FIX.Latest_EP273 Component

UnderlyingPaymentStreamFloatingRate

<Float>

UnderlyingPaymentStreamFloatingRate is a subcomponent of the UnderlyingPaymentStream component used to report the floating rate attributes of the stream.

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Pedigree Added EP161 Updated EP271

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Field or ComponentField NameAbbr NameReq'dCommentsPedigree
40620UnderlyingPaymentStreamRateIndexNdx Added EP161
40621UnderlyingPaymentStreamRateIndexSourceNdxSrc Added EP161
43092UnderlyingPaymentStreamRateIndexIDNdxID Conditionally required when UnderlyingPaymentStreamRateIndexIDSource(43093) is specified.Added EP235
43093UnderlyingPaymentStreamRateIndexIDSourceNdxIDSrc Conditionally required when UnderlyingPaymentStreamRateIndexID(43092) is specified.Added EP235
40622UnderlyingPaymentStreamRateIndexCurveUnitNdxUnit Conditionally required when UnderlyingPaymentStreamRateIndexCurvePeriod(40623) is specified.Added EP161
40623UnderlyingPaymentStreamRateIndexCurvePeriodNdxPeriod Conditionally required when UnderlyingPaymentStreamRateIndexCurveUnit(40622) is specified.Added EP161
43120UnderlyingPaymentStreamRateIndex2Ndx2 Added EP271
43121UnderlyingPaymentStreamRateIndex2SourceNdx2Src Added EP271
43122UnderlyingPaymentStreamRateIndex2IDNdx2ID Conditionally required when UnderlyingPaymentStreamRateIndex2IDSource(43123) is specified.Added EP271
43123UnderlyingPaymentStreamRateIndex2IDSourceNdx2IDSrc Conditionally required when UnderlyingPaymentStreamRateIndex2ID(43122) is specified.Added EP271
41911UnderlyingPaymentStreamRateIndex2CurveUnitNdx2Unit Conditionally required when UnderlyingPaymentStreamRateIndex2CurvePeriod(41912) is specified.Added EP169 Updated EP271
41912UnderlyingPaymentStreamRateIndex2CurvePeriodNdx2Period Conditionally required when UnderlyingPaymentStreamRateIndex2CurveUnit(41911) is specified.Added EP169 Updated EP271
41913UnderlyingPaymentStreamRateIndexLocationNdxLctn Added EP169
41914UnderlyingPaymentStreamRateIndexLevelNdxLvl Added EP169
41915UnderlyingPaymentStreamRateIndexUnitOfMeasureNdxUOM Added EP169
41916UnderlyingPaymentStreamSettlLevelSettlLvl Added EP169
41917UnderlyingPaymentStreamReferenceLevelRefLvl Added EP169
41918UnderlyingPaymentStreamReferenceLevelUnitOfMeasureRefUOM Added EP169
41919UnderlyingPaymentStreamReferenceLevelEqualsZeroIndicatorRefLvlZero Added EP169
40624UnderlyingPaymentStreamRateMultiplierRtMult Added EP161
40625UnderlyingPaymentStreamRateSpreadSpread Added EP161
41920UnderlyingPaymentStreamRateSpreadCurrencySpreadCcy Added EP169
41921UnderlyingPaymentStreamRateSpreadUnitOfMeasureSpreadUOM Added EP169
41922UnderlyingPaymentStreamRateConversionFactorRtFctr Added EP169
41923UnderlyingPaymentStreamRateSpreadTypeSpreadTyp Added EP169
40626UnderlyingPaymentStreamRateSpreadPositionTypeSpreadPosTyp Added EP161
40627UnderlyingPaymentStreamRateTreatmentRtTrtmt Added EP161
40628UnderlyingPaymentStreamCapRateCapRt Added EP161
40629UnderlyingPaymentStreamCapRateBuySideCapRtBuy Added EP161
40630UnderlyingPaymentStreamCapRateSellSideCapRtSell Added EP161
40631UnderlyingPaymentStreamFloorRateFlrRt Added EP161
40632UnderlyingPaymentStreamFloorRateBuySideFlrRtBuy Added EP161
40633UnderlyingPaymentStreamFloorRateSellSideFlrRtSell Added EP161
40634UnderlyingPaymentStreamInitialRateInitRt Added EP161
41924UnderlyingPaymentStreamLastResetRateLastResetRt Added EP169
41925UnderlyingPaymentStreamFinalRateFnlRt Added EP169
40635UnderlyingPaymentStreamFinalRateRoundingDirectionFnlRtRndDirctn Added EP161
40636UnderlyingPaymentStreamFinalRatePrecisionFnlRtPrcsn Added EP161
40637UnderlyingPaymentStreamAveragingMethodAvgngMeth Added EP161
40638UnderlyingPaymentStreamNegativeRateTreatmentNegtvRtTrtmt Added EP161
41926UnderlyingPaymentStreamCalculationLagPeriodCalcLagPeriod Conditionally required when UnderlyingPaymentStreamCalculationLagUnit(41927) is specified.Added EP169
41927UnderlyingPaymentStreamCalculationLagUnitCalcLagUnit Conditionally required when UnderlyingPaymentStreamCalculationLagPeriod(41926) is specified.Added EP169
42958UnderlyingPaymentStreamFirstObservationDateUnadjustedFirstObsvtnDtUnadj Added EP208
42959UnderlyingPaymentStreamFirstObservationDateRelativeToFirstObsvtnReltv Added EP208
42960UnderlyingPaymentStreamFirstObservationDateOffsetDayTypeFirstObsvtnOfstDayTyp Added EP208
41928UnderlyingPaymentStreamFirstObservationDateOffsetPeriodFirstObsvtnOfstPeriod Conditionally required when UnderlyingPaymentStreamFirstObservationOffsetUnit(41929) is specified.Added EP169
41929UnderlyingPaymentStreamFirstObservationDateOffsetUnitFirstObsvtnOfstUnit Conditionally required when UnderlyingPaymentStreamFirstObservationOffsetPeriod(41928) is specified.Added EP169
42961UnderlyingPaymentStreamFirstObservationDateAdjustedFirstObsvtnDt Added EP208
41930UnderlyingPaymentStreamPricingDayTypePxngDayTyp Added EP169
41931UnderlyingPaymentStreamPricingDayDistributionPxngDayDistrib Added EP169
41932UnderlyingPaymentStreamPricingDayCountPxngDayCnt Added EP169
41933UnderlyingPaymentStreamPricingBusinessCalendarPxngClndr Added EP169
41934UnderlyingPaymentStreamPricingBusinessDayConventionPxngBizDayCnvtn 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
ComponentUnderlyingPaymentStreamPricingBusinessCenterGrpPxngBizCtr Added EP169
ComponentUnderlyingPaymentStreamPricingDayGrpPxngDay Added EP169
ComponentUnderlyingPaymentStreamPricingDateGrpPxngDt Added EP169
40639UnderlyingPaymentStreamInflationLagPeriodLagPeriod Conditionally required when UnderlyingPaymentStreamInflationLagUnit(40640) is specified.Added EP161
40640UnderlyingPaymentStreamInflationLagUnitLagUnit Conditionally required when UnderlyingPaymentStreamInflationLagPeriod(40639) is specified.Added EP161
40641UnderlyingPaymentStreamInflationLagDayTypeLagDayTyp Added EP161
40642UnderlyingPaymentStreamInflationInterpolationMethodIntrpltnMeth Added EP161
40643UnderlyingPaymentStreamInflationIndexSourceInfltnNdxSrc Added EP161
40644UnderlyingPaymentStreamInflationPublicationSourcePublctnSrc Added EP161
40645UnderlyingPaymentStreamInflationInitialIndexLevelInitLvl Added EP161
40646UnderlyingPaymentStreamInflationFallbackBondApplicableFallbckBond Added EP161
40647UnderlyingPaymentStreamFRADiscountingFRADisc Added EP161
42962UnderlyingPaymentStreamUnderlierRefIDUndlrRefID Added EP208
ComponentUnderlyingPaymentStreamFormulaFrmla Added EP208
ComponentUnderlyingDividendConditionsDividendConds Added EP208
42963UnderlyingReturnRateNotionalResetRtnRtNotlReset Added EP208
ComponentUnderlyingReturnRateGrpRtnRt Added EP208
42964UnderlyingPaymentStreamLinkInitialLevelLinkInitLvl Added EP208
42965UnderlyingPaymentStreamLinkClosingLevelIndicatorLinkClsngLvl Added EP208
42966UnderlyingPaymentStreamLinkExpiringLevelIndicatorLinkExpngLvl Added EP208
42967UnderlyingPaymentStreamLinkEstimatedTradingDaysLinkEstTrdgDays Added EP208
42968UnderlyingPaymentStreamLinkStrikePriceLinkStrkPx Added EP208
42969UnderlyingPaymentStreamLinkStrikePriceTypeLinkStrkPxTyp Added EP208
42970UnderlyingPaymentStreamLinkMaximumBoundaryLinkMaxBndry Added EP208
42971UnderlyingPaymentStreamLinkMinimumBoundaryLinkMinBndry Added EP208
42972UnderlyingPaymentStreamLinkNumberOfDataSeriesLinkNumDataSeries Added EP208
42973UnderlyingPaymentStreamVarianceUnadjustedCapVarncCap Added EP208
42974UnderlyingPaymentStreamRealizedVarianceMethodRlzdVarncMeth Added EP208
42975UnderlyingPaymentStreamDaysAdjustmentIndicatorDaysAdjmt Added EP208
42976UnderlyingPaymentStreamNearestExchangeContractRefIDExchCtrctRefID Added EP208
42977UnderlyingPaymentStreamVegaNotionalAmountVegaNotlAmt Added EP208


Used in components:
[UnderlyingPaymentStream]