FIX.Latest_EP272 Component

LegPaymentStreamCompoundingFloatingRate

<CmpndgFloat>

LegPaymentStreamCompoundingFloatingRate is a subcomponent of the LegPaymentStream component used to report the parameters for determining the compounding floating rate of the stream.


Pedigree Added EP208

Expand Components | Collapse Components

Field or ComponentField NameAbbr NameReq'dCommentsPedigree
42427LegPaymentStreamCompoundingRateIndexNdx Added EP208
42428LegPaymentStreamCompoundingRateIndexCurvePeriodNdxPeriod Conditionally required if LegPaymentStreamCompoundingRateIndexCurveUnit(42429) is specified.Added EP208
42429LegPaymentStreamCompoundingRateIndexCurveUnitNdxUnit Conditionally required if LegPaymentStreamCompoundingRateIndexCurvePeriod(42428) is specified.Added EP208
42430LegPaymentStreamCompoundingRateMultiplierRtMult Added EP208
42431LegPaymentStreamCompoundingRateSpreadSpread Added EP208
42432LegPaymentStreamCompoundingRateSpreadPositionTypeSpreadPosTyp Added EP208
42433LegPaymentStreamCompoundingRateTreatmentRtTrtmt Added EP208
42434LegPaymentStreamCompoundingCapRateCapRt Added EP208
42435LegPaymentStreamCompoundingCapRateBuySideCapRtBuy Added EP208
42436LegPaymentStreamCompoundingCapRateSellSideCapRtSell Added EP208
42437LegPaymentStreamCompoundingFloorRateFlrRt Added EP208
42438LegPaymentStreamCompoundingFloorRateBuySideFlrRtBuy Added EP208
42439LegPaymentStreamCompoundingFloorRateSellSideFlrRtSell Added EP208
42440LegPaymentStreamCompoundingInitialRateInitRt Added EP208
42441LegPaymentStreamCompoundingFinalRateRoundingDirectionFnlRtRndDirctn Added EP208
42442LegPaymentStreamCompoundingFinalRatePrecisionFnlRtPrcsn Added EP208
42443LegPaymentStreamCompoundingAveragingMethodAvgngMeth Added EP208
42444LegPaymentStreamCompoundingNegativeRateTreatmentNegtvRtTrtmt Added EP208


Used in components:
[LegPaymentStream]