Description

Used to identify the rate index for a floating rate coupon.

In the context of MiFID II RTS 23 Annex I Table 3 reference data - statement of the attributes of the index/benchmark of a floating rate security.

Structure

Tag Field Name Req'd Comments
2731 FloatingRateIndexID N

Conditionally required when FloatingRateIndexIDSource <2732> is specified.

2732 FloatingRateIndexIDSource N

Conditionally required when FloatingRateIndexID <2731> is specified.

2730 FloatingRateIndexCurveUnit N

Conditionally required when FloatingRateIndexCurvePeriod <2728> is specified.

2728 FloatingRateIndexCurvePeriod N

Conditionally required when FloatingRateIndexCurveUnit <2730> is specified.

2729 FloatingRateIndexCurveSpread N

Used In