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