FIX.Latest_EP273 Component

LegPaymentStreamFloatingRate

<Float>

LegPaymentStreamFloatingRate is a subcomponent of the LegPaymentStream component used to report the floating rate attributes of the payment stream.

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Pedigree Added EP161 Updated EP271

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Field or ComponentField NameAbbr NameReq'dCommentsPedigree
40331LegPaymentStreamRateIndexNdx Added EP161
40332LegPaymentStreamRateIndexSourceNdxSrc Added EP161
43088LegPaymentStreamRateIndexIDNdxID Conditionally required when LegPaymentStreamRateIndexIDSource(43089) is specified.Added EP235
43089LegPaymentStreamRateIndexIDSourceNdxIDSrc Conditionally required when LegPaymentStreamRateIndexID(43088) is specified.Added EP235
40333LegPaymentStreamRateIndexCurveUnitNdxUnit Conditionally required when LegPaymentStreamRateIndexCurvePeriod(40334) is specified.Added EP161
40334LegPaymentStreamRateIndexCurvePeriodNdxPeriod Conditionally required when LegPaymentStreamRateIndexCurveUnit(40333) is specified.Added EP161
43116LegPaymentStreamRateIndex2Ndx2 Added EP271
43117LegPaymentStreamRateIndex2SourceNdx2Src Added EP271
43118LegPaymentStreamRateIndex2IDNdx2ID Conditionally required when LegPaymentStreamRateIndex2IDSource(43119) is specified.Added EP271
43119LegPaymentStreamRateIndex2IDSourceNdx2IDSrc Conditionally required when LegPaymentStreamRateIndex2ID(43118) is specified.Added EP271
41563LegPaymentStreamRateIndex2CurveUnitNdx2Unit Conditionally required when LegPaymentStreamRateIndex2CurvePeriod(41564) is specified.Added EP169 Updated EP271
41564LegPaymentStreamRateIndex2CurvePeriodNdx2Period Conditionally required when LegPaymentStreamRateIndex2CurveUnit(41563) is specified.Added EP169 Updated EP271
41565LegPaymentStreamRateIndexLocationNdxLctn Added EP169
41566LegPaymentStreamRateIndexLevelNdxLvl Added EP169
41567LegPaymentStreamRateIndexUnitOfMeasureNdxUOM Added EP169
41568LegPaymentStreamSettlLevelSettlLvl Added EP169
41569LegPaymentStreamReferenceLevelRefLvl Added EP169
41570LegPaymentStreamReferenceLevelUnitOfMeasureRefUOM Added EP169
41571LegPaymentStreamReferenceLevelEqualsZeroIndicatorRefLvlZero Added EP169
40335LegPaymentStreamRateMultiplierRtMult Added EP161
40336LegPaymentStreamRateSpreadSpread Added EP161
41572LegPaymentStreamRateSpreadCurrencySpreadCcy Added EP169
41573LegPaymentStreamRateSpreadUnitOfMeasureSpreadUOM Added EP169
41574LegPaymentStreamRateConversionFactorRtFctr Added EP169
41575LegPaymentStreamRateSpreadTypeSpreadTyp Added EP169
40337LegPaymentStreamRateSpreadPositionTypeSpreadPosTyp Added EP161
40338LegPaymentStreamRateTreatmentRtTrtmt Added EP161
40339LegPaymentStreamCapRateCapRt Added EP161
40340LegPaymentStreamCapRateBuySideCapRtBuy Added EP161
40341LegPaymentStreamCapRateSellSideCapRtSell Added EP161
40342LegPaymentStreamFloorRateFlrRt Added EP161
40343LegPaymentStreamFloorRateBuySideFlrRtBuy Added EP161
40344LegPaymentStreamFloorRateSellSideFlrRtSell Added EP161
40345LegPaymentStreamInitialRateInitRt Added EP161
41576LegPaymentStreamLastResetRateLastResetRt Added EP169
41577LegPaymentStreamFinalRateFnlRt Added EP169
40346LegPaymentStreamFinalRateRoundingDirectionFnlRtRndDirctn Added EP161
40347LegPaymentStreamFinalRatePrecisionFnlRtPrcsn Added EP161
40348LegPaymentStreamAveragingMethodAvgngMeth Added EP161
40349LegPaymentStreamNegativeRateTreatmentNegtvRtTrtmt Added EP161
41578LegPaymentStreamCalculationLagPeriodCalcLagPeriod Conditionally required when LegPaymentStreamCalculationLagUnit(41579) is specified.Added EP169
41579LegPaymentStreamCalculationLagUnitCalcLagUnit Conditionally required when LegPaymentStreamCalculationLagPeriod(41578) is specified.Added EP169
42462LegPaymentStreamFirstObservationDateUnadjustedFirstObsvtnDtUnadj Added EP208
42463LegPaymentStreamFirstObservationDateRelativeToFirstObsvtnReltv Added EP208
42464LegPaymentStreamFirstObservationDateOffsetDayTypeFirstObsvtnOfstDayTyp Added EP208
41580LegPaymentStreamFirstObservationDateOffsetPeriodFirstObsvtnOfstPeriod Conditionally required when LegPaymentStreamFirstObservationOffsetUnit(41581) is specified.Added EP169
41581LegPaymentStreamFirstObservationDateOffsetUnitFirstObsvtnOfstUnit Conditionally required when LegPaymentStreamFirstObservationOffsetPeriod(41580) is specified.Added EP169
42465LegPaymentStreamFirstObservationDateAdjustedFirstObsvtnDt Added EP208
41582LegPaymentStreamPricingDayTypePxngDayTyp Added EP169
41583LegPaymentStreamPricingDayDistributionPxngDayDistrib Added EP169
41584LegPaymentStreamPricingDayCountPxngDayCnt Added EP169
41585LegPaymentStreamPricingBusinessCalendarPxngClndr Added EP169
41586LegPaymentStreamPricingBusinessDayConventionPxngBizDayCnvtn 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
ComponentLegPaymentStreamPricingBusinessCenterGrpPxngBizCtr When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the the payment stream pricing date.Added EP169
ComponentLegPaymentStreamPricingDayGrpPxngDay Added EP169
ComponentLegPaymentStreamPricingDateGrpPxngDt Added EP169
40350LegPaymentStreamInflationLagPeriodLagPeriod Conditionally required when LegPaymentStreamInflationLagUnit(40351) is specified.Added EP161
40351LegPaymentStreamInflationLagUnitLagUnit Conditionally required when LegPaymentStreamInflationLagPeriod(40350) is specified.Added EP161
40352LegPaymentStreamInflationLagDayTypeLagDayTyp Added EP161
40353LegPaymentStreamInflationInterpolationMethodIntrpltnMeth Added EP161
40354LegPaymentStreamInflationIndexSourceInfltnNdxSrc Added EP161
40355LegPaymentStreamInflationPublicationSourcePublctnSrc Added EP161
40356LegPaymentStreamInflationInitialIndexLevelInitLvl Added EP161
40357LegPaymentStreamInflationFallbackBondApplicableFallbckBond Added EP161
40358LegPaymentStreamFRADiscountingFRADisc Added EP161
42466LegPaymentStreamUnderlierRefIDUndlrRefID Added EP208
ComponentLegPaymentStreamFormulaFrmla Added EP208
ComponentLegDividendConditionsDividendConds Added EP208
42467LegReturnRateNotionalResetRtnRtNotlReset Added EP208
ComponentLegReturnRateGrpRtnRt Added EP208
42468LegPaymentStreamLinkInitialLevelLinkInitLvl Added EP208
42469LegPaymentStreamLinkClosingLevelIndicatorLinkFClsngLvl Added EP208
42470LegPaymentStreamLinkExpiringLevelIndicatorLinkExpngLvl Added EP208
42471LegPaymentStreamLinkEstimatedTradingDaysLinkEstTrdgDays Added EP208
42472LegPaymentStreamLinkStrikePriceLinkStrkPx Added EP208
42473LegPaymentStreamLinkStrikePriceTypeLinkStrkPxTyp Added EP208
42474LegPaymentStreamLinkMaximumBoundaryLinkMaxBndry Added EP208
42475LegPaymentStreamLinkMinimumBoundaryLinkMinBndry Added EP208
42476LegPaymentStreamLinkNumberOfDataSeriesLinkNumDataSeries Added EP208
42477LegPaymentStreamVarianceUnadjustedCapVarncCap Added EP208
42478LegPaymentStreamRealizedVarianceMethodRlzdVarncMeth Added EP208
42479LegPaymentStreamDaysAdjustmentIndicatorDaysAdjmt Added EP208
42480LegPaymentStreamNearestExchangeContractRefIDExchCtrctRefID Added EP208
42481LegPaymentStreamVegaNotionalAmountVegaNotlAmt Added EP208


Used in components:
[LegPaymentStream]