FIX.Latest_EP272 Component

UnderlyingPaymentStreamCompoundingFloatingRate

<CmpndgFloat>

UnderlyingPaymentStreamCompoundingFloatingRate is a subcomponent of the UnderlyingPaymentStream 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
42923UnderlyingPaymentStreamCompoundingRateIndexNdx Added EP208
42924UnderlyingPaymentStreamCompoundingRateIndexCurvePeriodNdxPeriod Conditionally required if UnderlyingPaymentStreamCompoundingRateIndexCurveUnit(42925) is specified.Added EP208
42925UnderlyingPaymentStreamCompoundingRateIndexCurveUnitNdxUnit Conditionally required if UnderlyingPaymentStreamCompoundingRateIndexCurvePeriod(42924) is specified.Added EP208
42926UnderlyingPaymentStreamCompoundingRateMultiplierRtMult Added EP208
42927UnderlyingPaymentStreamCompoundingRateSpreadSpread Added EP208
42928UnderlyingPaymentStreamCompoundingRateSpreadPositionTypeSpreadPosTyp Added EP208
42929UnderlyingPaymentStreamCompoundingRateTreatmentRtTrtmt Added EP208
42930UnderlyingPaymentStreamCompoundingCapRateCapRt Added EP208
42931UnderlyingPaymentStreamCompoundingCapRateBuySideCapRtBuy Added EP208
42932UnderlyingPaymentStreamCompoundingCapRateSellSideCapRtSell Added EP208
42933UnderlyingPaymentStreamCompoundingFloorRateFlrRt Added EP208
42934UnderlyingPaymentStreamCompoundingFloorRateBuySideFlrRtBuy Added EP208
42935UnderlyingPaymentStreamCompoundingFloorRateSellSideFlrRtSell Added EP208
42936UnderlyingPaymentStreamCompoundingInitialRateInitRt Added EP208
42937UnderlyingPaymentStreamCompoundingFinalRateRoundingDirectionFnlRtRndDirctn Added EP208
42938UnderlyingPaymentStreamCompoundingFinalRatePrecisionFnlRtPrcsn Added EP208
42939UnderlyingPaymentStreamCompoundingAveragingMethodAvgngMeth Added EP208
42940UnderlyingPaymentStreamCompoundingNegativeRateTreatmentNegtvRtTrtmt Added EP208


Used in components:
[UnderlyingPaymentStream]