Component PaymentStreamFloatingRate

PaymentStreamFloatingRate is a subcomponent of the PaymentStream component used to report the floating rate attributes of the stream.

	Field or Component	Field Name	Abbr Name	Req'd	Comments	Pedigree

Repeating Group 41192

NoPaymentStreamPricingBusinessCenters

Added EP169

41193

PaymentStreamPricingBusinessCenter

Ctr

Required if NoPaymentStreamPricingBusinessCenters(41192) > 0.

Added EP169

end Repeating Group

end Component

Repeating Group 41227

NoPaymentStreamPricingDays

Added EP169

	41228	PaymentStreamPricingDayOfWeek	DayOfWk		Required if NoPaymentStreamPricingDays(41227) > 0.	Added EP169
	41229	PaymentStreamPricingDayNumber	DayNum			Added EP169

end Repeating Group

end Component

Repeating Group 41224

NoPaymentStreamPricingDates

Added EP169

	41225	PaymentStreamPricingDate	Dt		Required if NoPaymentStreamPricingDates(41224) > 0.	Added EP169
	41226	PaymentStreamPricingDateType	Typ		When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.	Added EP169

end Repeating Group

end Component

42686	PaymentStreamFormulaCurrency	Ccy	Added EP208
42687	PaymentStreamFormulaCurrencyDeterminationMethod	CcyDtrmnMeth	Added EP208
42688	PaymentStreamFormulaReferenceAmount	RefAmt	Added EP208

Component(-)

PaymentStreamFormulaMathGrp

Math

Added EP208

Repeating Group 42683

NoPaymentStreamFormulas

Added EP208

43109	PaymentStreamFormulaLength	FrmlaLen	Required if NoPaymentStreamFormulas(42683) > 0.	Added EP259
42684	PaymentStreamFormula	Frmla	Required if NoPaymentStreamFormulas(42683) > 0.	Added EP208
42685	PaymentStreamFormulaDesc	Desc		Added EP208

end Repeating Group

end Component

Component

PaymentStreamFormulaImage

Img

Added EP208

end Component

42245	DividendReinvestmentIndicator	RnvstmntInd	Added EP208
42246	DividendEntitlementEvent	EntlmntEvnt	Added EP208
42247	DividendAmountType	AmtTyp	Added EP208
42248	DividendUnderlierRefID	UndlrRefID	Added EP208

Component

DividendPeriodGrp

Period

Added EP208

42249	ExtraordinaryDividendPartySide	ExtrordSide	Added EP208
42250	ExtraordinaryDividendAmountType	ExtrordAmtTyp	Added EP208
42251	ExtraordinaryDividendCurrency	ExtrordCcy	Added EP208
42252	ExtraordinaryDividendDeterminationMethod	ExtrordDtrmnMeth	Added EP208

Component

DividendFXTriggerDate

FXTrgrDt

Added EP208

Component

DividendAccrualFloatingRate

AcrlFloat

Added EP208

42253

DividendAccrualFixedRate

AcrlFixedRt

Added EP208

Component

DividendAccrualPaymentDate

AcrlPmtDt

Added EP208

42254	DividendCompoundingMethod	CmpndgMeth	Added EP208
42255	DividendNumOfIndexUnits	NumNdxUnits	Added EP208
42256	DividendCashPercentage	CshPctage	Added EP208
42257	DividendCashEquivalentPercentage	CshEqvlntPctage	Added EP208
42258	NonCashDividendTreatment	NonCshTrtmt	Added EP208
42259	DividendComposition	Cmpstn	Added EP208
42260	SpecialDividendsIndicator	SpeclDividendInd	Added EP208
42261	MaterialDividendsIndicator	MtrlDividendInd	Added EP208
42262	OptionsExchangeDividendsIndicator	ExchDividendInd	Added EP208
42263	AdditionalDividendsIndicator	AddtnlDividendInd	Added EP208
42264	AllDividendsIndicator	AllDividendInd	Added EP208

end Component

Repeating Group 42735

NoReturnRates

Added EP208

42736	ReturnRatePriceSequence	PxSeq	Required if NoReturnRates(42735) > 0.	Added EP208
42737	ReturnRateCommissionBasis	CommBasis		Added EP208
42738	ReturnRateCommissionAmount	CommAmt		Added EP208
42739	ReturnRateCommissionCurrency	CommCcy	If not specified, this is defaulted to the reporting currency.	Added EP208
42740	ReturnRateTotalCommissionPerTrade	TotCommPerTrd		Added EP208
42741	ReturnRateDeterminationMethod	DtrmnMeth		Added EP208

Component

ReturnRatePriceGrp

Added EP208

Component

ReturnRateFXConversionGrp

FxCnvrsn

Added EP208

42742	ReturnRateAmountRelativeTo	AmtReltv		Added EP208
42743	ReturnRateQuoteMeasureType	QteTyp		Added EP208
42744	ReturnRateQuoteUnits	QteUnit		Added EP208
42745	ReturnRateQuoteMethod	QteMeth		Added EP208
42746	ReturnRateQuoteCurrency	QteCcy		Added EP208
42747	ReturnRateQuoteCurrencyType	QteCcyTyp		Added EP208
42748	ReturnRateQuoteTimeType	QteTmTyp	Mutually exclusive with ReturnRateQuoteTime(42749).	Added EP208
42749	ReturnRateQuoteTime	QteTm	Mutually exclusive with ReturnRateQuoteTimeType(42748).	Added EP208
42750	ReturnRateQuoteDate	QteDt		Added EP208
42751	ReturnRateQuoteExpirationTime	QteExpTm		Added EP208
42752	ReturnRateQuoteBusinessCenter	QteBizCtr		Added EP208
42753	ReturnRateQuoteExchange	QteExch		Added EP208

Component

ReturnRateInformationSourceGrp

InfoSrc

Added EP208

	42754	ReturnRateQuotePricingModel	QteModel			Added EP208
	42755	ReturnRateCashFlowType	CshFlow			Added EP208

Component

ReturnRateDateGrp

Added EP208

42756	ReturnRateValuationTimeType	ValTmTyp	Mutually exclusive with ReturnRateValuationTime(42757).	Added EP208
42757	ReturnRateValuationTime	ValTm	Mutually exclusive with ReturnRateValuationTimeType(42756).	Added EP208
42758	ReturnRateValuationTimeBusinessCenter	ValTmBizCtr		Added EP208
42759	ReturnRateValuationPriceOption	ValPxOpt		Added EP208
42760	ReturnRateFinalPriceFallback	FnlPxFallbck		Added EP208

end Repeating Group

end Component

40789	PaymentStreamRateIndex	Ndx		Added EP161
40790	PaymentStreamRateIndexSource	NdxSrc		Added EP161
43090	PaymentStreamRateIndexID	NdxID	Conditionally required when PaymentStreamRateIndexIDSource(43091) is specified.	Added EP235
43091	PaymentStreamRateIndexIDSource	NdxIDSrc	Conditionally required when PaymentStreamRateIndexID(43090) is specified.	Added EP235
40791	PaymentStreamRateIndexCurveUnit	NdxUnit	Conditionally required when PaymentStreamRateIndexCurvePeriod(40792) is specified.	Added EP161
40792	PaymentStreamRateIndexCurvePeriod	NdxPeriod	Conditionally required when PaymentStreamRateIndexCurveUnit(40791) is specified.	Added EP161
43112	PaymentStreamRateIndex2	Ndx2		Added EP271
43113	PaymentStreamRateIndex2Source	Ndx2Src		Added EP271
43114	PaymentStreamRateIndex2ID	Ndx2ID	Conditionally required when PaymentStreamRateIndex2IDSource(43115) is specified.	Added EP271
43115	PaymentStreamRateIndex2IDSource	Ndx2IDSrc	Conditionally required when PaymentStreamRateIndex2ID(43114) is specified.	Added EP271
41194	PaymentStreamRateIndex2CurvePeriod	Ndx2Period	Conditionally required when PaymentStreamRateIndex2CurveUnit(41195) is specified.	Added EP169 Updated EP271
41195	PaymentStreamRateIndex2CurveUnit	Ndx2Unit	Conditionally required when PaymentStreamRateIndex2CurvePeriod(41194) is specified.	Added EP169 Updated EP271
41196	PaymentStreamRateIndexLocation	NdxLctn		Added EP169
41197	PaymentStreamRateIndexLevel	NdxLvl		Added EP169
41198	PaymentStreamRateIndexUnitOfMeasure	NdxUOM		Added EP169
41199	PaymentStreamSettlLevel	SettlLvl		Added EP169
41200	PaymentStreamReferenceLevel	RefLvl		Added EP169
41201	PaymentStreamReferenceLevelUnitOfMeasure	RefUOM		Added EP169
41202	PaymentStreamReferenceLevelEqualsZeroIndicator	RefLvlZero		Added EP169
40793	PaymentStreamRateMultiplier	RtMult		Added EP161
40794	PaymentStreamRateSpread	Spread		Added EP161
41203	PaymentStreamRateSpreadCurrency	SpreadCcy		Added EP169
41204	PaymentStreamRateSpreadUnitOfMeasure	SpreadUOM		Added EP169
41205	PaymentStreamRateConversionFactor	RtFctr		Added EP169
41206	PaymentStreamRateSpreadType	SpreadTyp		Added EP169
40795	PaymentStreamRateSpreadPositionType	SpreadPosTyp		Added EP161
40796	PaymentStreamRateTreatment	RtTrtmt		Added EP161
40797	PaymentStreamCapRate	CapRt		Added EP161
40798	PaymentStreamCapRateBuySide	CapRtBuy		Added EP161
40799	PaymentStreamCapRateSellSide	CapRtSell		Added EP161
40800	PaymentStreamFloorRate	FlrRt		Added EP161
40801	PaymentStreamFloorRateBuySide	FlrRtBuy		Added EP161
40802	PaymentStreamFloorRateSellSide	FlrRtSell		Added EP161
40803	PaymentStreamInitialRate	InitRt		Added EP161
41207	PaymentStreamLastResetRate	LastResetRt		Added EP169
41208	PaymentStreamFinalRate	FnlRt		Added EP169
40804	PaymentStreamFinalRateRoundingDirection	FnlRtRndDirctn		Added EP161
40805	PaymentStreamFinalRatePrecision	FnlRtPrcsn		Added EP161
40806	PaymentStreamAveragingMethod	AvgngMeth		Added EP161
40807	PaymentStreamNegativeRateTreatment	NegtvRtTrtmt		Added EP161
41209	PaymentStreamCalculationLagPeriod	CalcLagPeriod	Conditionally required when PaymentStreamCalculationLagUnit(41210) is specified.	Added EP169
41210	PaymentStreamCalculationLagUnit	CalcLagUnit	Conditionally required when PaymentStreamCalculationLagPeriod(41209) is specified.	Added EP169
42663	PaymentStreamFirstObservationDateUnadjusted	FirstObsvtnDtUnadj		Added EP208
42664	PaymentStreamFirstObservationDateRelativeTo	FirstObsvtnReltv		Added EP208
42665	PaymentStreamFirstObservationDateOffsetDayType	FirstObsvtnOfstDayTyp		Added EP208
41211	PaymentStreamFirstObservationDateOffsetPeriod	FirstObsvtnOfstPeriod	Conditionally required when PaymentStreamFirstObservationOffsetUnit(41212) is specified.	Added EP169
41212	PaymentStreamFirstObservationDateOffsetUnit	FirstObsvtnOfstUnit	Conditionally required when PaymentStreamFirstObservationOffsetPeriod(41211) is specified.	Added EP169
42666	PaymentStreamFirstObservationDateAdjusted	FirstObsvtnDt		Added EP208
41213	PaymentStreamPricingDayType	PxngDayTyp		Added EP169
41214	PaymentStreamPricingDayDistribution	PxngDayDistrib		Added EP169
41215	PaymentStreamPricingDayCount	PxngDayCnt		Added EP169
41216	PaymentStreamPricingBusinessCalendar	PxngClndr		Added EP169
41217	PaymentStreamPricingBusinessDayConvention	PxngBizDayCnvtn	When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of pricing dates.	Added EP169

40808	PaymentStreamInflationLagPeriod	LagPeriod	Conditionally required when PaymentStreamInflationLagUnit(40809) is specified.	Added EP161
40809	PaymentStreamInflationLagUnit	LagUnit	Conditionally required when PaymentStreamInflationLagPeriod(40808) is specified.	Added EP161
40810	PaymentStreamInflationLagDayType	LagDayTyp		Added EP161
40811	PaymentStreamInflationInterpolationMethod	IntrpltnMeth		Added EP161
40812	PaymentStreamInflationIndexSource	InfltnNdxSrc		Added EP161
40813	PaymentStreamInflationPublicationSource	PublctnSrc		Added EP161
40814	PaymentStreamInflationInitialIndexLevel	InitLvl		Added EP161
40815	PaymentStreamInflationFallbackBondApplicable	FallbckBond		Added EP161
40816	PaymentStreamFRADiscounting	FRADisc		Added EP161
42667	PaymentStreamUnderlierRefID	UndlrRefID		Added EP208

	42652	PaymentStreamFormulaImageLength	FrmlaImgLen		Conditionally required when PaymentStreamFormulaImage(42653) is specified.	Added EP208
	42653	PaymentStreamFormulaImage	FrmlaImg		Conditionally required when PaymentStreamFormulaImageLength(42652) is specified.	Added EP208

42275	DividendPeriodSequence	Seq	Required if NoDividendPeriods(42274) > 0.	Added EP208
42276	DividendPeriodStartDateUnadjusted	StartDtUnadj		Added EP208
42277	DividendPeriodEndDateUnadjusted	EndDtUnadj		Added EP208
42278	DividendPeriodUnderlierRefID	UndlrRefID	When specified, this overrides DividendUnderlierRefID(42248). The specified value would be specific to this dividend period instance.	Added EP208
42279	DividendPeriodStrikePrice	StrkPx		Added EP208
42280	DividendPeriodBusinessDayConvention	BizDayCnvtn	When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this dividend period instance.	Added EP208

42281	DividendPeriodValuationDateUnadjusted	ValDtUnadj		Added EP208
42282	DividendPeriodValuationDateRelativeTo	ValDtReltv		Added EP208
42283	DividendPeriodValuationDateOffsetPeriod	ValDtOfstPeriod	Conditionally required when DividendPeriodValuationDateOffsetUnit(42284) is specified.	Added EP208
42284	DividendPeriodValuationDateOffsetUnit	ValDtOfstUnit	Conditionally required when DividendPeriodValuationDateOffsetPeriod(42283) is specified.	Added EP208
42285	DividendPeriodValuationDateOffsetDayType	ValDtOfstDayTyp		Added EP208
42286	DividendPeriodValuationDateAdjusted	ValDt		Added EP208
42287	DividendPeriodPaymentDateUnadjusted	PmtDtUnadj		Added EP208
42288	DividendPeriodPaymentDateRelativeTo	PmtDtReltv		Added EP208
42289	DividendPeriodPaymentDateOffsetPeriod	PmtDtOfstPeriod	Conditionally required when DividendPeriodPaymentDateOffsetUnit(42290) is specified.	Added EP208
42290	DividendPeriodPaymentDateOffsetUnit	PmtDtOfstUnit	Conditionally required when DividendPeriodPaymentDateOffsetPeriod(42289) is specified.	Added EP208
42291	DividendPeriodPaymentDateOffsetDayType	PmtDtOfstDayTyp		Added EP208
42292	DividendPeriodPaymentDateAdjusted	PmtDt		Added EP208
42293	DividendPeriodXID	XID		Added EP208

FIX.Latest_EP295 Component

PaymentStreamFloatingRate

<Float>

42265	DividendFXTriggerDateRelativeTo	Reltv		Added EP208
42266	DividendFXTriggerDateOffsetPeriod	OfstPeriod	Conditionally required when DividendFXTriggerDateOffsetUnit(42267) is specified.	Added EP208
42267	DividendFXTriggerDateOffsetUnit	OfstUnit	Conditionally required when DividendFXTriggerDateOffsetPeriod(42266) is specified.	Added EP208
42268	DividendFXTriggerDateOffsetDayType	OfstDayTyp		Added EP208
42269	DividendFXTriggerDateUnadjusted	DtUnadj		Added EP208
42270	DividendFXTriggerDateBusinessDayConvention	BizDayCnvtn	When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The value would be specific to this instance of DividendFXTriggerDate.	Added EP208

42218	DividendFloatingRateIndex	Ndx		Added EP208
42219	DividendFloatingRateIndexCurvePeriod	NdxPeriod	Conditionally required when DividendFloatingRateIndexCurveUnit(42220) is specified.	Added EP208
42220	DividendFloatingRateIndexCurveUnit	NdxUnit	Conditionally required when DividendFloatingRateIndexCurvePeriod(42219) is specified.	Added EP208
42221	DividendFloatingRateMultiplier	RtMult		Added EP208
42222	DividendFloatingRateSpread	Spread		Added EP208
42223	DividendFloatingRateSpreadPositionType	SpreadPosTyp		Added EP208
42224	DividendFloatingRateTreatment	RtTrtmt		Added EP208
42225	DividendCapRate	CapRt		Added EP208
42226	DividendCapRateBuySide	CapRtBuy		Added EP208
42227	DividendCapRateSellSide	CapRtSell		Added EP208
42228	DividendFloorRate	FlrRt		Added EP208
42229	DividendFloorRateBuySide	FlrRtBuy		Added EP208
42230	DividendFloorRateSellSide	FlrRtSell		Added EP208
42231	DividendInitialRate	InitRt		Added EP208
42232	DividendFinalRateRoundingDirection	FnlRtRndDirctn		Added EP208
42233	DividendFinalRatePrecision	FnlRtPrcsn		Added EP208
42234	DividendAveragingMethod	AvgngMeth		Added EP208
42235	DividendNegativeRateTreatment	NegtvRtTrtmt		Added EP208

42238	DividendAccrualPaymentDateRelativeTo	Reltv		Added EP208
42239	DividendAccrualPaymentDateOffsetPeriod	OfstPeriod	Conditionally required when DividendAccrualPaymentDateOffsetUnit(42240) is specified.	Added EP208
42240	DividendAccrualPaymentDateOffsetUnit	OfstUnit	Conditionally required when DividendAccrualPaymentDateOffsetPeriod(42239) is specified.	Added EP208
42241	DividendAccrualPaymentDateOffsetDayType	OfstDayTyp		Added EP208
42242	DividendAccrualPaymentDateUnadjusted	DtUnadj		Added EP208
42243	DividendAccrualPaymeentDateBusinessDayConvention	BizDayCnvtn	When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The value would be specific to this instance of DividendAccrualPaymentDate.	Added EP208

42766	ReturnRatePriceBasis	PxBasis	Required if NoReturnRatePrices(42765) > 0.	Added EP208
42767	ReturnRatePrice	Px		Added EP208
42768	ReturnRatePriceCurrency	Ccy		Added EP208
42769	ReturnRatePriceType	PxTyp		Added EP208

42732	ReturnRateFXCurrencySymbol	CcySym	Required if NoReturnRateFXConversions(42731) > 0.	Added EP208
42733	ReturnRateFXRate	FxRt	Required if NoReturnRateFXConversions(42731) > 0.	Added EP208
42734	ReturnRateFXRateCalc	FxRtCalc		Added EP208

42762	ReturnRateInformationSource	RtSrc	Required if NoReturnRateInformationSources(42761) > 0.	Added EP208
42763	ReturnRateReferencePage	RefPg		Added EP208
42764	ReturnRateReferencePageHeading	RefHdng		Added EP208

	42773	ReturnRateValuationDate	Dt		Required if NoReturnRateValuationDates(42772) > 0.	Added EP208
	42774	ReturnRateValuationDateType	Typ		When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified.	Added EP208

42711	ReturnRateValuationDateRelativeTo	Reltv		Added EP208
42712	ReturnRateValuationDateOffsetPeriod	OfstPeriod	Conditionally required when ReturnRateValuationDateOffsetUnit(42713) is specified.	Added EP208
42713	ReturnRateValuationDateOffsetUnit	OfstUnit	Conditionally required when ReturnRateValuationDateOffsetPeriod(42712) is specified.	Added EP208
42714	ReturnRateValuationDateOffsetDayType	OfstDayTyp		Added EP208
42715	ReturnRateValuationStartDateUnadjusted	StartDtUnadj		Added EP208
42716	ReturnRateValuationStartDateRelativeTo	StartDtReltv		Added EP208
42717	ReturnRateValuationStartDateOffsetPeriod	StartDtOfstPeriod	Conditionally required when ReturnRateValuationStartDateOffsetUnit(42718) is specified.	Added EP208
42718	ReturnRateValuationStartDateOffsetUnit	StartDtOfstUnit	Conditionally required when ReturnRateValuationStartDateOffsetPeriod(42717) is specified.	Added EP208
42719	ReturnRateValuationStartDateOffsetDayType	StartDtOfstDayTyp		Added EP208
42720	ReturnRateValuationStartDateAdjusted	StartDt		Added EP208
42721	ReturnRateValuationEndDateUnadjusted	EndDtUnadj		Added EP208
42722	ReturnRateValuationEndDateRelativeTo	EndDtReltv		Added EP208
42723	ReturnRateValuationEndDateOffsetPeriod	EndDtOfstPeriod	Conditionally required when ReturnRateValuationEndDateOffsetUnit(42724) is specified.	Added EP208
42724	ReturnRateValuationEndDateOffsetUnit	EndDtOfstUnit	Conditionally required when ReturnRateValuationEndDateOffsetPeriod(42723) is specified.	Added EP208
42725	ReturnRateValuationEndDateOffsetDayType	EndDtOfstDayTyp		Added EP208
42726	ReturnRateValuationEndDateAdjusted	EndDt		Added EP208
42727	ReturnRateValuationFrequencyPeriod	FreqPeriod	Conditionally required when ReturnRateValuationFrequencyUnit(42728) is specified.	Added EP208
42728	ReturnRateValuationFrequencyUnit	FreqUnit	Conditionally required when ReturnRateValuationFrequencyPeriod(42727) is specified.	Added EP208
42729	ReturnRateValuationFrequencyRollConvention	Roll	When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream return rate valuation dates.	Added EP208
42730	ReturnRateValuationDateBusinessDayConvention	BizDayCnvtn	When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to payment stream return rate valuation dates.	Added EP208

42669	PaymentStreamLinkInitialLevel	LinkInitLvl	Added EP208
42670	PaymentStreamLinkClosingLevelIndicator	LinkClsngLvl	Added EP208
42671	PaymentStreamLinkExpiringLevelIndicator	LinkExpngLvl	Added EP208
42672	PaymentStreamLinkEstimatedTradingDays	LinkEstTrdgDays	Added EP208
42673	PaymentStreamLinkStrikePrice	LinkStrkPx	Added EP208
42674	PaymentStreamLinkStrikePriceType	LinkStrkPxTyp	Added EP208
42675	PaymentStreamLinkMaximumBoundary	LinkMaxBndry	Added EP208
42676	PaymentStreamLinkMinimumBoundary	LinkMinBndry	Added EP208
42677	PaymentStreamLinkNumberOfDataSeries	LinkNumDataSeries	Added EP208
42678	PaymentStreamVarianceUnadjustedCap	VarncCap	Added EP208
42679	PaymentStreamRealizedVarianceMethod	RlzdVarncMeth	Added EP208
42680	PaymentStreamDaysAdjustmentIndicator	DaysAdjmt	Added EP208
42681	PaymentStreamNearestExchangeContractRefID	ExchCtrctRefID	Added EP208
42682	PaymentStreamVegaNotionalAmount	VegaNotlAmt	Added EP208