Description

The UnderlyingPaymentStubGrp is a repeating subcomponent of the UnderlyingPaymentStream component used to specify front and back stubs in the payment stream.

Structure

Tag Field Name Req'd Comments
40708 NoUnderlyingPaymentStubs N
→ 40709 UnderlyingPaymentStubType N

Required if NoUnderlyingPaymentStubs <40708> > 0.

→ 40710 UnderlyingPaymentStubLength N
→ Component Block - <UnderlyingPaymentStubStartDate> N
→ Component Block - <UnderlyingPaymentStubEndDate> N
→ 40711 UnderlyingPaymentStubRate N
→ 40712 UnderlyingPaymentStubFixedAmount N
→ 40713 UnderlyingPaymentStubFixedCurrency N
→ 40714 UnderlyingPaymentStubIndex N
→ 40715 UnderlyingPaymentStubIndexSource N
→ 40716 UnderlyingPaymentStubIndexCurvePeriod N

Conditionally required when UnderlyingPaymentStubIndexCurveUnit <40717> is specified.

→ 40717 UnderlyingPaymentStubIndexCurveUnit N

Conditionally required when UnderlyingPaymentStubIndexCurvePeriod <40716> is specified.

→ 40718 UnderlyingPaymentStubIndexRateMultiplier N
→ 40719 UnderlyingPaymentStubIndexRateSpread N
→ 40720 UnderlyingPaymentStubIndexRateSpreadPositionType N
→ 40721 UnderlyingPaymentStubIndexRateTreatment N
→ 40722 UnderlyingPaymentStubIndexCapRate N
→ 40723 UnderlyingPaymentStubIndexCapRateBuySide N
→ 40724 UnderlyingPaymentStubIndexCapRateSellSide N
→ 40725 UnderlyingPaymentStubIndexFloorRate N
→ 40726 UnderlyingPaymentStubIndexFloorRateBuySide N
→ 40727 UnderlyingPaymentStubIndexFloorRateSellSide N
→ 40728 UnderlyingPaymentStubIndex2 N
→ 40729 UnderlyingPaymentStubIndex2Source N
→ 40730 UnderlyingPaymentStubIndex2CurvePeriod N

Conditionally required when UnderlyingPaymentStubIndex2CurveUnit <40731> is specified.

→ 40731 UnderlyingPaymentStubIndex2CurveUnit N

Conditionally required when UnderlyingPaymentStubIndex2CurvePeriod <40730> is specified.

→ 40732 UnderlyingPaymentStubIndex2RateMultiplier N
→ 40733 UnderlyingPaymentStubIndex2RateSpread N
→ 40734 UnderlyingPaymentStubIndex2RateSpreadPositionType N
→ 40735 UnderlyingPaymentStubIndex2RateTreatment N
→ 40736 UnderlyingPaymentStubIndex2CapRate N
→ 40737 UnderlyingPaymentStubIndex2FloorRate N

Used In