 | 40331 | LegPaymentStreamRateIndex | Ndx | | | Added EP161
|
 | 40332 | LegPaymentStreamRateIndexSource | NdxSrc | | | Added EP161
|
 | 43088 | LegPaymentStreamRateIndexID | NdxID | | Conditionally required when LegPaymentStreamRateIndexIDSource(43089) is specified. | Added EP235
|
 | 43089 | LegPaymentStreamRateIndexIDSource | NdxIDSrc | | Conditionally required when LegPaymentStreamRateIndexID(43088) is specified. | Added EP235
|
 | 40333 | LegPaymentStreamRateIndexCurveUnit | NdxUnit | | Conditionally required when LegPaymentStreamRateIndexCurvePeriod(40334) is specified. | Added EP161
|
 | 40334 | LegPaymentStreamRateIndexCurvePeriod | NdxPeriod | | Conditionally required when LegPaymentStreamRateIndexCurveUnit(40333) is specified. | Added EP161
|
 | 43116 | LegPaymentStreamRateIndex2 | Ndx2 | | | Added EP271
|
 | 43117 | LegPaymentStreamRateIndex2Source | Ndx2Src | | | Added EP271
|
 | 43118 | LegPaymentStreamRateIndex2ID | Ndx2ID | | Conditionally required when LegPaymentStreamRateIndex2IDSource(43119) is specified. | Added EP271
|
 | 43119 | LegPaymentStreamRateIndex2IDSource | Ndx2IDSrc | | Conditionally required when LegPaymentStreamRateIndex2ID(43118) is specified. | Added EP271
|
 | 41563 | LegPaymentStreamRateIndex2CurveUnit | Ndx2Unit | | Conditionally required when LegPaymentStreamRateIndex2CurvePeriod(41564) is specified. | Added EP169
Updated EP271
|
 | 41564 | LegPaymentStreamRateIndex2CurvePeriod | Ndx2Period | | Conditionally required when LegPaymentStreamRateIndex2CurveUnit(41563) is specified. | Added EP169
Updated EP271
|
 | 41565 | LegPaymentStreamRateIndexLocation | NdxLctn | | | Added EP169
|
 | 41566 | LegPaymentStreamRateIndexLevel | NdxLvl | | | Added EP169
|
 | 41567 | LegPaymentStreamRateIndexUnitOfMeasure | NdxUOM | | | Added EP169
|
 | 41568 | LegPaymentStreamSettlLevel | SettlLvl | | | Added EP169
|
 | 41569 | LegPaymentStreamReferenceLevel | RefLvl | | | Added EP169
|
 | 41570 | LegPaymentStreamReferenceLevelUnitOfMeasure | RefUOM | | | Added EP169
|
 | 41571 | LegPaymentStreamReferenceLevelEqualsZeroIndicator | RefLvlZero | | | Added EP169
|
 | 40335 | LegPaymentStreamRateMultiplier | RtMult | | | Added EP161
|
 | 40336 | LegPaymentStreamRateSpread | Spread | | | Added EP161
|
 | 41572 | LegPaymentStreamRateSpreadCurrency | SpreadCcy | | | Added EP169
|
 | 41573 | LegPaymentStreamRateSpreadUnitOfMeasure | SpreadUOM | | | Added EP169
|
 | 41574 | LegPaymentStreamRateConversionFactor | RtFctr | | | Added EP169
|
 | 41575 | LegPaymentStreamRateSpreadType | SpreadTyp | | | Added EP169
|
 | 40337 | LegPaymentStreamRateSpreadPositionType | SpreadPosTyp | | | Added EP161
|
 | 40338 | LegPaymentStreamRateTreatment | RtTrtmt | | | Added EP161
|
 | 40339 | LegPaymentStreamCapRate | CapRt | | | Added EP161
|
 | 40340 | LegPaymentStreamCapRateBuySide | CapRtBuy | | | Added EP161
|
 | 40341 | LegPaymentStreamCapRateSellSide | CapRtSell | | | Added EP161
|
 | 40342 | LegPaymentStreamFloorRate | FlrRt | | | Added EP161
|
 | 40343 | LegPaymentStreamFloorRateBuySide | FlrRtBuy | | | Added EP161
|
 | 40344 | LegPaymentStreamFloorRateSellSide | FlrRtSell | | | Added EP161
|
 | 40345 | LegPaymentStreamInitialRate | InitRt | | | Added EP161
|
 | 41576 | LegPaymentStreamLastResetRate | LastResetRt | | | Added EP169
|
 | 41577 | LegPaymentStreamFinalRate | FnlRt | | | Added EP169
|
 | 40346 | LegPaymentStreamFinalRateRoundingDirection | FnlRtRndDirctn | | | Added EP161
|
 | 40347 | LegPaymentStreamFinalRatePrecision | FnlRtPrcsn | | | Added EP161
|
 | 40348 | LegPaymentStreamAveragingMethod | AvgngMeth | | | Added EP161
|
 | 40349 | LegPaymentStreamNegativeRateTreatment | NegtvRtTrtmt | | | Added EP161
|
 | 41578 | LegPaymentStreamCalculationLagPeriod | CalcLagPeriod | | Conditionally required when LegPaymentStreamCalculationLagUnit(41579) is specified. | Added EP169
|
 | 41579 | LegPaymentStreamCalculationLagUnit | CalcLagUnit | | Conditionally required when LegPaymentStreamCalculationLagPeriod(41578) is specified. | Added EP169
|
 | 42462 | LegPaymentStreamFirstObservationDateUnadjusted | FirstObsvtnDtUnadj | | | Added EP208
|
 | 42463 | LegPaymentStreamFirstObservationDateRelativeTo | FirstObsvtnReltv | | | Added EP208
|
 | 42464 | LegPaymentStreamFirstObservationDateOffsetDayType | FirstObsvtnOfstDayTyp | | | Added EP208
|
 | 41580 | LegPaymentStreamFirstObservationDateOffsetPeriod | FirstObsvtnOfstPeriod | | Conditionally required when LegPaymentStreamFirstObservationOffsetUnit(41581) is specified. | Added EP169
|
 | 41581 | LegPaymentStreamFirstObservationDateOffsetUnit | FirstObsvtnOfstUnit | | Conditionally required when LegPaymentStreamFirstObservationOffsetPeriod(41580) is specified. | Added EP169
|
 | 42465 | LegPaymentStreamFirstObservationDateAdjusted | FirstObsvtnDt | | | Added EP208
|
 | 41582 | LegPaymentStreamPricingDayType | PxngDayTyp | | | Added EP169
|
 | 41583 | LegPaymentStreamPricingDayDistribution | PxngDayDistrib | | | Added EP169
|
 | 41584 | LegPaymentStreamPricingDayCount | PxngDayCnt | | | Added EP169
|
 | 41585 | LegPaymentStreamPricingBusinessCalendar | PxngClndr | | | Added EP169
|
 | 41586 | LegPaymentStreamPricingBusinessDayConvention | PxngBizDayCnvtn | | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the payment stream pricing date. | Added EP169
|