The UnderlyingStreamGrp is a repeating subcomponent of the UnderlyingInstrument component used to detail the swap streams associated with the instrument.
A swap will ordinarily have one or two payment streams. Each one may contain an UnderlyingStreamDesc(40542) with a descriptive string such as Float
or Fixed
. However the choice of description should have no effect on the stream's purpose.
UnderlyingStreamPaySide(40543) and UnderlyingStreamReceiveSide(40544) 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 1
(Buy) or 2
(Sell), and UnderlyingStreamPaySide(40543) and UnderlyingStreamReceiveSide(40544) 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 UnderlyingStreamPaySide(40543) and UnderlyingStreamReceiveSide(40544) 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 40540 | NoUnderlyingStreams | Added EP161 |
| Component(-) | UnderlyingStreamCommodity | Cmdty | Added EP169 |
| 41964 | UnderlyingStreamCommodityBase | Base | Added EP169 | ||
| 41965 | UnderlyingStreamCommodityType | CmdtyTyp | Added EP169 | ||
| 41966 | UnderlyingStreamCommoditySecurityID | ID | Conditionally required when UnderlyingStreamCommoditySecurityIDSource(41967) is specified. | Added EP169 | |
| 41967 | UnderlyingStreamCommoditySecurityIDSource | Src | Conditionally required when UnderlyingStreamCommoditySecurityID(41966) is specified. | Added EP169 |
| Component(-) | UnderlyingStreamCommodityAltIDGrp | AID | Added EP169 |
| Repeating Group 41990 | NoUnderlyingStreamCommodityAltIDs | Added EP169 |
| 41991 | UnderlyingStreamCommodityAltID | AltID | Required if NoUnderlyingStreamCommodityAltIDs(41990) > 0. | Added EP169 | |
| 41992 | UnderlyingStreamCommodityAltIDSource | AltIDSrc | Required if NoUnderlyingStreamCommodityAltIDs(41990) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41968 | UnderlyingStreamCommodityDesc | Desc | Added EP169 | ||
| 41969 | EncodedUnderlyingStreamCommodityDescLen | EncDescLen | Must be set if EncodedUnderlyingStreamCommodityDesc(41970) field is specified and must immediately precede it. | Added EP169 | |
| 41970 | EncodedUnderlyingStreamCommodityDesc | EncDesc | Encoded (non-ASCII characters) representation of the UnderlyingStreamCommodityDesc(41968) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 | |
| 42589 | UnderlyingStreamCommodityDeliveryPricingRegion | 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(-) | UnderlyingStreamAssetAttributeGrp | AssetAttrib | Added EP169 |
| Repeating Group 41800 | NoUnderlyingStreamAssetAttributes | Added EP169 |
| 41801 | UnderlyingStreamAssetAttributeType | Typ | Required if NoUnderlyingStreamAssetAttributes(41800) > 0. | Added EP169 | |
| 41802 | UnderlyingStreamAssetAttributeValue | Val | Added EP169 | ||
| 41803 | UnderlyingStreamAssetAttributeLimit | Lmt | Added EP169 |
| end Repeating Group |
| end Component |
| 41971 | UnderlyingStreamCommodityUnitOfMeasure | UOM | Added EP169 | ||
| 41972 | UnderlyingStreamCommodityCurrency | Ccy | Added EP169 | ||
| 41973 | UnderlyingStreamCommodityExchange | Exch | Added EP169 | ||
| 41974 | UnderlyingStreamCommodityRateSource | RtSrc | Added EP169 | ||
| 41975 | UnderlyingStreamCommodityRateReferencePage | RefPg | Added EP169 | ||
| 41976 | UnderlyingStreamCommodityRateReferencePageHeading | RefHdng | Added EP169 | ||
| 41977 | UnderlyingStreamDataProvider | DataPrvdr | Added EP169 |
| Component(-) | UnderlyingStreamCommodityDataSourceGrp | DataSrc | Added EP169 |
| Repeating Group 41993 | NoUnderlyingStreamCommodityDataSources | Added EP169 |
| 41994 | UnderlyingStreamCommodityDataSourceID | ID | Required if NoUnderlyingStreamCommodityDataSources(41993) > 0. | Added EP169 | |
| 41995 | UnderlyingStreamCommodityDataSourceIDType | Typ | Required if NoUnderlyingStreamCommodityDataSources(41993) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41978 | UnderlyingStreamCommodityPricingType | PxngTyp | Added EP169 | ||
| 41979 | UnderlyingStreamCommodityNearbySettlDayPeriod | Period | Conditionally required when UnderlyingStreamCommodityNearbySettlDayUnit(41980) is specified. | Added EP169 | |
| 41980 | UnderlyingStreamCommodityNearbySettlDayUnit | Unit | Conditionally required when UnderlyingStreamCommodityNearbySettlDayPeriod(41979) is specified. | Added EP169 | |
| 41981 | UnderlyingStreamCommoditySettlDateUnadjusted | DtUnadj | Added EP169 | ||
| 41982 | UnderlyingStreamCommoditySettlDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying settlement dates. | Added EP169 |
| Component(-) | UnderlyingStreamCommoditySettlBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the settlement dates. | Added EP169 |
| Repeating Group 41962 | NoUnderlyingStreamCommoditySettlBusinessCenters | Added EP169 |
| 41963 | UnderlyingStreamCommoditySettlBusinessCenter | Ctr | Required if NoUnderlyingStreamCommoditySettlBusinessCenters(41962) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41983 | UnderlyingStreamCommoditySettlDateAdjusted | Dt | Added EP169 | ||
| 41984 | UnderlyingStreamCommoditySettlMonth | Mo | Added EP169 | ||
| 41985 | UnderlyingStreamCommoditySettlDateRollPeriod | RollPeriod | Conditionally required when UnderlyingStreamCommoditySettlDateRollUnit(41986) is specified. | Added EP169 | |
| 41986 | UnderlyingStreamCommoditySettlDateRollUnit | RollUnit | Conditionally required when UnderlyingStreamCommoditySettlDateRollPeriod(41985) is specified. | Added EP169 | |
| 41987 | UnderlyingStreamCommoditySettlDayType | DayTyp | Added EP169 |
| Component(-) | UnderlyingStreamCommoditySettlPeriodGrp | SettlPeriod | Added EP169 |
| Repeating Group 42002 | NoUnderlyingStreamCommoditySettlPeriods | Added EP169 |
| 42003 | UnderlyingStreamCommoditySettlCountry | Ctry | Required if NoUnderlyingStreamCommoditySettlPeriods(42002) > 0. | Added EP169 | |
| 42004 | UnderlyingStreamCommoditySettlTimeZone | TZ | Added EP169 | ||
| 42005 | UnderlyingStreamCommoditySettlFlowType | FlowTyp | Added EP169 | ||
| 42006 | UnderlyingStreamCommoditySettlPeriodNotional | Notl | Added EP169 | ||
| 42007 | UnderlyingStreamCommoditySettlPeriodNotionalUnitOfMeasure | NotlUOM | Added EP169 | ||
| 42008 | UnderlyingStreamCommoditySettlPeriodFrequencyPeriod | FreqPeriod | Conditionally required when UnderlyingStreamCommoditySettlPeriodFrequencyUnit(42009) is specified. | Added EP169 | |
| 42009 | UnderlyingStreamCommoditySettlPeriodFrequencyUnit | FreqUnit | Conditionally required when UnderlyingStreamCommoditySettlPeriodFrequencyPeriod(42008) is specified. | Added EP169 | |
| 42010 | UnderlyingStreamCommoditySettlPeriodPrice | Px | Added EP169 | ||
| 42011 | UnderlyingStreamCommoditySettlPeriodPriceUnitOfMeasure | PxUOM | Added EP169 | ||
| 42012 | UnderlyingStreamCommoditySettlPeriodPriceCurrency | PxCcy | Added EP169 | ||
| 42013 | UnderlyingStreamCommoditySettlHolidaysProcessingInstruction | Holidays | Added EP169 |
| Component(-) | UnderlyingStreamCommoditySettlDayGrp | Day | Added EP169 |
| Repeating Group 41996 | NoUnderlyingStreamCommoditySettlDays | Added EP169 |
| 41997 | UnderlyingStreamCommoditySettlDay | Day | Required if NoUnderlyingStreamCommoditySettlDays(41996) > 0. | Added EP169 | |
| 41998 | UnderlyingStreamCommoditySettlTotalHours | TotHrs | Added EP169 |
| Component(-) | UnderlyingStreamCommoditySettlTimeGrp | Tm | Added EP169 |
| Repeating Group 41999 | NoUnderlyingStreamCommoditySettlTimes | Added EP169 |
| 42000 | UnderlyingStreamCommoditySettlStart | Start | Required if NoUnderlyingStreamCommoditySettlTimes(41999) > 0. | Added EP169 | |
| 42001 | UnderlyingStreamCommoditySettlEnd | End | Required if NoUnderlyingStreamCommoditySettlTimes(41999) > 0. | Added EP169 | |
| 41936 | UnderlyingStreamCommoditySettlTimeType | 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 |
| 42014 | UnderlyingStreamCommoditySettlPeriodXID | XID | Added EP169 | ||
| 42015 | UnderlyingStreamCommoditySettlPeriodXIDRef | XIDRef | Added EP169 |
| end Repeating Group |
| end Component |
| 41988 | UnderlyingStreamCommodityXID | XID | Added EP169 | ||
| 41989 | UnderlyingStreamCommodityXIDRef | XIDRef | Added EP169 |
| end Component |
| Component(-) | UnderlyingStreamEffectiveDate | EfctvDt | Added EP161 |
| 40057 | UnderlyingStreamEffectiveDateUnadjusted | DtUnadj | Added EP161 | ||
| 40058 | UnderlyingStreamEffectiveDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's stream effective dates. | Added EP161 |
| Component(-) | UnderlyingStreamEffectiveDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's stream effective dates. | Added EP161 |
| Repeating Group 40975 | NoUnderlyingStreamEffectiveDateBusinessCenters | Added EP161 |
| 40059 | UnderlyingStreamEffectiveDateBusinessCenter | Ctr | Required if NoUnderlyingStreamEffectiveDateBusinessCenters(40975) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40060 | UnderlyingStreamEffectiveDateRelativeTo | Reltv | Added EP161 | ||
| 40061 | UnderlyingStreamEffectiveDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingStreamEffectiveDateOffsetUnit(40062) is specified. | Added EP161 | |
| 40062 | UnderlyingStreamEffectiveDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingStreamEffectiveDateOffsetPeriod(40061) is specified. | Added EP161 | |
| 40063 | UnderlyingStreamEffectiveDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40064 | UnderlyingStreamEffectiveDateAdjusted | Dt | Added EP161 |
| end Component |
| Component(-) | UnderlyingStreamTerminationDate | TrmtnDt | Added EP161 |
| 40548 | UnderlyingStreamTerminationDateUnadjusted | DtUnadj | Added EP161 | ||
| 40549 | UnderlyingStreamTerminationDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's termination date of the stream. | Added EP161 |
| Component(-) | UnderlyingStreamTerminationDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's termination date of the stream. | Added EP161 |
| Repeating Group 40976 | NoUnderlyingStreamTerminationDateBusinessCenters | Added EP161 |
| 40550 | UnderlyingStreamTerminationDateBusinessCenter | Ctr | Required if NoUnderlyingStreamTerminationDateBusinessCenters(40976) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40551 | UnderlyingStreamTerminationDateRelativeTo | Reltv | Added EP161 | ||
| 40552 | UnderlyingStreamTerminationDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingStreamTerminationDateOffsetUnit(40553) is specified. | Added EP161 | |
| 40553 | UnderlyingStreamTerminationDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingPaymentTerminationDateOffsetPeriod(40552) is specified. | Added EP161 | |
| 40554 | UnderlyingStreamTerminationDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40555 | UnderlyingStreamTerminationDateAdjusted | Dt | Added EP161 |
| end Component |
| Component(-) | UnderlyingStreamCalculationPeriodDates | CalcDts | Added EP161 |
| 41957 | UnderlyingStreamCalculationPeriodDatesXID | XID | Added EP169 | ||
| 41958 | UnderlyingStreamCalculationPeriodDatesXIDRef | XIDRef | Added EP169 | ||
| 40556 | UnderlyingStreamCalculationPeriodBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's calculation period dates. | Added EP161 Updated EP169 |
| Component(-) | UnderlyingStreamCalculationPeriodBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's calculation period dates. | Added EP161 |
| Repeating Group 40973 | NoUnderlyingStreamCalculationPeriodBusinessCenters | Added EP161 |
| 40557 | UnderlyingStreamCalculationPeriodBusinessCenter | Ctr | Required if NoUnderlyingStreamCalculationPeriodBusinessCenters(40973) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingStreamCalculationPeriodDateGrp | CalcDt | Added EP169 |
| Repeating Group 41954 | NoUnderlyingStreamCalculationPeriodDates | Added EP169 |
| 41955 | UnderlyingStreamCalculationPeriodDate | Dt | Required if NoUnderlyingStreamCalculationPeriodDates(41954) > 0. | Added EP169 | |
| 41956 | UnderlyingStreamCalculationPeriodDateType | 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 |
| 40558 | UnderlyingStreamFirstPeriodStartDateUnadjusted | FirstStartDtUnadj | Added EP161 | ||
| 40559 | UnderlyingStreamFirstPeriodStartDateBusinessDayConvention | FirstStartDtBizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's calculation period dates. | Added EP161 |
| Component(-) | UnderlyingStreamFirstPeriodStartDateBusinessCenterGrp | FirstStartDtBizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's calculation period dates. | Added EP161 |
| Repeating Group 40974 | NoUnderlyingStreamFirstPeriodStartDateBusinessCenters | Added EP161 |
| 40560 | UnderlyingStreamFirstPeriodStartDateBusinessCenter | FirstStartDtBizCtr | Required if NoUnderlyginstreamFirstPeriodStartDateBusinessCenters(40974) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40561 | UnderlyingStreamFirstPeriodStartDateAdjusted | FirstStartDt | Added EP161 | ||
| 40562 | UnderlyingStreamFirstRegularPeriodStartDateUnadjusted | FirstReglrStartDtUnadj | Added EP161 | ||
| 40563 | UnderlyingStreamFirstCompoundingPeriodEndDateUnadjusted | FirstCmpndgEndDtUnadj | Added EP161 | ||
| 40564 | UnderlyingStreamLastRegularPeriodEndDateUnadjusted | LastReglrEndDtUnadj | Added EP161 | ||
| 40565 | UnderlyingStreamCalculationFrequencyPeriod | FreqPeriod | Conditionally required when UnderlyingStreamCalculationFrequencyUnit(40566) is specified. | Added EP161 Updated EP271 | |
| 40566 | UnderlyingStreamCalculationFrequencyUnit | FreqUnit | Conditionally required when UnderlyingStreamCalculationFrequencyPeriod(40565) is specified. | Added EP161 | |
| 40567 | UnderlyingStreamCalculationRollConvention | Roll | When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the stream payment dates. | Added EP161 | |
| 41959 | UnderlyingStreamCalculationBalanceOfFirstPeriod | BalFirst | Added EP169 | ||
| 41960 | UnderlyingStreamCalculationCorrectionPeriod | CrrctnPeriod | Conditionally required when UnderlyingStreamCalculationCorrectionUnit(41961) is specified. | Added EP169 | |
| 41961 | UnderlyingStreamCalculationCorrectionUnit | CrrctnUnit | Conditionally required when UnderlyingStreamCalculationCorrectionPeriod(41960) is specified. | Added EP169 |
| end Component |
| Component(-) | UnderlyingPaymentStream | PmtStrm | Added EP161 |
| Component(-) | UnderlyingPaymentStreamPaymentDates | PmtDts | Added EP161 |
| 40581 | UnderlyingPaymentStreamPaymentDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's payment dates. | Added EP161 |
| Component(-) | UnderlyingPaymentStreamPaymentDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's payment dates. | Added EP161 |
| Repeating Group 40969 | NoUnderlyingPaymentStreamPaymentDateBusinessCenters | Added EP161 |
| 40582 | UnderlyingPaymentStreamPaymentDateBusinessCenter | Ctr | Required if NoUnderlyingPaymentStreamPaymentDateBusinessCenters(40969) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingPaymentStreamPaymentDateGrp | PmtDt | Added EP169 |
| Repeating Group 41937 | NoUnderlyingPaymentStreamPaymentDates | Added EP169 |
| 41938 | UnderlyingPaymentStreamPaymentDate | Dt | Required if NoUnderlyingPaymentStreamPaymentDates(41937) > 0. | Added EP169 | |
| 41939 | UnderlyingPaymentStreamPaymentDateType | 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 |
| 40583 | UnderlyingPaymentStreamPaymentFrequencyPeriod | FreqPeriod | Conditionally required when UnderlyingPaymentStreamPaymentFrequencyUnit(40584) is specified. | Added EP161 | |
| 40584 | UnderlyingPaymentStreamPaymentFrequencyUnit | FreqUnit | Conditionally required when UnderlyingPaymentStreamPaymentFrequencyPeriod(40583) is specified. | Added EP161 | |
| 40585 | UnderlyingPaymentStreamPaymentRollConvention | Roll | When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the stream payment dates. | Added EP161 | |
| 40586 | UnderlyingPaymentStreamFirstPaymentDateUnadjusted | FirstDtUnadj | Added EP161 | ||
| 40587 | UnderlyingPaymentStreamLastRegularPaymentDateUnadjusted | LastReglrDtUnadj | Added EP161 | ||
| 40588 | UnderlyingPaymentStreamPaymentDateRelativeTo | Reltv | Added EP161 | ||
| 40589 | UnderlyingPaymentStreamPaymentDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingPaymentStreamPaymentOffsetUnit(40590) is specified. | Added EP161 | |
| 40590 | UnderlyingPaymentStreamPaymentDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingPaymentStreamPaymentOffsetPeriod(40589) is specified. | Added EP161 | |
| 40591 | UnderlyingPaymentStreamPaymentDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 41940 | UnderlyingPaymentStreamMasterAgreementPaymentDatesIndicator | MADts | Added EP169 |
| Component(-) | UnderlyingPaymentStreamFinalPricePaymentDate | FnlPxPmt | Added EP208 |
| 42949 | UnderlyingPaymentStreamFinalPricePaymentDateUnadjusted | DtUnadj | Added EP208 | ||
| 42950 | UnderlyingPaymentStreamFinalPricePaymentDateRelativeTo | Reltv | Added EP208 | ||
| 42951 | UnderlyingPaymentStreamFinalPricePaymentDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingPaymentStreamFinalPricePaymentDateOffsetUnit(42952) is specified. | Added EP208 | |
| 42952 | UnderlyingPaymentStreamFinalPricePaymentDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingPaymentStreamFinalPricePaymentDateOffsetPeriod(42951) is specified. | Added EP208 | |
| 42953 | UnderlyingPaymentStreamFinalPricePaymentDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42954 | UnderlyingPaymentStreamFinalPricePaymentDateAdjusted | Dt | Added EP208 |
| end Component |
| end Component |
| Component(-) | UnderlyingPaymentStreamResetDates | ResetDts | Added EP161 |
| 40592 | UnderlyingPaymentStreamResetDateRelativeTo | Reltv | Added EP161 | ||
| 40593 | UnderlyingPaymentStreamResetDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's reset dates. | Added EP161 |
| Component(-) | UnderlyingPaymentStreamResetDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's reset dates. | Added EP161 |
| Repeating Group 40970 | NoUnderlyingPaymentStreamResetDateBusinessCenters | Added EP161 |
| 40594 | UnderlyingPaymentStreamResetDateBusinessCenter | Ctr | Required if NoUnderlyingPaymentStreamResetDateBusinessCenters(40970) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40595 | UnderlyingPaymentStreamResetFrequencyPeriod | FreqPeriod | Conditionally required when UnderlyingPaymentStreamResetFrequencyUnit(40596) is specified. | Added EP161 | |
| 40596 | UnderlyingPaymentStreamResetFrequencyUnit | FreqUnit | Conditionally required when UnderlyingPaymentStreamResetFrequencyPeriod(40595) is specified. | Added EP161 | |
| 40597 | UnderlyingPaymentStreamResetWeeklyRollConvention | WklyRoll | When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the reset dates. | Added EP161 | |
| 40598 | UnderlyingPaymentStreamInitialFixingDateRelativeTo | InitReltv | Added EP161 | ||
| 40599 | UnderlyingPaymentStreamInitialFixingDateBusinessDayConvention | InitBizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's reset dates. | Added EP161 |
| Component(-) | UnderlyingPaymentStreamInitialFixingDateBusinessCenterGrp | InitBizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's reset dates. | Added EP161 |
| Repeating Group 40971 | NoUnderlyingPaymentStreamInitialFixingDateBusinessCenters | Added EP161 |
| 40600 | UnderlyingPaymentStreamInitialFixingDateBusinessCenter | Ctr | Required if NoUnderlyingPaymentStreamInitialFixingDateBusinessCenters(40971) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40601 | UnderlyingPaymentStreamInitialFixingDateOffsetPeriod | InitPeriod | Conditionally required when UnderlyingPaymentStreamInitialFixingDateOffsetUnit(40602) is specified. | Added EP161 | |
| 40602 | UnderlyingPaymentStreamInitialFixingDateOffsetUnit | InitUnit | Conditionally required when UnderlyingPaymentStreamInitialFixingDateOffsetPeriod(40601) is specified. | Added EP161 | |
| 40603 | UnderlyingPaymentStreamInitialFixingDateOffsetDayType | InitDayTyp | Added EP161 | ||
| 40604 | UnderlyingPaymentStreamInitialFixingDateAdjusted | InitDt | Added EP161 | ||
| 40605 | UnderlyingPaymentStreamFixingDateRelativeTo | FixngReltv | Added EP161 | ||
| 40606 | UnderlyingPaymentStreamFixingDateBusinessDayConvention | FixngBizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's reset dates. | Added EP161 |
| Component(-) | UnderlyingPaymentStreamFixingDateBusinessCenterGrp | FixngBizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's reset dates. | Added EP161 |
| Repeating Group 40972 | NoUnderlyingPaymentStreamFixingDateBusinessCenters | Added EP161 |
| 40607 | UnderlyingPaymentStreamFixingDateBusinessCenter | Ctr | Required if NoUnderlyingPaymentStreamFixingDateBusinessCenters(40972) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40608 | UnderlyingPaymentStreamFixingDateOffsetPeriod | FixngPeriod | Conditionally required when UnderlyingPaymentStreamFixingDateOffsetUnit(40609) is specified. | Added EP161 | |
| 40609 | UnderlyingPaymentStreamFixingDateOffsetUnit | FixngUnit | Conditionally required when UnderlyingPaymentStreamFixingDateOffsetPeriod(40608) is specified. | Added EP161 | |
| 40610 | UnderlyingPaymentStreamFixingDateOffsetDayType | FixngDayTyp | Added EP161 | ||
| 40611 | UnderlyingPaymentStreamFixingDateAdjusted | FixngDt | Added EP161 | ||
| 40612 | UnderlyingPaymentStreamRateCutoffDateOffsetPeriod | CutoffPeriod | Conditionally required when UnderlyingPaymentStreamRateCutoffDateOffsetUnit(40613) is specified. | Added EP161 Updated EP208 | |
| 40613 | UnderlyingPaymentStreamRateCutoffDateOffsetUnit | CutoffUnit | Conditionally required when UnderlyingPaymentStreamRateCutoffDateOffsetPeriod(40612) is specified. | Added EP161 Updated EP208 | |
| 40614 | UnderlyingPaymentStreamRateCutoffDateOffsetDayType | CutoffDayTyp | Added EP161 |
| Component(-) | UnderlyingPaymentStreamFixingDateGrp | FixngDt | Added EP208 |
| Repeating Group 42955 | NoUnderlyingPaymentStreamFixingDates | Added EP208 |
| 42956 | UnderlyingPaymentStreamFixingDate | Dt | Required if NoUnderlyingPaymentStreamFixingDates(42955) > 0. | Added EP208 | |
| 42957 | UnderlyingPaymentStreamFixingDateType | 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(-) | UnderlyingPaymentStreamFixedRate | Fixed | Added EP161 |
| 40615 | UnderlyingPaymentStreamRate | Rt | Mutually exclusive with UnderlyingPaymentStreamFixedAmount(40616). | Added EP161 | |
| 40616 | UnderlyingPaymentStreamFixedAmount | Amt | Mutually exclusive with UnderlyingPaymentStreamRate(40615). | Added EP161 | |
| 40617 | UnderlyingPaymentStreamRateOrAmountCurrency | Ccy | Added EP161 | ||
| 41904 | UnderlyingPaymentStreamFixedAmountUnitOfMeasure | FixedAmtUOM | Added EP169 | ||
| 41905 | UnderlyingPaymentStreamTotalFixedAmount | FixedAmt | Added EP169 | ||
| 40618 | UnderlyingPaymentStreamFutureValueNotional | FutValNotl | Added EP161 | ||
| 40619 | UnderlyingPaymentStreamFutureValueDateAdjusted | FutValDt | Added EP161 | ||
| 41906 | UnderlyingPaymentStreamWorldScaleRate | WorldScaleRt | Added EP169 | ||
| 41907 | UnderlyingPaymentStreamContractPrice | CtrctPx | Added EP169 | ||
| 41908 | UnderlyingPaymentStreamContractPriceCurrency | CtrctPxCcy | Added EP169 |
| end Component |
| Component(-) | UnderlyingPaymentStreamFloatingRate | Float | Added EP161 |
| 40620 | UnderlyingPaymentStreamRateIndex | Ndx | Added EP161 | ||
| 40621 | UnderlyingPaymentStreamRateIndexSource | NdxSrc | Added EP161 | ||
| 43092 | UnderlyingPaymentStreamRateIndexID | NdxID | Conditionally required when UnderlyingPaymentStreamRateIndexIDSource(43093) is specified. | Added EP235 | |
| 43093 | UnderlyingPaymentStreamRateIndexIDSource | NdxIDSrc | Conditionally required when UnderlyingPaymentStreamRateIndexID(43092) is specified. | Added EP235 | |
| 40622 | UnderlyingPaymentStreamRateIndexCurveUnit | NdxUnit | Conditionally required when UnderlyingPaymentStreamRateIndexCurvePeriod(40623) is specified. | Added EP161 | |
| 40623 | UnderlyingPaymentStreamRateIndexCurvePeriod | NdxPeriod | Conditionally required when UnderlyingPaymentStreamRateIndexCurveUnit(40622) is specified. | Added EP161 | |
| 43120 | UnderlyingPaymentStreamRateIndex2 | Ndx2 | Added EP271 | ||
| 43121 | UnderlyingPaymentStreamRateIndex2Source | Ndx2Src | Added EP271 | ||
| 43122 | UnderlyingPaymentStreamRateIndex2ID | Ndx2ID | Conditionally required when UnderlyingPaymentStreamRateIndex2IDSource(43123) is specified. | Added EP271 | |
| 43123 | UnderlyingPaymentStreamRateIndex2IDSource | Ndx2IDSrc | Conditionally required when UnderlyingPaymentStreamRateIndex2ID(43122) is specified. | Added EP271 | |
| 41911 | UnderlyingPaymentStreamRateIndex2CurveUnit | Ndx2Unit | Conditionally required when UnderlyingPaymentStreamRateIndex2CurvePeriod(41912) is specified. | Added EP169 Updated EP271 | |
| 41912 | UnderlyingPaymentStreamRateIndex2CurvePeriod | Ndx2Period | Conditionally required when UnderlyingPaymentStreamRateIndex2CurveUnit(41911) is specified. | Added EP169 Updated EP271 | |
| 41913 | UnderlyingPaymentStreamRateIndexLocation | NdxLctn | Added EP169 | ||
| 41914 | UnderlyingPaymentStreamRateIndexLevel | NdxLvl | Added EP169 | ||
| 41915 | UnderlyingPaymentStreamRateIndexUnitOfMeasure | NdxUOM | Added EP169 | ||
| 41916 | UnderlyingPaymentStreamSettlLevel | SettlLvl | Added EP169 | ||
| 41917 | UnderlyingPaymentStreamReferenceLevel | RefLvl | Added EP169 | ||
| 41918 | UnderlyingPaymentStreamReferenceLevelUnitOfMeasure | RefUOM | Added EP169 | ||
| 41919 | UnderlyingPaymentStreamReferenceLevelEqualsZeroIndicator | RefLvlZero | Added EP169 | ||
| 40624 | UnderlyingPaymentStreamRateMultiplier | RtMult | Added EP161 | ||
| 40625 | UnderlyingPaymentStreamRateSpread | Spread | Added EP161 | ||
| 41920 | UnderlyingPaymentStreamRateSpreadCurrency | SpreadCcy | Added EP169 | ||
| 41921 | UnderlyingPaymentStreamRateSpreadUnitOfMeasure | SpreadUOM | Added EP169 | ||
| 41922 | UnderlyingPaymentStreamRateConversionFactor | RtFctr | Added EP169 | ||
| 41923 | UnderlyingPaymentStreamRateSpreadType | SpreadTyp | Added EP169 | ||
| 40626 | UnderlyingPaymentStreamRateSpreadPositionType | SpreadPosTyp | Added EP161 | ||
| 40627 | UnderlyingPaymentStreamRateTreatment | RtTrtmt | Added EP161 | ||
| 40628 | UnderlyingPaymentStreamCapRate | CapRt | Added EP161 | ||
| 40629 | UnderlyingPaymentStreamCapRateBuySide | CapRtBuy | Added EP161 | ||
| 40630 | UnderlyingPaymentStreamCapRateSellSide | CapRtSell | Added EP161 | ||
| 40631 | UnderlyingPaymentStreamFloorRate | FlrRt | Added EP161 | ||
| 40632 | UnderlyingPaymentStreamFloorRateBuySide | FlrRtBuy | Added EP161 | ||
| 40633 | UnderlyingPaymentStreamFloorRateSellSide | FlrRtSell | Added EP161 | ||
| 40634 | UnderlyingPaymentStreamInitialRate | InitRt | Added EP161 | ||
| 41924 | UnderlyingPaymentStreamLastResetRate | LastResetRt | Added EP169 | ||
| 41925 | UnderlyingPaymentStreamFinalRate | FnlRt | Added EP169 | ||
| 40635 | UnderlyingPaymentStreamFinalRateRoundingDirection | FnlRtRndDirctn | Added EP161 | ||
| 40636 | UnderlyingPaymentStreamFinalRatePrecision | FnlRtPrcsn | Added EP161 | ||
| 40637 | UnderlyingPaymentStreamAveragingMethod | AvgngMeth | Added EP161 | ||
| 40638 | UnderlyingPaymentStreamNegativeRateTreatment | NegtvRtTrtmt | Added EP161 | ||
| 41926 | UnderlyingPaymentStreamCalculationLagPeriod | CalcLagPeriod | Conditionally required when UnderlyingPaymentStreamCalculationLagUnit(41927) is specified. | Added EP169 | |
| 41927 | UnderlyingPaymentStreamCalculationLagUnit | CalcLagUnit | Conditionally required when UnderlyingPaymentStreamCalculationLagPeriod(41926) is specified. | Added EP169 | |
| 42958 | UnderlyingPaymentStreamFirstObservationDateUnadjusted | FirstObsvtnDtUnadj | Added EP208 | ||
| 42959 | UnderlyingPaymentStreamFirstObservationDateRelativeTo | FirstObsvtnReltv | Added EP208 | ||
| 42960 | UnderlyingPaymentStreamFirstObservationDateOffsetDayType | FirstObsvtnOfstDayTyp | Added EP208 | ||
| 41928 | UnderlyingPaymentStreamFirstObservationDateOffsetPeriod | FirstObsvtnOfstPeriod | Conditionally required when UnderlyingPaymentStreamFirstObservationOffsetUnit(41929) is specified. | Added EP169 | |
| 41929 | UnderlyingPaymentStreamFirstObservationDateOffsetUnit | FirstObsvtnOfstUnit | Conditionally required when UnderlyingPaymentStreamFirstObservationOffsetPeriod(41928) is specified. | Added EP169 | |
| 42961 | UnderlyingPaymentStreamFirstObservationDateAdjusted | FirstObsvtnDt | Added EP208 | ||
| 41930 | UnderlyingPaymentStreamPricingDayType | PxngDayTyp | Added EP169 | ||
| 41931 | UnderlyingPaymentStreamPricingDayDistribution | PxngDayDistrib | Added EP169 | ||
| 41932 | UnderlyingPaymentStreamPricingDayCount | PxngDayCnt | Added EP169 | ||
| 41933 | UnderlyingPaymentStreamPricingBusinessCalendar | PxngClndr | Added EP169 | ||
| 41934 | UnderlyingPaymentStreamPricingBusinessDayConvention | PxngBizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of pricing dates. | Added EP169 |
| Component(-) | UnderlyingPaymentStreamPricingBusinessCenterGrp | PxngBizCtr | Added EP169 |
| Repeating Group 41909 | NoUnderlyingPaymentStreamPricingBusinessCenters | Added EP169 |
| 41910 | UnderlyingPaymentStreamPricingBusinessCenter | Ctr | Required if NoUnderlyingPaymentStreamPricingBusinessCenters(41909) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingPaymentStreamPricingDayGrp | PxngDay | Added EP169 |
| Repeating Group 41944 | NoUnderlyingPaymentStreamPricingDays | Added EP169 |
| 41945 | UnderlyingPaymentStreamPricingDayOfWeek | DayOfWk | Required if NoUnderlyingPaymentStreamPricingDays(41944) > 0. | Added EP169 | |
| 41946 | UnderlyingPaymentStreamPricingDayNumber | DayNum | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingPaymentStreamPricingDateGrp | PxngDt | Added EP169 |
| Repeating Group 41941 | NoUnderlyingPaymentStreamPricingDates | Added EP169 |
| 41942 | UnderlyingPaymentStreamPricingDate | Dt | Required if NoUnderlyingPaymentStreamPricingDates(41941) > 0. | Added EP169 | |
| 41943 | UnderlyingPaymentStreamPricingDateType | 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 |
| 40639 | UnderlyingPaymentStreamInflationLagPeriod | LagPeriod | Conditionally required when UnderlyingPaymentStreamInflationLagUnit(40640) is specified. | Added EP161 | |
| 40640 | UnderlyingPaymentStreamInflationLagUnit | LagUnit | Conditionally required when UnderlyingPaymentStreamInflationLagPeriod(40639) is specified. | Added EP161 | |
| 40641 | UnderlyingPaymentStreamInflationLagDayType | LagDayTyp | Added EP161 | ||
| 40642 | UnderlyingPaymentStreamInflationInterpolationMethod | IntrpltnMeth | Added EP161 | ||
| 40643 | UnderlyingPaymentStreamInflationIndexSource | InfltnNdxSrc | Added EP161 | ||
| 40644 | UnderlyingPaymentStreamInflationPublicationSource | PublctnSrc | Added EP161 | ||
| 40645 | UnderlyingPaymentStreamInflationInitialIndexLevel | InitLvl | Added EP161 | ||
| 40646 | UnderlyingPaymentStreamInflationFallbackBondApplicable | FallbckBond | Added EP161 | ||
| 40647 | UnderlyingPaymentStreamFRADiscounting | FRADisc | Added EP161 | ||
| 42962 | UnderlyingPaymentStreamUnderlierRefID | UndlrRefID | Added EP208 |
| Component(-) | UnderlyingPaymentStreamFormula | Frmla | Added EP208 |
| 42978 | UnderlyingPaymentStreamFormulaCurrency | Ccy | Added EP208 | ||
| 42979 | UnderlyingPaymentStreamFormulaCurrencyDeterminationMethod | CcyDtrmnMeth | Added EP208 | ||
| 42980 | UnderlyingPaymentStreamFormulaReferenceAmount | RefAmt | Added EP208 |
| Component(-) | UnderlyingPaymentStreamFormulaMathGrp | Math | Added EP208 |
| Repeating Group 42981 | NoUnderlyingPaymentStreamFormulas | Added EP208 |
| 43111 | UnderlyingPaymentStreamFormulaLength | FrmlaLen | Required if NoUnderlyingPaymentStreamFormulas(42981) > 0 | Added EP259 | |
| 42982 | UnderlyingPaymentStreamFormula | Frmla | Required if NoUnderlyingPaymentStreamFormulas(42981) > 0. | Added EP208 | |
| 42983 | UnderlyingPaymentStreamFormulaDesc | Desc | Added EP208 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingPaymentStreamFormulaImage | Img | Added EP208 |
| 42947 | UnderlyingPaymentStreamFormulaImageLength | FrmlaImgLen | Conditionally required when UnderlyingPaymentStreamFormulaImage(42948) is specified. | Added EP208 | |
| 42948 | UnderlyingPaymentStreamFormulaImage | FrmlaImg | Conditionally required when UnderlyingPaymentStreamFormulaImageLength(42947) is specified. | Added EP208 |
| end Component |
| end Component |
| Component(-) | UnderlyingDividendConditions | DividendConds | Added EP208 |
| 42826 | UnderlyingDividendReinvestmentIndicator | RnvstmntInd | Added EP208 | ||
| 42827 | UnderlyingDividendEntitlementEvent | EntlmntEvnt | Added EP208 | ||
| 42828 | UnderlyingDividendAmountType | AmtTyp | Added EP208 | ||
| 42829 | UnderlyingDividendUnderlierRefID | UndlrRefID | Added EP208 |
| Component(-) | UnderlyingDividendPeriodGrp | Period | Added EP208 |
| Repeating Group 42862 | NoUnderlyingDividendPeriods | Added EP208 |
| 42863 | UnderlyingDividendPeriodSequence | Seq | Required if NoUnderlyingDividendPeriods(42862) > 0. | Added EP208 | |
| 42864 | UnderlyingDividendPeriodStartDateUnadjusted | StartDtUnadj | Added EP208 | ||
| 42865 | UnderlyingDividendPeriodEndDateUnadjusted | EndDtUnadj | Added EP208 | ||
| 42866 | UnderlyingDividendPeriodUnderlierRefID | UndlrRefID | When specified, this overrides UnderlyingDividendUnderlierRefID(42829). The specified value would be specific to this dividend period instance. | Added EP208 | |
| 42867 | UnderlyingDividendPeriodStrikePrice | StrkPx | Added EP208 | ||
| 42868 | UnderlyingDividendPeriodBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this dividend period instance. | Added EP208 |
| Component(-) | UnderlyingDividendPeriodBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this dividend period instance. | Added EP208 |
| Repeating Group 42882 | NoUnderlyingDividendPeriodBusinessCenters | Added EP208 |
| 42883 | UnderlyingDividendPeriodBusinessCenter | Ctr | Required if NoUnderlyingDividendPeriodBusinessCenters(42882) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42869 | UnderlyingDividendPeriodValuationDateUnadjusted | ValDtUnadj | Added EP208 | ||
| 42870 | UnderlyingDividendPeriodValuationDateRelativeTo | ValDtReltv | Added EP208 | ||
| 42871 | UnderlyingDividendPeriodValuationDateOffsetPeriod | ValDtOfstPeriod | Conditionally required when UnderlyingDividendPeriodValuationDateOffsetUnit(42872) is specified. | Added EP208 | |
| 42872 | UnderlyingDividendPeriodValuationDateOffsetUnit | ValDtOfstUnit | Conditionally required when UnderlyingDividendPeriodValuationDateOffsetPeriod(42871) is specified. | Added EP208 | |
| 42873 | UnderlyingDividendPeriodValuationDateOffsetDayType | ValDtOfstDayTyp | Added EP208 | ||
| 42874 | UnderlyingDividendPeriodValuationDateAdjusted | ValDt | Added EP208 | ||
| 42875 | UnderlyingDividendPeriodPaymentDateUnadjusted | PmtDtUnadj | Added EP208 | ||
| 42876 | UnderlyingDividendPeriodPaymentDateRelativeTo | PmtDtReltv | Added EP208 | ||
| 42877 | UnderlyingDividendPeriodPaymentDateOffsetPeriod | PmtDtOfstPeriod | Conditionally required when UnderlyingDividendPeriodPaymentDateOffsetUnit(42878) is specified. | Added EP208 | |
| 42878 | UnderlyingDividendPeriodPaymentDateOffsetUnit | PmtDtOfstUnit | Conditionally required when UnderlyingDividendPeriodPaymentDateOffsetPeriod(42877) is specified. | Added EP208 | |
| 42879 | UnderlyingDividendPeriodPaymentDateOffsetDayType | PmtDtOfstDayTyp | Added EP208 | ||
| 42880 | UnderlyingDividendPeriodPaymentDateAdjusted | PmtDt | Added EP208 | ||
| 42881 | UnderlyingDividendPeriodXID | XID | Added EP208 |
| end Repeating Group |
| end Component |
| 42830 | UnderlyingExtraordinaryDividendPartySide | ExtrordSide | Added EP208 | ||
| 42831 | UnderlyingExtraordinaryDividendAmountType | ExtrordAmtTyp | Added EP208 | ||
| 42832 | UnderlyingExtraordinaryDividendCurrency | ExtrordCcy | Added EP208 | ||
| 42833 | UnderlyingExtraordinaryDividendDeterminationMethod | ExtrordDtrmnMeth | Added EP208 |
| Component(-) | UnderlyingDividendFXTriggerDate | FXTrgrDt | Added EP208 |
| 42846 | UnderlyingDividendFXTriggerDateRelativeTo | Reltv | Added EP208 | ||
| 42847 | UnderlyingDividendFXTriggerDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingDividendFXTriggerDateOffsetUnit(42848) is specified. | Added EP208 | |
| 42848 | UnderlyingDividendFXTriggerDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingDividendFXTriggerDateOffsetPeriod(42847) is specified. | Added EP208 | |
| 42849 | UnderlyingDividendFXTriggerDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42850 | UnderlyingDividendFXTriggerDateUnadjusted | DtUnadj | Added EP208 | ||
| 42851 | UnderlyingDividendFXTriggerDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The value would be specific to this instance of UnderlyingDividendFXTriggerDate. | Added EP208 |
| Component(-) | UnderlyingDividendFXTriggerDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The values would be specific to this instance of UnderlyingDividendFXTriggerDate. | Added EP208 |
| Repeating Group 42853 | NoUnderlyingDividendFXTriggerDateBusinessCenters | Added EP208 |
| 42854 | UnderlyingDividendFXTriggerDateBusinessCenter | Ctr | Required if NoUnderlyingDividendFXTriggerDateBusinessCenters(42853) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42852 | UnderlyingDividendFXTriggerDateAdjusted | Dt | Added EP208 |
| end Component |
| Component(-) | UnderlyingDividendAccrualFloatingRate | AcrlFloat | Added EP208 |
| end Component |
| 42834 | UnderlyingDividendAccrualFixedRate | AcrlFixedRt | Added EP208 |
| Component(-) | UnderlyingDividendAccrualPaymentDate | AcrlPmtDt | Added EP208 |
| 42819 | UnderlyingDividendAccrualPaymentDateRelativeTo | Reltv | Added EP208 | ||
| 42820 | UnderlyingDividendAccrualPaymentDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingDividendAccrualPaymentDateOffsetUnit(42821) is specified. | Added EP208 | |
| 42821 | UnderlyingDividendAccrualPaymentDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingDividendAccrualPaymentDateOffsetPeriod(42820) is specified. | Added EP208 | |
| 42822 | UnderlyingDividendAccrualPaymentDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42823 | UnderlyingDividendAccrualPaymentDateUnadjusted | DtUnadj | Added EP208 | ||
| 42824 | UnderlyingDividendAccrualPaymentDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The value would be specific to this instance of UnderlyingDividendAccrualPaymentDate. | Added EP208 |
| Component(-) | UnderlyingDividendAccrualPaymentDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The values would be specific to this instance of UnderlyingDividendAccrualPaymentDate. | Added EP208 |
| Repeating Group 42799 | NoUnderlyingDividendAccrualPaymentDateBusinessCenters | Added EP208 |
| 42800 | UnderlyingDividendAccrualPaymentDateBusinessCenter | Ctr | Required if NoUnderlyingDividendAccrualPaymentDateBusinessCenters(42799) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42825 | UnderlyingDividendAccrualPaymentDateAdjusted | Dt | Added EP208 |
| end Component |
| 42835 | UnderlyingDividendCompoundingMethod | CmpndgMeth | Added EP208 | ||
| 42836 | UnderlyingDividendNumOfIndexUnits | NumNdxUnits | Added EP208 | ||
| 42837 | UnderlyingDividendCashPercentage | CshPctage | Added EP208 | ||
| 42838 | UnderlyingDividendCashEquivalentPercentage | CshEqvlntPctage | Added EP208 | ||
| 42839 | UnderlyingNonCashDividendTreatment | NonCshTrtmt | Added EP208 | ||
| 42840 | UnderlyingDividendComposition | Cmpstn | Added EP208 | ||
| 42841 | UnderlyingSpecialDividendsIndicator | SpeclDividendInd | Added EP208 | ||
| 42842 | UnderlyingMaterialDividendsIndicator | MtrlDividendInd | Added EP208 | ||
| 42843 | UnderlyingOptionsExchangeDividendsIndicator | ExchDividendInd | Added EP208 | ||
| 42844 | UnderlyingAdditionalDividendsIndicator | AddtnlDividendInd | Added EP208 | ||
| 42845 | UnderlyingAllDividendsIndicator | AllDividendInd | Added EP208 |
| end Component |
| 42963 | UnderlyingReturnRateNotionalReset | RtnRtNotlReset | Added EP208 |
| Component(-) | UnderlyingReturnRateGrp | RtnRt | Added EP208 |
| Repeating Group 43034 | NoUnderlyingReturnRates | Added EP208 |
| 43035 | UnderlyingReturnRatePriceSequence | PxSeq | Required if NoUnderlyingReturnRates(43034) > 0. | Added EP208 | |
| 43036 | UnderlyingReturnRateCommissionBasis | CommBasis | Added EP208 | ||
| 43037 | UnderlyingReturnRateCommissionAmount | CommAmt | Added EP208 | ||
| 43038 | UnderlyingReturnRateCommissionCurrency | CommCcy | If not specified, this is defaulted to the reporting currency. | Added EP208 | |
| 43039 | UnderlyingReturnRateTotalCommissionPerTrade | TotCommPerTrd | Added EP208 | ||
| 43040 | UnderlyingReturnRateDeterminationMethod | DtrmnMeth | Added EP208 |
| Component(-) | UnderlyingReturnRatePriceGrp | Px | Added EP208 |
| Repeating Group 43064 | NoUnderlyingReturnRatePrices | Added EP208 |
| 43065 | UnderlyingReturnRatePriceBasis | PxBasis | Required if NoUnderlyingReturnRatePrices(43064) > 0. | Added EP208 | |
| 43066 | UnderlyingReturnRatePrice | Px | Added EP208 | ||
| 43067 | UnderlyingReturnRatePriceCurrency | Ccy | Added EP208 | ||
| 43068 | UnderlyingReturnRatePriceType | PxTyp | Added EP208 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingReturnRateFXConversionGrp | FxCnvrsn | Added EP208 |
| Repeating Group 43030 | NoUnderlyingReturnRateFXConversions | Added EP208 |
| 43031 | UnderlyingReturnRateFXCurrencySymbol | CcySym | Required if NoUnderlyingReturnRateFXConversions(43030) > 0. | Added EP208 | |
| 43032 | UnderlyingReturnRateFXRate | FxRt | Required if NoUnderlyingReturnRateFXConversions(43030) > 0. | Added EP208 | |
| 43033 | UnderlyingReturnRateFXRateCalc | FxRtCalc | Added EP208 |
| end Repeating Group |
| end Component |
| 43041 | UnderlyingReturnRateAmountRelativeTo | AmtReltv | Added EP208 | ||
| 43042 | UnderlyingReturnRateQuoteMeasureType | QteTyp | Added EP208 | ||
| 43043 | UnderlyingReturnRateQuoteUnits | QteUnit | Added EP208 | ||
| 43044 | UnderlyingReturnRateQuoteMethod | QteMeth | Added EP208 | ||
| 43045 | UnderlyingReturnRateQuoteCurrency | QteCcy | Added EP208 | ||
| 43046 | UnderlyingReturnRateQuoteCurrencyType | QteCcyTyp | Added EP208 | ||
| 43047 | UnderlyingReturnRateQuoteTimeType | QteTmTyp | Mutually exclusive with UnderlyingReturnRateQuoteTime(43048). | Added EP208 | |
| 43048 | UnderlyingReturnRateQuoteTime | QteTm | Mutually exclusive with UnderlyingReturnRateQuoteTimeType(43047). | Added EP208 | |
| 43049 | UnderlyingReturnRateQuoteDate | QteDt | Added EP208 | ||
| 43050 | UnderlyingReturnRateQuoteExpirationTime | QteExpTm | Added EP208 | ||
| 43051 | UnderlyingReturnRateQuoteBusinessCenter | QteBizCtr | Added EP208 | ||
| 43052 | UnderlyingReturnRateQuoteExchange | QteExch | Added EP208 |
| Component(-) | UnderlyingReturnRateInformationSourceGrp | InfoSrc | Added EP208 |
| Repeating Group 43060 | NoUnderlyingReturnRateInformationSources | Added EP208 |
| 43061 | UnderlyingReturnRateInformationSource | RtSrc | Required if NoUnderlyingReturnRateInformationSources(43060) > 0. | Added EP208 | |
| 43062 | UnderlyingReturnRateReferencePage | RefPg | Added EP208 | ||
| 43063 | UnderlyingReturnRateReferencePageHeading | RefHdng | Added EP208 |
| end Repeating Group |
| end Component |
| 43053 | UnderlyingReturnRateQuotePricingModel | QteModel | Added EP208 | ||
| 43054 | UnderlyingReturnRateCashFlowType | CshFlow | Added EP208 |
| Component(-) | UnderlyingReturnRateDateGrp | Dt | Added EP208 |
| Repeating Group 43008 | NoUnderlyingReturnRateDates | Added EP208 |
| 43009 | UnderlyingReturnRateDateMode | Mode | Required if NoUnderlyingReturnRateDates(43008) > 0. | Added EP208 |
| Component(-) | UnderlyingReturnRateValuationDateGrp | Val | Added EP208 |
| Repeating Group 43071 | NoUnderlyingReturnRateValuationDates | Added EP208 |
| 43072 | UnderlyingReturnRateValuationDate | Dt | Required if NoUnderlyingReturnRateValuationDates(43071) > 0. | Added EP208 | |
| 43073 | UnderlyingReturnRateValuationDateType | 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 |
| 43010 | UnderlyingReturnRateValuationDateRelativeTo | Reltv | Added EP208 | ||
| 43011 | UnderlyingReturnRateValuationDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingReturnRateValuationDateOffsetUnit(43012) is specified. | Added EP208 | |
| 43012 | UnderlyingReturnRateValuationDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingReturnRateValuationDateOffsetPeriod(43011) is specified. | Added EP208 | |
| 43013 | UnderlyingReturnRateValuationDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 43014 | UnderlyingReturnRateValuationStartDateUnadjusted | StartDtUnadj | Added EP208 | ||
| 43015 | UnderlyingReturnRateValuationStartDateRelativeTo | StartDtReltv | Added EP208 | ||
| 43016 | UnderlyingReturnRateValuationStartDateOffsetPeriod | StartDtOfstPeriod | Conditionally required when UnderlyingReturnRateValuationStartDateOffsetUnit(43017) is specified. | Added EP208 | |
| 43017 | UnderlyingReturnRateValuationStartDateOffsetUnit | StartDtOfstUnit | Conditionally required when UnderlyingReturnRateValuationStartDateOffsetPeriod(43016) is specified. | Added EP208 | |
| 43018 | UnderlyingReturnRateValuationStartDateOffsetDayType | StartDtOfstDayTyp | Added EP208 | ||
| 43019 | UnderlyingReturnRateValuationStartDateAdjusted | StartDt | Added EP208 | ||
| 43020 | UnderlyingReturnRateValuationEndDateUnadjusted | EndDtUnadj | Added EP208 | ||
| 43021 | UnderlyingReturnRateValuationEndDateRelativeTo | EndDtReltv | Added EP208 | ||
| 43022 | UnderlyingReturnRateValuationEndDateOffsetPeriod | EndDtOfstPeriod | Conditionally required when UnderlyingReturnRateValuationEndDateOffsetUnit(43023) is specified. | Added EP208 | |
| 43023 | UnderlyingReturnRateValuationEndDateOffsetUnit | EndDtOfstUnit | Conditionally required when UnderlyingReturnRateValuationEndDateOffsetPeriod(43022) is specified. | Added EP208 | |
| 43024 | UnderlyingReturnRateValuationEndDateOffsetDayType | EndDtOfstDayTyp | Added EP208 | ||
| 43025 | UnderlyingReturnRateValuationEndDateAdjusted | EndDt | Added EP208 | ||
| 43026 | UnderlyingReturnRateValuationFrequencyPeriod | FreqPeriod | Conditionally required when UnderlyingReturnRateValuationFrequencyUnit(43027) is specified. | Added EP208 | |
| 43027 | UnderlyingReturnRateValuationFrequencyUnit | FreqUnit | Conditionally required when UnderlyingReturnRateValuationFrequencyPeriod(43026) is specified. | Added EP208 | |
| 43028 | UnderlyingReturnRateValuationFrequencyRollConvention | Roll | When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the return rate dates. | Added EP208 | |
| 43029 | UnderlyingReturnRateValuationDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to payment stream return rate valuation dates. | Added EP208 |
| Component(-) | UnderlyingReturnRateValuationDateBusinessCenterGrp | BizCtr | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to payment stream return rate valuation dates. | Added EP208 |
| Repeating Group 43069 | NoUnderlyingReturnRateValuationDateBusinessCenters | Added EP208 |
| 43070 | UnderlyingReturnRateValuationDateBusinessCenter | Ctr | Required if NoUnderlyingReturnRateValuationDateBusinessCenters(43069) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 43055 | UnderlyingReturnRateValuationTimeType | ValTmTyp | Mutually exclusive with UnderlyingReturnRateValuationTime(43056) | Added EP208 | |
| 43056 | UnderlyingReturnRateValuationTime | ValTm | Mutually exclusive with UnderlyingReturnRateValuationTimeType(43055). | Added EP208 | |
| 43057 | UnderlyingReturnRateValuationTimeBusinessCenter | ValTmBizCtr | Added EP208 | ||
| 43058 | UnderlyingReturnRateValuationPriceOption | ValPxOpt | Added EP208 | ||
| 43059 | UnderlyingReturnRateFinalPriceFallback | FnlPxFallbck | Added EP208 |
| end Repeating Group |
| end Component |
| end Component |
| 42900 | UnderlyingPaymentStreamCompoundingFixedRate | CmpndgFixedRt | Mutually exclusive with UnderlyingPaymentStreamCompoundingXIDRef(42896) or the UnderlyingPaymentStreamCompoundingFloatingRate component. | Added EP208 |
| Component(-) | UnderlyingPaymentStreamCompoundingFloatingRate | CmpndgFloat | Mutually exclusive with UnderlyingPaymentStreamCompoundingFixedRate(42900) or the UnderlyingPaymentStreamCompoundingXIDRef(42896). | Added EP208 |
| end Component |
| Component(-) | UnderlyingPaymentStreamCompoundingDates | CmpndgDts | Added EP208 |
| 42904 | UnderlyingPaymentStreamCompoundingDatesBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to payment stream compounding dates. | Added EP208 |
| Component(-) | UnderlyingPaymentStreamCompoundingDatesBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to payment stream compounding dates. | Added EP208 |
| Repeating Group 42915 | NoUnderlyingPaymentStreamCompoundingDatesBusinessCenters | Added EP208 |
| 42916 | UnderlyingPaymentStreamCompoundingDatesBusinessCenter | Ctr | Required if NoUnderlyingPaymentStreamCompoundingDatesBusinessCenters(42915) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingPaymentStreamCompoundingDateGrp | CmpndgDt | Added EP208 |
| Repeating Group 42901 | NoUnderlyingPaymentStreamCompoundingDates | Added EP208 |
| 42902 | UnderlyingPaymentStreamCompoundingDate | Dt | Required if NoUnderlyingPaymentStreamCompoundingDates(42901) > 0. | Added EP208 | |
| 42903 | UnderlyingPaymentStreamCompoundingDateType | 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 |
| 42905 | UnderlyingPaymentStreamCompoundingDatesRelativeTo | Reltv | Added EP208 | ||
| 42906 | UnderlyingPaymentStreamCompoundingDatesOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingPaymentStreamCompoundingDatesOffsetUnit(42907) is specified. | Added EP208 | |
| 42907 | UnderlyingPaymentStreamCompoundingDatesOffsetUnit | OfstUnit | Conditionally required when UnderlyingPaymentStreamCompoundingDatesOffsetPeriod(42906) is specified. | Added EP208 | |
| 42908 | UnderlyingPaymentStreamCompoundingDatesOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42909 | UnderlyingPaymentStreamCompoundingPeriodSkip | Skip | Added EP208 |
| Component(-) | UnderlyingPaymentStreamCompoundingStartDate | StartDt | Added EP208 |
| 42941 | UnderlyingPaymentStreamCompoundingStartDateUnadjusted | DtUnadj | Added EP208 | ||
| 42942 | UnderlyingPaymentStreamCompoundingStartDateRelativeTo | Reltv | Added EP208 | ||
| 42943 | UnderlyingPaymentStreamCompoundingStartDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingPaymentStreamCompoundingStartDateOffsetUnit(42944) is specified. | Added EP208 | |
| 42944 | UnderlyingPaymentStreamCompoundingStartDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingPaymentStreamCompoundingStartDateOffsetPeriod(42943) is specified. | Added EP208 | |
| 42945 | UnderlyingPaymentStreamCompoundingStartDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42946 | UnderlyingPaymentStreamCompoundingStartDateAdjusted | Dt | Added EP208 |
| end Component |
| Component(-) | UnderlyingPaymentStreamCompoundingEndDate | EndDt | Added EP208 |
| 42917 | UnderlyingPaymentStreamCompoundingEndDateUnadjusted | DtUnadj | Added EP208 | ||
| 42918 | UnderlyingPaymentStreamCompoundingEndDateRelativeTo | Reltv | Added EP208 | ||
| 42919 | UnderlyingPaymentStreamCompoundingEndDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingPaymentStreamCompoundingEndDateOffsetUnit(42920) is specified. | Added EP208 | |
| 42920 | UnderlyingPaymentStreamCompoundingEndDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingPaymentStreamCompoundingEndDateOffsetPeriod(42919) is specified. | Added EP208 | |
| 42921 | UnderlyingPaymentStreamCompoundingEndDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42922 | UnderlyingPaymentStreamCompoundingEndDateAdjusted | Dt | Added EP208 |
| end Component |
| 42910 | UnderlyingPaymentStreamCompoundingFrequencyPeriod | FreqPeriod | Conditionally required when UnderlyingPaymentStreamCompoundingFrequencyUnit(42911) is specified. | Added EP208 | |
| 42911 | UnderlyingPaymentStreamCompoundingFrequencyUnit | FreqUnit | Conditionally required when UnderlyingPaymentStreamCompoundingFrequencyPeriod(42910) is specified. | Added EP208 | |
| 42912 | UnderlyingPaymentStreamCompoundingRollConvention | Roll | When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the payment stream dates. | Added EP208 | |
| 42913 | UnderlyingPaymentStreamBoundsFirstDateUnadjusted | FirstDtUnadj | Added EP208 | ||
| 42914 | UnderlyingPaymentStreamBoundsLastDateUnadjusted | LastDtUnadj | Added EP208 |
| end Component |
| Component(-) | UnderlyingPaymentStreamNonDeliverableSettlTerms | NonDlvrblTrms | Added EP161 |
| 40648 | UnderlyingPaymentStreamNonDeliverableRefCurrency | Ccy | Added EP161 | ||
| 40649 | UnderlyingPaymentStreamNonDeliverableFixingDatesBizDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's non-deliverable settlement terms. | Added EP161 |
| Component(-) | UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's non-deliverable settlement terms. | Added EP161 |
| Repeating Group 40968 | NoUnderlyingPaymentStreamNonDeliverableFixingDatesBizCenters | Added EP161 |
| 40650 | UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenter | Ctr | Required if NoUnderlyingPaymentStreamNonDeliverableFixingDatesBizCenters(40968) > 0. | Added EP161 Updated EP271 |
| end Repeating Group |
| end Component |
| 40651 | UnderlyingPaymentStreamNonDeliverableFixingDatesRelativeTo | FixngReltv | Added EP161 | ||
| 40652 | UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetPeriod | FixngPeriod | Conditionally required when UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetUnit(40653) is specified. | Added EP161 | |
| 40653 | UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetUnit | FixngUnit | Conditionally required when UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetPeriod(40652) is specified. | Added EP161 | |
| 40654 | UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetDayType | FixngDayTyp | Added EP161 |
| Component(-) | UnderlyingPaymentStreamNonDeliverableSettlRateSource | RtSrc | Added EP161 |
| 40661 | UnderlyingPaymentStreamNonDeliverableSettlRateSource | RtSrc | Added EP161 | ||
| 40824 | UnderlyingPaymentStreamNonDeliverableSettlReferencePage | RefPg | Conditionally required when UnderlyingPaymentStreamNonDeliverableSettlRateSource(40661) = 3 (ISDA Settlement Rate Option) or 99 (Other). | Added EP161 |
| end Component |
| Component(-) | UnderlyingPaymentStreamNonDeliverableFixingDateGrp | FixngDt | Added EP161 |
| Repeating Group 40656 | NoUnderlyingNonDeliverableFixingDates | Added EP161 |
| 40657 | UnderlyingNonDeliverableFixingDate | Dt | Required if NoUnderlyingNonDeliverableFixingDates(40656) > 0. | Added EP161 | |
| 40658 | UnderlyingNonDeliverableFixingDateType | 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(-) | UnderlyingSettlRateDisruptionFallbackGrp | SettlRtFallbck | Added EP161 |
| Repeating Group 40659 | NoUnderlyingSettlRateFallbacks | Added EP161 |
| 40660 | UnderlyingSettlRatePostponementMaximumDays | MaxDays | Required if NoUnderlyingSettlRateFallbacks(40659) > 0. | Added EP161 |
| Component(-) | UnderlyingSettlRateFallbackRateSource | RtSrc | Added EP161 |
| 40904 | UnderlyingSettlRateFallbackRateSource | RtSrc | Added EP161 | ||
| 40915 | UnderlyingSettlRateFallbackReferencePage | RefPg | Conditionally required when UnderlyingSettlRateFallbackRateSource(40904) = 3 (ISDA Settlement Rate Option) or 99 (Other). | Added EP161 |
| end Component |
| 40662 | UnderlyingSettlRatePostponementSurvey | Survey | Added EP161 | ||
| 40663 | UnderlyingSettlRatePostponementCalculationAgent | CalcAgent | Added EP161 |
| end Repeating Group |
| end Component |
| end Component |
| end Component |
| Component(-) | UnderlyingPaymentScheduleGrp | PmtSched | Added EP161 |
| Repeating Group 40664 | NoUnderlyingPaymentSchedules | Added EP161 |
| 40665 | UnderlyingPaymentScheduleType | Typ | Required if NoUnderlyingPaymentScheules(40664) > 0. | Added EP161 | |
| 41881 | UnderlyingPaymentScheduleXID | XID | Added EP169 | ||
| 41882 | UnderlyingPaymentScheduleXIDRef | XIDRef | Added EP169 | ||
| 40666 | UnderlyingPaymentScheduleStubType | StubTyp | Added EP161 | ||
| 40667 | UnderlyingPaymentScheduleStartDateUnadjusted | StartDtUnadj | Added EP161 | ||
| 40668 | UnderlyingPaymentScheduleEndDateUnadjusted | EndDtUnadj | Added EP161 | ||
| 40669 | UnderlyingPaymentSchedulePaySide | PaySide | Added EP161 | ||
| 40670 | UnderlyingPaymentScheduleReceiveSide | RcvSide | Added EP161 | ||
| 40671 | UnderlyingPaymentScheduleNotional | Notl | Added EP161 | ||
| 40672 | UnderlyingPaymentScheduleCurrency | Ccy | Added EP161 | ||
| 40673 | UnderlyingPaymentScheduleRate | Rt | Added EP161 | ||
| 40674 | UnderlyingPaymentScheduleRateMultiplier | RtMult | Added EP161 | ||
| 40675 | UnderlyingPaymentScheduleRateSpread | Spread | Added EP161 | ||
| 41883 | UnderlyingPaymentScheduleRateCurrency | RtCcy | Added EP169 | ||
| 41884 | UnderlyingPaymentScheduleRateUnitOfMeasure | RtUOM | Added EP169 | ||
| 41885 | UnderlyingPaymentScheduleRateConversionFactor | RtFctr | Added EP169 | ||
| 41886 | UnderlyingPaymentScheduleRateSpreadType | SpreadTyp | Added EP169 | ||
| 40676 | UnderlyingPaymentScheduleRateSpreadPositionType | SpreadPosTyp | Added EP161 | ||
| 40677 | UnderlyingPaymentScheduleRateTreatment | RtTrtmt | Added EP208 | ||
| 40678 | UnderlyingPaymentScheduleFixedAmount | FixedAmt | Added EP161 | ||
| 40679 | UnderlyingPaymentScheduleFixedCurrency | FixedCcy | Added EP161 | ||
| 41887 | UnderlyingPaymentScheduleSettlPeriodPrice | SettlPx | Added EP169 | ||
| 41888 | UnderlyingPaymentScheduleSettlPeriodPriceCurrency | SettlPxCcy | Added EP169 | ||
| 41889 | UnderlyingPaymentScheduleSettlPeriodPriceUnitOfMeasure | SettlPxUOM | Added EP169 | ||
| 41890 | UnderlyingPaymentScheduleStepUnitOfMeasure | StepUOM | Added EP169 | ||
| 40680 | UnderlyingPaymentScheduleStepFrequencyPeriod | StepPeriod | Conditionally required when UnderlyingPaymentScheduleStepFrequeencyUnit(40681) is specified. | Added EP161 | |
| 40681 | UnderlyingPaymentScheduleStepFrequencyUnit | StepUnit | Conditionally required when UnderlyingPaymentScheduleStepFrequeencyPeriod(40680) is specified. | Added EP161 | |
| 40682 | UnderlyingPaymentScheduleStepOffsetValue | StepVal | Added EP161 | ||
| 40683 | UnderlyingPaymentScheduleStepRate | StepRt | Added EP161 | ||
| 40684 | UnderlyingPaymentScheduleStepOffsetRate | StepOfstRt | Added EP161 | ||
| 40685 | UnderlyingPaymentScheduleStepRelativeTo | StepReltv | Added EP161 |
| Component(-) | UnderlyingPaymentScheduleRateSourceGrp | RtSrc | Added EP161 |
| Repeating Group 40704 | NoUnderlyingPaymentScheduleRateSources | Added EP161 |
| 40705 | UnderlyingPaymentScheduleRateSource | Src | Required if NoUnderlyingPaymentScheduleRates(40704) > 0. | Added EP161 | |
| 40706 | UnderlyingPaymentScheduleRateSourceType | Typ | Required if NoUnderlyingPaymentScheduleRates(40704) > 0. | Added EP161 Updated EP169 | |
| 40707 | UnderlyingPaymentScheduleReferencePage | RefPg | Conditionally required when UnderlyingPaymentScheduleRateSource(40705) = 99 (Other). | Added EP161 |
| end Repeating Group |
| end Component |
| 40686 | UnderlyingPaymentScheduleFixingDateUnadjusted | FixngDtUnadj | Added EP161 | ||
| 40687 | UnderlyingPaymentScheduleWeight | Wt | Added EP161 | ||
| 40688 | UnderlyingPaymentScheduleFixingDateRelativeTo | FixngReltv | Added EP161 | ||
| 40689 | UnderlyingPaymentScheduleFixingDateBusinessDayCnvtn | FixngBizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment schedule. | Added EP161 |
| Component(-) | UnderlyingPaymentScheduleFixingDateBusinessCenterGrp | FixngBizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment schedule. | Added EP161 |
| Repeating Group 40966 | NoUnderlyingPaymentScheduleFixingDateBusinessCenters | Added EP161 |
| 40690 | UnderlyingPaymentScheduleFixingDateBusinessCenter | Ctr | Required if NoUnderlyingPaymentScheduleFixingDateBusinessCenters(40966) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40691 | UnderlyingPaymentScheduleFixingDateOffsetPeriod | FixngPeriod | Conditionally required when UnderlyingPaymentScheduleFixingDateOffsetUnit(40692) is specified. | Added EP161 | |
| 40692 | UnderlyingPaymentScheduleFixingDateOffsetUnit | FixngUnit | Conditionally required when UnderlyingPaymentScheduleFixingDateOffsetPeriod(40691) is specified. | Added EP161 | |
| 40693 | UnderlyingPaymentScheduleFixingDateOffsetDayType | FixngDayTyp | Added EP161 | ||
| 41891 | UnderlyingPaymentScheduleFixingDayDistribution | FixngDayDistrib | Added EP169 | ||
| 41892 | UnderlyingPaymentScheduleFixingDayCount | FixngDayCnt | Added EP169 | ||
| 40694 | UnderlyingPaymentScheduleFixingDateAdjusted | FixngDt | Added EP161 |
| Component(-) | UnderlyingPaymentScheduleFixingDayGrp | FixngDay | Added EP169 |
| Repeating Group 41878 | NoUnderlyingPaymentScheduleFixingDays | Added EP169 |
| 41879 | UnderlyingPaymentScheduleFixingDayOfWeek | DayOfWk | Required if NoUnderlyingPaymentScheduleFixingDays(41878) > 0. | Added EP169 | |
| 41880 | UnderlyingPaymentScheduleFixingDayNumber | DayNum | Added EP169 |
| end Repeating Group |
| end Component |
| 41893 | UnderlyingPaymentScheduleFixingLagPeriod | FixngLagPeriod | Conditionally required when UnderlyingPaymentScheduleFixingLagUnit(41894) is specified. | Added EP169 | |
| 41894 | UnderlyingPaymentScheduleFixingLagUnit | FixngLagUnit | Conditionally required when UnderlyingPaymentScheduleFixingLagPeriod(41893) is specified. | Added EP169 | |
| 41895 | UnderlyingPaymentScheduleFixingFirstObservationDateOffsetPeriod | FixngFirstObsvtnPeriod | Conditionally required when UnderlyingPaymentScheduleFixingFirstObservationDateOffsetUnit(41896) is specified. | Added EP169 Updated EP208 | |
| 41896 | UnderlyingPaymentScheduleFixingFirstObservationDateOffsetUnit | FixngFirstObsvtnUnit | Conditionally required when UnderlyingPaymentScheduleFixingFirstObservationDateOffsetPeriod(41895) is specified. | Added EP169 Updated EP208 | |
| 40695 | UnderlyingPaymentScheduleFixingTime | FixngTm | Added EP161 | ||
| 40696 | UnderlyingPaymentScheduleFixingTimeBusinessCenter | FixngTmBizCtr | Added EP161 | ||
| 40697 | UnderlyingPaymentScheduleInterimExchangePaymentDateRelativeTo | IntrmExchDtReltv | Added EP161 | ||
| 40698 | UnderlyingPaymentScheduleInterimExchangeDatesBizDayConvention | IntrmExchDtBizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment schedule. | Added EP161 |
| Component(-) | UnderlyingPaymentScheduleInterimExchangeDateBusinessCenterGrp | IntrmExchDtBizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment schedule. | Added EP161 |
| Repeating Group 40967 | NoUnderlyingPaymentScheduleInterimExchangeDateBusinessCenters | Added EP161 |
| 40699 | UnderlyingPaymentScheduleInterimExchangeDatesBusinessCenter | Ctr | Required if NoUnderlyingPaymentScheduleInterimExchangeDateBusinessCenters(40967) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40700 | UnderlyingPaymentScheduleInterimExchangeDatesOffsetPeriod | IntrmExchDtPeriod | Conditionally required when UnderlyingPaymentScheduleInterimExchangeDatesOffsetUnit(40701) is specified. | Added EP161 | |
| 40701 | UnderlyingPaymentScheduleInterimExchangeDatesOffsetUnit | IntrmExchDtUnit | Conditionally required when UnderlyingPaymentScheduleInterimExchangeDatesOffsetPeriod(40700) is specified. | Added EP161 | |
| 40702 | UnderlyingPaymentScheduleInterimExchangeDatesOffsetDayType | IntrmExchDayTyp | Added EP161 | ||
| 40703 | UnderlyingPaymentScheduleInterimExchangeDateAdjusted | IntrmExchDt | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingPaymentStubGrp | PmtStub | Added EP161 |
| Repeating Group 40708 | NoUnderlyingPaymentStubs | Added EP161 |
| 40709 | UnderlyingPaymentStubType | Typ | Required if NoUnderlyingPaymentStubs(40708) > 0. | Added EP161 | |
| 40710 | UnderlyingPaymentStubLength | Lngth | Added EP161 |
| Component(-) | UnderlyingPaymentStubStartDate | StartDt | Added EP208 |
| 42993 | UnderlyingPaymentStubStartDateUnadjusted | DtUnadj | Added EP208 | ||
| 42994 | UnderlyingPaymentStubStartDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this payment stub instance. | Added EP208 |
| Component(-) | UnderlyingPaymentStubStartDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this payment stub instance. | Added EP208 |
| Repeating Group 43000 | NoUnderlyingPaymentStubStartDateBusinessCenters | Added EP208 |
| 43001 | UnderlyingPaymentStubStartDateBusinessCenter | Ctr | Required if NoUnderlyingPaymentStubStartDateBusinessCenters(43000) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42995 | UnderlyingPaymentStubStartDateRelativeTo | Reltv | Added EP208 | ||
| 42996 | UnderlyingPaymentStubStartDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingPaymentStubStartDateOffsetUnit(42997) is specified. | Added EP208 | |
| 42997 | UnderlyingPaymentStubStartDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingPaymentStubStartDateOffsetPeriod(42996) is specified. | Added EP208 | |
| 42998 | UnderlyingPaymentStubStartDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42999 | UnderlyingPaymentStubStartDateAdjusted | Dt | Added EP208 |
| end Component |
| Component(-) | UnderlyingPaymentStubEndDate | EndDt | Added EP208 |