Description

The LegPaymentStream component is a subcomponent of the LegStreamGrp used to detail the attributes of a payment stream in a swap.

Structure

Tag Field Name Req'd Comments
40279 LegPaymentStreamType N
40280 LegPaymentStreamMarketRate N
40281 LegPaymentStreamDelayIndicator N
42399 LegPaymentStreamCashSettlIndicator N
40282 LegPaymentStreamSettlCurrency N
40283 LegPaymentStreamDayCount N
43108 LegPaymentStreamOtherDayCount N

May be used to specify a count method not listed in LegPaymentStreamDayCount <40283>.

40284 LegPaymentStreamAccrualDays N
40285 LegPaymentStreamDiscountType N
40286 LegPaymentStreamDiscountRate N
40287 LegPaymentStreamDiscountRateDayCount N
40288 LegPaymentStreamCompoundingMethod N
42400 LegPaymentStreamCompoundingXIDRef N

Mutually exclusive with LegPaymentStreamCompoundingFixedRate <42404> or the LegPaymentStreamCompoundingFloatingRate component.

42401 LegPaymentStreamCompoundingSpread N
42402 LegPaymentStreamInterpolationMethod N
42403 LegPaymentStreamInterpolationPeriod N
40289 LegPaymentStreamInitialPrincipalExchangeIndicator N
40290 LegPaymentStreamInterimPrincipalExchangeIndicator N
40291 LegPaymentStreamFinalPrincipalExchangeIndicator N
41549 LegPaymentStreamFlatRateIndicator N
41550 LegPaymentStreamFlatRateAmount N
41551 LegPaymentStreamFlatRateCurrency N
41552 LegStreamMaximumPaymentAmount N
41553 LegStreamMaximumPaymentCurrency N
41554 LegStreamMaximumTransactionAmount N
41555 LegStreamMaximumTransactionCurrency N
Component Block - <LegPaymentStreamPaymentDates> N
Component Block - <LegPaymentStreamResetDates> N
Component Block - <LegPaymentStreamFixedRate> N
Component Block - <LegPaymentStreamFloatingRate> N
42404 LegPaymentStreamCompoundingFixedRate N

Mutually exclusive with LegPaymentStreamCompoundingXIDRef <42400> or the LegPaymentStreamCompoundingFloatingRate component.

Component Block - <LegPaymentStreamCompoundingFloatingRate> N

Mutually exclusive with LegPaymentStreamCompoundingFixedRate <42404> or the LegPaymentStreamCompoundingXIDRef <42400>.

Component Block - <LegPaymentStreamCompoundingDates> N
Component Block - <LegPaymentStreamNonDeliverableSettlTerms> N

Used In