Description
The DividendAccrualFloatingRate component is a subcomponent of DividendConditions used to define the dividend accrual floating rate attributes of dividend payment conditions.
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| 42218 | DividendFloatingRateIndex | N | ||
| 42219 | DividendFloatingRateIndexCurvePeriod | N |
Conditionally required when DividendFloatingRateIndexCurveUnit <42220> is specified. |
|
| 42220 | DividendFloatingRateIndexCurveUnit | N |
Conditionally required when DividendFloatingRateIndexCurvePeriod <42219> is specified. |
|
| 42221 | DividendFloatingRateMultiplier | N | ||
| 42222 | DividendFloatingRateSpread | N | ||
| 42223 | DividendFloatingRateSpreadPositionType | N | ||
| 42224 | DividendFloatingRateTreatment | N | ||
| 42225 | DividendCapRate | N | ||
| 42226 | DividendCapRateBuySide | N | ||
| 42227 | DividendCapRateSellSide | N | ||
| 42228 | DividendFloorRate | N | ||
| 42229 | DividendFloorRateBuySide | N | ||
| 42230 | DividendFloorRateSellSide | N | ||
| 42231 | DividendInitialRate | N | ||
| 42232 | DividendFinalRateRoundingDirection | N | ||
| 42233 | DividendFinalRatePrecision | N | ||
| 42234 | DividendAveragingMethod | N | ||
| 42235 | DividendNegativeRateTreatment | N | ||