FIX.Latest_EP269 Component

PaymentStreamFloatingRate

<Float>

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

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Pedigree Added EP161 Updated EP169

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Field or ComponentField NameAbbr NameReq'dCommentsPedigree
40789PaymentStreamRateIndexNdx Added EP161
40790PaymentStreamRateIndexSourceNdxSrc Added EP161
43090PaymentStreamRateIndexIDNdxID Conditionally required when PaymentStreamRateIndexIDSource(43091) is specified.Added EP235
43091PaymentStreamRateIndexIDSourceNdxIDSrc Conditionally required when PaymentStreamRateIndexID(43090) is specified.Added EP235
40791PaymentStreamRateIndexCurveUnitNdxUnit Conditionally required when PaymentStreamRateIndexCurvePeriod(40792) is specified.Added EP161
40792PaymentStreamRateIndexCurvePeriodNdxPeriod Conditionally required when PaymentStreamRateIndexCurveUnit(40791) is specified.Added EP161
41194PaymentStreamRateIndex2CurvePeriodNdx2Period Conditionally required when PaymentStreamRateIndexCurveUnit2(41195) is specified.Added EP169
41195PaymentStreamRateIndex2CurveUnitNdx2Unit Conditionally required when PaymentStreamRateIndexCurvePeriod2(41194) is specified.Added EP169
41196PaymentStreamRateIndexLocationNdxLctn Added EP169
41197PaymentStreamRateIndexLevelNdxLvl Added EP169
41198PaymentStreamRateIndexUnitOfMeasureNdxUOM Added EP169
41199PaymentStreamSettlLevelSettlLvl Added EP169
41200PaymentStreamReferenceLevelRefLvl Added EP169
41201PaymentStreamReferenceLevelUnitOfMeasureRefUOM Added EP169
41202PaymentStreamReferenceLevelEqualsZeroIndicatorRefLvlZero Added EP169
40793PaymentStreamRateMultiplierRtMult Added EP161
40794PaymentStreamRateSpreadSpread Added EP161
41203PaymentStreamRateSpreadCurrencySpreadCcy Added EP169
41204PaymentStreamRateSpreadUnitOfMeasureSpreadUOM Added EP169
41205PaymentStreamRateConversionFactorRtFctr Added EP169
41206PaymentStreamRateSpreadTypeSpreadTyp Added EP169
40795PaymentStreamRateSpreadPositionTypeSpreadPosTyp Added EP161
40796PaymentStreamRateTreatmentRtTrtmt Added EP161
40797PaymentStreamCapRateCapRt Added EP161
40798PaymentStreamCapRateBuySideCapRtBuy Added EP161
40799PaymentStreamCapRateSellSideCapRtSell Added EP161
40800PaymentStreamFloorRateFlrRt Added EP161
40801PaymentStreamFloorRateBuySideFlrRtBuy Added EP161
40802PaymentStreamFloorRateSellSideFlrRtSell Added EP161
40803PaymentStreamInitialRateInitRt Added EP161
41207PaymentStreamLastResetRateLastResetRt Added EP169
41208PaymentStreamFinalRateFnlRt Added EP169
40804PaymentStreamFinalRateRoundingDirectionFnlRtRndDirctn Added EP161
40805PaymentStreamFinalRatePrecisionFnlRtPrcsn Added EP161
40806PaymentStreamAveragingMethodAvgngMeth Added EP161
40807PaymentStreamNegativeRateTreatmentNegtvRtTrtmt Added EP161
41209PaymentStreamCalculationLagPeriodCalcLagPeriod Conditionally required when PaymentStreamCalculationLagUnit(41210) is specified.Added EP169
41210PaymentStreamCalculationLagUnitCalcLagUnit Conditionally required when PaymentStreamCalculationLagPeriod(41209) is specified.Added EP169
42663PaymentStreamFirstObservationDateUnadjustedFirstObsvtnDtUnadj Added EP208
42664PaymentStreamFirstObservationDateRelativeToFirstObsvtnReltv Added EP208
42665PaymentStreamFirstObservationDateOffsetDayTypeFirstObsvtnOfstDayTyp Added EP208
41211PaymentStreamFirstObservationDateOffsetPeriodFirstObsvtnOfstPeriod Conditionally required when PaymentStreamFirstObservationOffsetUnit(41212) is specified.Added EP169
41212PaymentStreamFirstObservationDateOffsetUnitFirstObsvtnOfstUnit Conditionally required when PaymentStreamFirstObservationOffsetPeriod(41211) is specified.Added EP169
42666PaymentStreamFirstObservationDateAdjustedFirstObsvtnDt Added EP208
41213PaymentStreamPricingDayTypePxngDayTyp Added EP169
41214PaymentStreamPricingDayDistributionPxngDayDistrib Added EP169
41215PaymentStreamPricingDayCountPxngDayCnt Added EP169
41216PaymentStreamPricingBusinessCalendarPxngClndr Added EP169
41217PaymentStreamPricingBusinessDayConventionPxngBizDayCnvtn 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
ComponentPaymentStreamPricingBusinessCenterGrpPxngBizCtr When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of pricing dates.Added EP169
ComponentPaymentStreamPricingDayGrpPxngDay Added EP169
ComponentPaymentStreamPricingDateGrpPxngDt Added EP169
40808PaymentStreamInflationLagPeriodLagPeriod Conditionally required when PaymentStreamInflationLagUnit(40809) is specified.Added EP161
40809PaymentStreamInflationLagUnitLagUnit Conditionally required when PaymentStreamInflationLagPeriod(40808) is specified.Added EP161
40810PaymentStreamInflationLagDayTypeLagDayTyp Added EP161
40811PaymentStreamInflationInterpolationMethodIntrpltnMeth Added EP161
40812PaymentStreamInflationIndexSourceInfltnNdxSrc Added EP161
40813PaymentStreamInflationPublicationSourcePublctnSrc Added EP161
40814PaymentStreamInflationInitialIndexLevelInitLvl Added EP161
40815PaymentStreamInflationFallbackBondApplicableFallbckBond Added EP161
40816PaymentStreamFRADiscountingFRADisc Added EP161
42667PaymentStreamUnderlierRefIDUndlrRefID Added EP208
ComponentPaymentStreamFormulaFrmla Added EP208
ComponentDividendConditionsDividendConds Added EP208
42668ReturnRateNotionalResetRtnRtNotlReset Added EP208
ComponentReturnRateGrpRtnRt Added EP208
42669PaymentStreamLinkInitialLevelLinkInitLvl Added EP208
42670PaymentStreamLinkClosingLevelIndicatorLinkClsngLvl Added EP208
42671PaymentStreamLinkExpiringLevelIndicatorLinkExpngLvl Added EP208
42672PaymentStreamLinkEstimatedTradingDaysLinkEstTrdgDays Added EP208
42673PaymentStreamLinkStrikePriceLinkStrkPx Added EP208
42674PaymentStreamLinkStrikePriceTypeLinkStrkPxTyp Added EP208
42675PaymentStreamLinkMaximumBoundaryLinkMaxBndry Added EP208
42676PaymentStreamLinkMinimumBoundaryLinkMinBndry Added EP208
42677PaymentStreamLinkNumberOfDataSeriesLinkNumDataSeries Added EP208
42678PaymentStreamVarianceUnadjustedCapVarncCap Added EP208
42679PaymentStreamRealizedVarianceMethodRlzdVarncMeth Added EP208
42680PaymentStreamDaysAdjustmentIndicatorDaysAdjmt Added EP208
42681PaymentStreamNearestExchangeContractRefIDExchCtrctRefID Added EP208
42682PaymentStreamVegaNotionalAmountVegaNotlAmt Added EP208


Used in components:
[PaymentStream]