | ||
| 42746 | ReturnRateQuoteCurrency | QteCcy | Added EP208 | ||
| 42747 | ReturnRateQuoteCurrencyType | QteCcyTyp | Added EP208 | ||
| 42748 | ReturnRateQuoteTimeType | QteTmTyp | Mutually exclusive with ReturnRateQuoteTime(42749). | Added EP208 | |
| 42749 | ReturnRateQuoteTime | QteTm | Mutually exclusive with ReturnRateQuoteTimeType(42748). | Added EP208 | |
| 42750 | ReturnRateQuoteDate | QteDt | Added EP208 | ||
| 42751 | ReturnRateQuoteExpirationTime | QteExpTm | Added EP208 | ||
| 42752 | ReturnRateQuoteBusinessCenter | QteBizCtr | Added EP208 | ||
| 42753 | ReturnRateQuoteExchange | QteExch | Added EP208 | ||
| Component(-) | ReturnRateInformationSourceGrp | InfoSrc | Added EP208 |
| Repeating Group 42761 | NoReturnRateInformationSources | Number of iterations in the return rate information source repeating group. |
| 42762 | ReturnRateInformationSource | RtSrc | Required if NoReturnRateInformationSources(42761) > 0. | Added EP208 | |
| 42763 | ReturnRateReferencePage | RefPg | Added EP208 | ||
| 42764 | ReturnRateReferencePageHeading | RefHdng | Added EP208 |
| end Repeating Group |
| end Component |
| 42754 | ReturnRateQuotePricingModel | QteModel | Added EP208 | ||
| 42755 | ReturnRateCashFlowType | CshFlow | Added EP208 | ||
| Component(-) | ReturnRateDateGrp | Dt | Added EP208 |
| Repeating Group 42709 | NoReturnRateDates | Number of iterations in the return rate date repeating group. |
| 42710 | ReturnRateDateMode | Mode | Required if NoReturnRateDates(42709) > 0. | Added EP208 | |
| Component(-) | ReturnRateValuationDateGrp | Val | Added EP208 |
| Repeating Group 42772 | NoReturnRateValuationDates | Number of iterations in the return rate valuation date repeating group. |
| 42773 | ReturnRateValuationDate | Dt | Required if NoReturnRateValuationDates(42772) > 0. | Added EP208 | |
| 42774 | ReturnRateValuationDateType | Typ | When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. | Added EP208 |
| end Repeating Group |
| end Component |
| 42711 | ReturnRateValuationDateRelativeTo | Reltv | Added EP208 | ||
| 42712 | ReturnRateValuationDateOffsetPeriod | OfstPeriod | Conditionally required when ReturnRateValuationDateOffsetUnit(42713) is specified. | Added EP208 | |
| 42713 | ReturnRateValuationDateOffsetUnit | OfstUnit | Conditionally required when ReturnRateValuationDateOffsetPeriod(42712) is specified. | Added EP208 | |
| 42714 | ReturnRateValuationDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42715 | ReturnRateValuationStartDateUnadjusted | StartDtUnadj | Added EP208 | ||
| 42716 | ReturnRateValuationStartDateRelativeTo | StartDtReltv | Added EP208 | ||
| 42717 | ReturnRateValuationStartDateOffsetPeriod | StartDtOfstPeriod | Conditionally required when ReturnRateValuationStartDateOffsetUnit(42718) is specified. | Added EP208 | |
| 42718 | ReturnRateValuationStartDateOffsetUnit | StartDtOfstUnit | Conditionally required when ReturnRateValuationStartDateOffsetPeriod(42717) is specified. | Added EP208 | |
| 42719 | ReturnRateValuationStartDateOffsetDayType | StartDtOfstDayTyp | Added EP208 | ||
| 42720 | ReturnRateValuationStartDateAdjusted | StartDt | Added EP208 | ||
| 42721 | ReturnRateValuationEndDateUnadjusted | EndDtUnadj | Added EP208 | ||
| 42722 | ReturnRateValuationEndDateRelativeTo | EndDtReltv | Added EP208 | ||
| 42723 | ReturnRateValuationEndDateOffsetPeriod | EndDtOfstPeriod | Conditionally required when ReturnRateValuationEndDateOffsetUnit(42724) is specified. | Added EP208 | |
| 42724 | ReturnRateValuationEndDateOffsetUnit | EndDtOfstUnit | Conditionally required when ReturnRateValuationEndDateOffsetPeriod(42723) is specified. | Added EP208 | |
| 42725 | ReturnRateValuationEndDateOffsetDayType | EndDtOfstDayTyp | Added EP208 | ||
| 42726 | ReturnRateValuationEndDateAdjusted | EndDt | Added EP208 | ||
| 42727 | ReturnRateValuationFrequencyPeriod | FreqPeriod | Conditionally required when ReturnRateValuationFrequencyUnit(42728) is specified. | Added EP208 | |
| 42728 | ReturnRateValuationFrequencyUnit | FreqUnit | Conditionally required when ReturnRateValuationFrequencyPeriod(42727) is specified. | Added EP208 | |
| 42729 | ReturnRateValuationFrequencyRollConvention | Roll | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream return rate valuation dates. | Added EP208 | |
| 42730 | ReturnRateValuationDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to payment stream return rate valuation dates. | Added EP208 | |
| Component(-) | ReturnRateValuationDateBusinessCenterGrp | BizCtr | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified values would be specific to payment stream return rate valuation dates. | Added EP208 |
| Repeating Group 42770 | NoReturnRateValuationDateBusinessCenters | Number of iterations in the return rate valuation date business center repeating group. |
| 42771 | ReturnRateValuationDateBusinessCenter | Ctr | Required if NoReturnRateValuationDateBusinessCenters(42770) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 42756 | ReturnRateValuationTimeType | ValTmTyp | Mutually exclusive with ReturnRateValuationTime(42757). | Added EP208 | |
| 42757 | ReturnRateValuationTime | ValTm | Mutually exclusive with ReturnRateValuationTimeType(42756). | Added EP208 | |
| 42758 | ReturnRateValuationTimeBusinessCenter | ValTmBizCtr | Added EP208 | ||
| 42759 | ReturnRateValuationPriceOption | ValPxOpt | Added EP208 | ||
| 42760 | ReturnRateFinalPriceFallback | FnlPxFallbck | Added EP208 |
| end Repeating Group |
| end Component |
| 42669 | PaymentStreamLinkInitialLevel | LinkInitLvl | Added EP208 | ||
| 42670 | PaymentStreamLinkClosingLevelIndicator | LinkClsngLvl | Added EP208 | ||
| 42671 | PaymentStreamLinkExpiringLevelIndicator | LinkExpngLvl | Added EP208 | ||
| 42672 | PaymentStreamLinkEstimatedTradingDays | LinkEstTrdgDays | Added EP208 | ||
| 42673 | PaymentStreamLinkStrikePrice | LinkStrkPx | Added EP208 | ||
| 42674 | PaymentStreamLinkStrikePriceType | LinkStrkPxTyp | Added EP208 | ||
| 42675 | PaymentStreamLinkMaximumBoundary | LinkMaxBndry | Added EP208 | ||
| 42676 | PaymentStreamLinkMinimumBoundary | LinkMinBndry | Added EP208 | ||
| 42677 | PaymentStreamLinkNumberOfDataSeries | LinkNumDataSeries | Added EP208 | ||
| 42678 | PaymentStreamVarianceUnadjustedCap | VarncCap | Added EP208 | ||
| 42679 | PaymentStreamRealizedVarianceMethod | RlzdVarncMeth | Added EP208 | ||
| 42680 | PaymentStreamDaysAdjustmentIndicator | DaysAdjmt | Added EP208 | ||
| 42681 | PaymentStreamNearestExchangeContractRefID | ExchCtrctRefID | Added EP208 | ||
| 42682 | PaymentStreamVegaNotionalAmount | VegaNotlAmt | Added EP208 |
| end Component |
| 42605 | PaymentStreamCompoundingFixedRate | CmpndgFixedRt | Mutually exclusive with PaymentStreamCompoundingXIDRef(42601) or the PaymentStreamCompoundingFloatingRate component. | Added EP208 |
| Component(-) | PaymentStreamCompoundingFloatingRate | CmpndgFloat | Mutually exclusive with PaymentStreamCompoundingFixedRate(42605) or the PaymentStreamCompoundingXIDRef(42601). | Added EP208 |
| end Component |
| Component(-) | PaymentStreamCompoundingDates | CmpndgDts | Added EP208 |
| 42609 | PaymentStreamCompoundingDatesBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to payment stream compounding dates. | Added EP208 | |
| Component(-) | PaymentStreamCompoundingDatesBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to payment stream compounding dates. | Added EP208 |
| Repeating Group 42620 | NoPaymentStreamCompoundingDatesBusinessCenters | Number of business centers in the repeating group. |
| 42621 | PaymentStreamCompoundingDatesBusinessCenter | Ctr | Required if NoPaymentStreamCompoundingDatesBusinessCenters(42620) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| Component(-) | PaymentStreamCompoundingDateGrp | CmpndgDt | Added EP208 |
| Repeating Group 42606 | NoPaymentStreamCompoundingDates | Number of dates in the repeating group. |
| 42607 | PaymentStreamCompoundingDate | Dt | Required if NoPaymentStreamCompoundingDates(42606) > 0. | Added EP208 | |
| 42608 | PaymentStreamCompoundingDateType | Typ | When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. | Added EP208 |
| end Repeating Group |
| end Component |
| 42610 | PaymentStreamCompoundingDatesRelativeTo | Reltv | Added EP208 | ||
| 42611 | PaymentStreamCompoundingDatesOffsetPeriod | OfstPeriod | Conditionally required when PaymentStreamCompoundingDatesOffsetUnit(42612) is specified. | Added EP208 | |
| 42612 | PaymentStreamCompoundingDatesOffsetUnit | OfstUnit | Conditionally required when PaymentCompoundingDatesOffsetPeriod(42611) is specified. | Added EP208 | |
| 42613 | PaymentStreamCompoundingDatesOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42614 | PaymentStreamCompoundingPeriodSkip | Skip | Added EP208 |
| Component(-) | PaymentStreamCompoundingStartDate | StartDt | Added EP208 |
| 42646 | PaymentStreamCompoundingStartDateUnadjusted | DtUnadj | Added EP208 | ||
| 42647 | PaymentStreamCompoundingStartDateRelativeTo | Reltv | Added EP208 | ||
| 42648 | PaymentStreamCompoundingStartDateOffsetPeriod | OfstPeriod | Conditionally required when PaymentStreamCompoundingStartDateOffsetUnit(42649) is specified. | Added EP208 | |
| 42649 | PaymentStreamCompoundingStartDateOffsetUnit | OfstUnit | Conditionally required when PaymentStreamCompoundingStartDateOffsetPeriod(42648) is specified. | Added EP208 | |
| 42650 | PaymentStreamCompoundingStartDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42651 | PaymentStreamCompoundingStartDateAdjusted | Dt | Added EP208 |
| end Component |
| Component(-) | PaymentStreamCompoundingEndDate | EndDt | Added EP208 |
| 42622 | PaymentStreamCompoundingEndDateUnadjusted | DtUnadj | Added EP208 | ||
| 42623 | PaymentStreamCompoundingEndDateRelativeTo | Reltv | Added EP208 | ||
| 42624 | PaymentStreamCompoundingEndDateOffsetPeriod | OfstPeriod | Conditionally required when PaymentStreamCompoundingEndDateOffsetUnit(42625) is specified. | Added EP208 | |
| 42625 | PaymentStreamCompoundingEndDateOffsetUnit | OfstUnit | Conditionally required when PaymentStreamCompoundingEndDateOffsetPeriod(42624) is specified. | Added EP208 | |
| 42626 | PaymentStreamCompoundingEndDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42627 | PaymentStreamCompoundingEndDateAdjusted | Dt | Added EP208 |
| end Component |
| 42615 | PaymentStreamCompoundingFrequencyPeriod | FreqPeriod | Conditionally required when PayamentStreamCompoundingFrequencyUnit(42616) is specified. | Added EP208 | |
| 42616 | PaymentStreamCompoundingFrequencyUnit | FreqUnit | Conditionally required when PayamentStreamCompoundingFrequencyPeriod(42615) is specified. | Added EP208 | |
| 42617 | PaymentStreamCompoundingRollConvention | Roll | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream compounding dates. | Added EP208 | |
| 42618 | PaymentStreamBoundsFirstDateUnadjusted | FirstDtUnadj | Added EP208 | ||
| 42619 | PaymentStreamBoundsLastDateUnadjusted | LastDtUnadj | Added EP208 |
| end Component |
| Component(-) | PaymentStreamNonDeliverableSettlTerms | NonDlvrblTrms | Added EP161 |
| 40817 | PaymentStreamNonDeliverableRefCurrency | Ccy | Added EP161 | ||
| 40818 | PaymentStreamNonDeliverableFixingDatesBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's non-deliverable fixing dates. | Added EP161 | |
| Component(-) | PaymentStreamNonDeliverableFixingDatesBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's non-deliverable fixing dates. | Added EP161 |
| Repeating Group 40946 | NoPaymentStreamNonDeliverableFixingDatesBusinessCenters | Number of business centers in the repeating group. |
| 40819 | PaymentStreamNonDeliverableFixingDatesBusinessCenter | Ctr | Required if NoPaymentStreamNonDeliverableFixingDatesBusinessCenters(40946) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40820 | PaymentStreamNonDeliverableFixingDatesRelativeTo | FixngReltv | Added EP161 | ||
| 40821 | PaymentStreamNonDeliverableFixingDatesOffsetPeriod | FixngPeriod | Conditionally required when PaymentStreamNonDeliverableFixingDatesOffsetUnit(40822) is specified. | Added EP161 | |
| 40822 | PaymentStreamNonDeliverableFixingDatesOffsetUnit | FixngUnit | Conditionally required when PaymentStreamNonDeliverableFixingDatesOffsetPeriod(40821) is specified. | Added EP161 | |
| 40823 | PaymentStreamNonDeliverableFixingDatesOffsetDayType | FixngDayTyp | Added EP161 |
| Component(-) | PaymentStreamNonDeliverableSettlRateSource | RtSrc | Added EP161 |
| 40371 | PaymentStreamNonDeliverableSettlRateSource | RtSrc | Added EP161 | ||
| 40372 | PaymentStreamNonDeliverableSettlReferencePage | RefPg | Conditionally required when PaymentStreamNonDeliverableSettlRateSource(40371) = 3 (ISDA Settlement Rate Option) or 99 (Other). | Added EP161 |
| end Component |
| Component(-) | PaymentStreamNonDeliverableFixingDateGrp | FixngDt | Added EP161 |
| Repeating Group 40825 | NoNonDeliverableFixingDates | Number of Fixing dates in the repeating group |
| 40826 | NonDeliverableFixingDate | Dt | Required if NoNonDeliverableFixingDates(40825) > 0. | Added EP161 | |
| 40827 | NonDeliverableFixingDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | SettlRateDisruptionFallbackGrp | SettlRtFallbck | Added EP161 |
| Repeating Group 40085 | NoSettlRateFallbacks | Number of settlement rate fallbacks in the repeating group |
| 40086 | SettlRatePostponementMaximumDays | MaxDays | Required if NoSettlRateFallbacks(40085) > 0. | Added EP161 |
| Component(-) | SettlRateFallbackRateSource | RtSrc | Added EP161 |
| 40373 | SettlRateFallbackRateSource | RtSrc | Added EP161 | ||
| 40655 | SettlRateFallbackReferencePage | RefPg | Conditionally required when SettlRateFallbackRateSource(40373) = 3 (ISDA Settlement Rate Option) or 99 (Other). | Added EP161 |
| end Component |
| 40088 | SettlRatePostponementSurvey | Survey | Added EP161 | ||
| 40089 | SettlRatePostponementCalculationAgent | CalcAgent | Added EP161 |
| end Repeating Group |
| end Component |
| end Component |
| end Component |
| Component(-) | PaymentScheduleGrp | PmtSched | Added EP161 |
| Repeating Group 40828 | NoPaymentSchedules | Number of swap schedules in the repeating group |
| 40829 | PaymentScheduleType | Typ | Required if NoPaymentSchedules(40828) > 0. | Added EP161 | |
| 41164 | PaymentScheduleXID | XID | Added EP169 | ||
| 41165 | PaymentScheduleXIDRef | XIDRef | Added EP169 | ||
| 40830 | PaymentScheduleStubType | StubTyp | Added EP161 | ||
| 40831 | PaymentScheduleStartDateUnadjusted | StartDtUnadj | Added EP161 | ||
| 40832 | PaymentScheduleEndDateUnadjusted | EndDtUnadj | Added EP161 | ||
| 40833 | PaymentSchedulePaySide | PaySide | Added EP161 | ||
| 40834 | PaymentScheduleReceiveSide | RcvSide | Added EP161 | ||
| 40835 | PaymentScheduleNotional | Notl | Added EP161 | ||
| 40836 | PaymentScheduleCurrency | Ccy | Added EP161 | ||
| 40837 | PaymentScheduleRate | Rt | Added EP161 | ||
| 40838 | PaymentScheduleRateMultiplier | RtMult | Added EP161 | ||
| 40839 | PaymentScheduleRateSpread | Spread | Added EP161 | ||
| 41166 | PaymentScheduleRateCurrency | RtCcy | Added EP169 | ||
| 41167 | PaymentScheduleRateUnitOfMeasure | RtUOM | Added EP169 | ||
| 41168 | PaymentScheduleRateConversionFactor | RtFctr | Added EP169 | ||
| 41169 | PaymentScheduleRateSpreadType | SpreadTyp | Added EP169 | ||
| 40840 | PaymentScheduleRateSpreadPositionType | SpreadPosTyp | Added EP161 | ||
| 40841 | PaymentScheduleRateTreatment | RtTrtmt | Added EP161 | ||
| 40842 | PaymentScheduleFixedAmount | FixedAmt | Added EP161 | ||
| 40843 | PaymentScheduleFixedCurrency | FixedCcy | Added EP161 | ||
| 41170 | PaymentScheduleSettlPeriodPrice | SettlPx | Added EP169 | ||
| 41171 | PaymentScheduleSettlPeriodPriceCurrency | SettlPxCcy | Added EP169 | ||
| 41172 | PaymentScheduleSettlPeriodPriceUnitOfMeasure | SettlPxUOM | Added EP169 | ||
| 41173 | PaymentScheduleStepUnitOfMeasure | StepUOM | Added EP169 | ||
| 40844 | PaymentScheduleStepFrequencyPeriod | StepPeriod | Conditionally required when PaymentScheduleStepFrequencyUnit(40845) is specified. | Added EP161 | |
| 40845 | PaymentScheduleStepFrequencyUnit | StepUnit | Conditionally required when PaymentScheduleStepFrequencyPeriod(40844) is specified. | Added EP161 | |
| 40846 | PaymentScheduleStepOffsetValue | StepVal | Added EP161 | ||
| 40847 | PaymentScheduleStepRate | StepRt | Added EP161 | ||
| 40848 | PaymentScheduleStepOffsetRate | StepOfstRt | Added EP161 | ||
| 40849 | PaymentScheduleStepRelativeTo | StepReltv | Added EP161 | ||
| Component(-) | PaymentScheduleRateSourceGrp | RtSrc | Added EP161 |
| Repeating Group 40868 | NoPaymentScheduleRateSources | Number of swap schedule rate sources. |
| 40869 | PaymentScheduleRateSource | Src | Required if NoPaymentScheduleRateSources(40868) > 0. | Added EP161 | |
| 40870 | PaymentScheduleRateSourceType | Typ | Required if NoPaymentScheduleRateSources(40868) > 0. | Added EP161 Updated EP169 | |
| 40871 | PaymentScheduleReferencePage | RefPg | Conditionally required when PaymentScheduleRateSource(40869) = 99 (Other) | Added EP161 |
| end Repeating Group |
| end Component |
| 40850 | PaymentScheduleFixingDateUnadjusted | FixngDtUnadj | Added EP161 | ||
| 40851 | PaymentScheduleWeight | Wt | Added EP161 | ||
| 40852 | PaymentScheduleFixingDateRelativeTo | FixngReltv | Added EP161 | ||
| 40853 | PaymentScheduleFixingDateBusinessDayConvention | FixngBizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment schedule. | Added EP161 | |
| Component(-) | PaymentScheduleFixingDateBusinessCenterGrp | FixngBizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment schedule. | Added EP161 |
| Repeating Group 40977 | NoPaymentScheduleFixingDateBusinessCenters | Number of business centers in the repeating group. |
| 40854 | PaymentScheduleFixingDateBusinessCenter | Ctr | Required if NoPaymentScheduleFixingDateBusinessCenters(40944) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40855 | PaymentScheduleFixingDateOffsetPeriod | FixngPeriod | Conditionally required when PaymentScheduleFixingDateOffsetUnit(40856) is specified. | Added EP161 | |
| 40856 | PaymentScheduleFixingDateOffsetUnit | FixngUnit | Conditionally required when PaymentScheduleFixingDateOffsetPeriod(40855) is specified. | Added EP161 | |
| 40857 | PaymentScheduleFixingDateOffsetDayType | FixngDayTyp | Added EP161 | ||
| 41174 | PaymentScheduleFixingDayDistribution | FixngDayDistrib | Added EP169 | ||
| 41175 | PaymentScheduleFixingDayCount | FixngDayCnt | Added EP169 | ||
| 40858 | PaymentScheduleFixingDateAdjusted | FixngDt | Added EP161 | ||
| Component(-) | PaymentScheduleFixingDayGrp | FixngDay | Added EP169 |
| Repeating Group 41161 | NoPaymentScheduleFixingDays | Number of fixing days in the repeating group. |
| 41162 | PaymentScheduleFixingDayOfWeek | DayOfWk | Required if NoPaymentScheduleFixingDays(41161) > 0. | Added EP169 | |
| 41163 | PaymentScheduleFixingDayNumber | DayNum | Added EP169 |
| end Repeating Group |
| end Component |
| 41176 | PaymentScheduleFixingLagPeriod | FixngLagPeriod | Conditionally required when PaymentScheduleFixingLagUnit(41177) is specified. | Added EP169 | |
| 41177 | PaymentScheduleFixingLagUnit | FixngLagUnit | Conditionally required when PaymentScheduleFixingLagPeriod(41176) is specified. | Added EP169 | |
| 41178 | PaymentScheduleFixingFirstObservationDateOffsetPeriod | FixngFirstObsvtnPeriod | Conditionally required when PaymentScheduleFixingFirstObservationDateOffsetUnit(41179) is specified. | Added EP169 Updated EP208 | |
| 41179 | PaymentScheduleFixingFirstObservationDateOffsetUnit | FixngFirstObsvtnUnit | Conditionally required when PaymentScheduleFixingFirstObservationDateOffsetPeriod(41178) is specified. | Added EP169 Updated EP208 | |
| 40859 | PaymentScheduleFixingTime | FixngTm | Added EP161 | ||
| 40860 | PaymentScheduleFixingTimeBusinessCenter | FixngTmBizCtr | Added EP161 | ||
| 40861 | PaymentScheduleInterimExchangePaymentDateRelativeTo | IntrmExchDtReltv | Added EP161 | ||
| 40862 | PaymentScheduleInterimExchangeDatesBusinessDayConvention | IntrmExchDtBizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment schedule. | Added EP161 | |
| Component(-) | PaymentScheduleInterimExchangeDateBusinessCenterGrp | IntrmExchDtBizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment schedule. | Added EP161 |
| Repeating Group 40945 | NoPaymentScheduleInterimExchangeDateBusinessCenters | Number of business centers in the repeating group. |
| 40863 | PaymentScheduleInterimExchangeDatesBusinessCenter | Ctr | Required if NoPaymentScheduleInterimExchangeDateBusinessCenters(40945) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40864 | PaymentScheduleInterimExchangeDatesOffsetPeriod | IntrmExchDtPeriod | Conditionally required when PaymentScheduleInterimExchangeDatesOffsetUnit(40865) is specified. | Added EP161 | |
| 40865 | PaymentScheduleInterimExchangeDatesOffsetUnit | IntrmExchDtUnit | Conditionally required when PaymentScheduleInterimExchangeDatesOffsetPeriod(40864) is specified. | Added EP161 | |
| 40866 | PaymentScheduleInterimExchangeDatesOffsetDayType | IntrmExchDayTyp | Added EP161 | ||
| 40867 | PaymentScheduleInterimExchangeDateAdjusted | IntrmExchDt | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | PaymentStubGrp | PmtStub | Added EP161 |
| Repeating Group 40872 | NoPaymentStubs | Number of stubs in the repeating group |
| 40873 | PaymentStubType | Typ | Required if NoPaymentStubs(40872) > 0. | Added EP161 | |
| 40874 | PaymentStubLength | Lngth | Added EP161 |
| Component(-) | PaymentStubStartDate | StartDt | Added EP208 |
| 42698 | PaymentStubStartDateUnadjusted | DtUnadj | Added EP208 | ||
| 42699 | PaymentStubStartDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this payment stub instance. | Added EP208 | |
| Component(-) | PaymentStubStartDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this payment stub instance. | Added EP208 |
| Repeating Group 42705 | NoPaymentStubStartDateBusinessCenters | Number of business centers in the repeating group. |
| 42706 | PaymentStubStartDateBusinessCenter | Ctr | Required if NoPaymentStubStartDateBusinessCenters(42705) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42700 | PaymentStubStartDateRelativeTo | Reltv | Added EP208 | ||
| 42701 | PaymentStubStartDateOffsetPeriod | OfstPeriod | Conditionally required when PaymentStubStartDateOffsetUnit(42702) is specified. | Added EP208 | |
| 42702 | PaymentStubStartDateOffsetUnit | OfstUnit | Conditionally required when PaymentStubStartDateOffsetPeriod(42701) is specified. | Added EP208 | |
| 42703 | PaymentStubStartDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42704 | PaymentStubStartDateAdjusted | Dt | Added EP208 |
| end Component |
| Component(-) | PaymentStubEndDate | EndDt | Added EP208 |
| 42689 | PaymentStubEndDateUnadjusted | DtUnadj | Added EP208 | ||
| 42690 | PaymentStubEndDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this payment stub instance. | Added EP208 | |
| Component(-) | PaymentStubEndDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this payment stub instance. | Added EP208 |
| Repeating Group 42696 | NoPaymentStubEndDateBusinessCenters | Number of business centers in the repeating group. |
| 42697 | PaymentStubEndDateBusinessCenter | Ctr | Required if NoPaymentStubEndDateBusinessCenters(42696) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42691 | PaymentStubEndDateRelativeTo | Reltv | Added EP208 | ||
| 42692 | PaymentStubEndDateOffsetPeriod | OfstPeriod | Conditionally required when PaymentStubEndDateOffsetUnit(42693) is specified. | Added EP208 | |
| 42693 | PaymentStubEndDateOffsetUnit | OfstUnit | Conditionally required when PaymentStubEndDateOffsetPeriod(42692) is specified. | Added EP208 | |
| 42694 | PaymentStubEndDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42695 | PaymentStubEndDateAdjusted | Dt | Added EP208 |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | DeliveryStream | DlvryStrm | Added EP169 |
| 41058 | DeliveryStreamType | Typ | Added EP169 | ||
| Component(-) | DeliveryStreamCommoditySourceGrp | CmdtySrc | Added EP169 |
| Repeating Group 41085 | NoDeliveryStreamCommoditySources | Number of commodity sources in the repeating group. |
| 41086 | DeliveryStreamCommoditySource | Src | Required if NoDeliveryStreamCommoditySources(41085) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41059 | DeliveryStreamPipeline | Ppln | Added EP169 | ||
| 41060 | DeliveryStreamEntryPoint | EntryPnt | Added EP169 | ||
| 41061 | DeliveryStreamWithdrawalPoint | WthdrwlPnt | Added EP169 | ||
| 41062 | DeliveryStreamDeliveryPoint | DlvryPnt | Added EP169 | ||
| 42192 | DeliveryStreamDeliveryPointSource | DlvryPntSrc | Added EP179 | ||
| 42193 | DeliveryStreamDeliveryPointDesc | DlvryPntDesc | Added EP179 | ||
| 41063 | DeliveryStreamDeliveryRestriction | DlvryRstctn | Added EP169 | ||
| 41064 | DeliveryStreamDeliveryContingency | Cntgncy | Added EP169 | ||
| 41065 | DeliveryStreamDeliveryContingentPartySide | CntgPty | Added EP169 | ||
| 41066 | DeliveryStreamDeliverAtSourceIndicator | DlvrAtSrc | Added EP169 | ||
| 41067 | DeliveryStreamRiskApportionment | RiskApprtnmt | Added EP169 | ||
| 41218 | DeliveryStreamRiskApportionmentSource | RiskApprtnmtSrc | Added EP169 | ||
| Component(-) | DeliveryStreamCycleGrp | Cycle | Added EP169 |
| Repeating Group 41081 | NoDeliveryStreamCycles | Number of delivery cycles in the repeating group. |
| 41082 | DeliveryStreamCycleDesc | Desc | Required if NoDeliveryStreamCycles(41081) > 0. | Added EP169 | |
| 41083 | EncodedDeliveryStreamCycleDescLen | EncDescLen | Must be set if EncodedDeliveryStreamCycleDesc(41084) field is specified and must immediately precede it. | Added EP169 | |
| 41084 | EncodedDeliveryStreamCycleDesc | EncDesc | Encoded (non-ASCII characters) representation of the DeliveryStreamCycleDesc(41082) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 |
| end Repeating Group |
| end Component |
| 41068 | DeliveryStreamTitleTransferLocation | TtlXfer | Added EP169 | ||
| 41069 | DeliveryStreamTitleTransferCondition | TtlXferCond | Added EP169 | ||
| 41070 | DeliveryStreamImporterOfRecord | Imprtr | Added EP169 | ||
| 41071 | DeliveryStreamNegativeTolerance | NegtvTlrnc | Added EP169 | ||
| 41072 | DeliveryStreamPositiveTolerance | PostvTlrnc | Added EP169 | ||
| 41073 | DeliveryStreamToleranceUnitOfMeasure | TlrncUOM | Added EP169 | ||
| 41074 | DeliveryStreamToleranceType | TlrncTyp | Added EP169 | ||
| 41075 | DeliveryStreamToleranceOptionSide | TlrncOptSide | Added EP169 | ||
| 41076 | DeliveryStreamTotalPositiveTolerance | TotPostvTlrnc | Added EP169 | ||
| 41077 | DeliveryStreamTotalNegativeTolerance | TotNegtvTlrnc | Added EP169 | ||
| 41078 | DeliveryStreamNotionalConversionFactor | CnvrsnFctr | Added EP169 | ||
| 41079 | DeliveryStreamTransportEquipment | Eqpmt | Added EP169 | ||
| 41080 | DeliveryStreamElectingPartySide | ElctngSide | Added EP169 | ||
| 43094 | DeliveryStreamRouteOrCharter | RteChrtr | Added EP235 |
| end Component |
| Component(-) | DeliveryScheduleGrp | DlvrySched | Added EP169 |
| Repeating Group 41037 | NoDeliverySchedules | Number of delivery schedules in the repeating group. |
| 41038 | DeliveryScheduleType | Typ | Required if NoDeliverySchedules(41037) > 0. | Added EP169 | |
| 41039 | DeliveryScheduleXID | XID | Added EP169 | ||
| 41040 | DeliveryScheduleNotional | Notl | Added EP169 | ||
| 41041 | DeliveryScheduleNotionalUnitOfMeasure | NotlUOM | Added EP169 | ||
| 41042 | DeliveryScheduleNotionalCommodityFrequency | NotlFreq | Added EP169 | ||
| 41043 | DeliveryScheduleNegativeTolerance | NegtvTlrnc | Added EP169 | ||
| 41044 | DeliverySchedulePositiveTolerance | PostvTlrnc | Added EP169 | ||
| 41045 | DeliveryScheduleToleranceUnitOfMeasure | TlrncUOM | Added EP169 | ||
| 41046 | DeliveryScheduleToleranceType | TlrncTyp | Conditionally required when DeliveryScheduleNegativeTolerance(41043) or DeliverySchedulePositiveTolerance(41044) is specified. | Added EP169 | |
| 41047 | DeliveryScheduleSettlCountry | Ctry | Added EP169 | ||
| 41048 | DeliveryScheduleSettlTimeZone | TZ | Added EP169 | ||
| 41049 | DeliveryScheduleSettlFlowType | FlowTyp | Added EP169 | ||
| 41050 | DeliveryScheduleSettlHolidaysProcessingInstruction | Holidays | Added EP169 | ||
| Component(-) | DeliveryScheduleSettlDayGrp | Day | Added EP169 |
| Repeating Group 41051 | NoDeliveryScheduleSettlDays | Number of delivery schedules in the repeating group. |
| 41052 | DeliveryScheduleSettlDay | Day | Required if NoDeliveryScheduleSettlDays(41051) > 0. | Added EP169 | |
| 41053 | DeliveryScheduleSettlTotalHours | TotHrs | Added EP169 |
| Component(-) | DeliveryScheduleSettlTimeGrp | Tm | Added EP169 |
| Repeating Group 41054 | NoDeliveryScheduleSettlTimes | Number of hour ranges in the repeating group. |
| 41055 | DeliveryScheduleSettlStart | Start | Required if NoDeliveryScheduleSettlTimes(41054) > 0. | Added EP169 | |
| 41056 | DeliveryScheduleSettlEnd | End | Required if NoDeliveryScheduleSettlTimes(41054) > 0. | Added EP169 | |
| 41057 | DeliveryScheduleSettlTimeType | Typ | May be defaulted to market convention or bilaterally agreed if not specified. | Added EP169 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 40056 | StreamText | Txt | Added EP161 | ||
| 40982 | EncodedStreamTextLen | EncTxtLen | Must be set if EncodedStreamText(40983) field is specified and must immediately precede it. | Added EP161 | |
| 40983 | EncodedStreamText | EncTxt | Encoded (non-ASCII characters) representation of the StreamText(40056) field in the encoded format specified via the MessageEncoding(347) field. | Added EP161 |
| end Repeating Group |
|