40789 
PaymentStreamRateIndex

N 

40790 
PaymentStreamRateIndexSource

N 

43090 
PaymentStreamRateIndexID

N 
Conditionally required when PaymentStreamRateIndexIDSource <43091> is specified.

43091 
PaymentStreamRateIndexIDSource

N 
Conditionally required when PaymentStreamRateIndexID <43090> is specified.

40791 
PaymentStreamRateIndexCurveUnit

N 
Conditionally required when PaymentStreamRateIndexCurvePeriod <40792> is specified.

40792 
PaymentStreamRateIndexCurvePeriod

N 
Conditionally required when PaymentStreamRateIndexCurveUnit <40791> is specified.

41194 
PaymentStreamRateIndex2CurvePeriod

N 
Conditionally required when PaymentStreamRateIndex2CurveUnit <41195> is specified.

41195 
PaymentStreamRateIndex2CurveUnit

N 
Conditionally required when PaymentStreamRateIndex2CurvePeriod <41194> is specified.

41196 
PaymentStreamRateIndexLocation

N 

41197 
PaymentStreamRateIndexLevel

N 

41198 
PaymentStreamRateIndexUnitOfMeasure

N 

41199 
PaymentStreamSettlLevel

N 

41200 
PaymentStreamReferenceLevel

N 

41201 
PaymentStreamReferenceLevelUnitOfMeasure

N 

41202 
PaymentStreamReferenceLevelEqualsZeroIndicator

N 

40793 
PaymentStreamRateMultiplier

N 

40794 
PaymentStreamRateSpread

N 

41203 
PaymentStreamRateSpreadCurrency

N 

41204 
PaymentStreamRateSpreadUnitOfMeasure

N 

41205 
PaymentStreamRateConversionFactor

N 

41206 
PaymentStreamRateSpreadType

N 

40795 
PaymentStreamRateSpreadPositionType

N 

40796 
PaymentStreamRateTreatment

N 

40797 
PaymentStreamCapRate

N 

40798 
PaymentStreamCapRateBuySide

N 

40799 
PaymentStreamCapRateSellSide

N 

40800 
PaymentStreamFloorRate

N 

40801 
PaymentStreamFloorRateBuySide

N 

40802 
PaymentStreamFloorRateSellSide

N 

40803 
PaymentStreamInitialRate

N 

41207 
PaymentStreamLastResetRate

N 

41208 
PaymentStreamFinalRate

N 

40804 
PaymentStreamFinalRateRoundingDirection

N 

40805 
PaymentStreamFinalRatePrecision

N 

40806 
PaymentStreamAveragingMethod

N 

40807 
PaymentStreamNegativeRateTreatment

N 

41209 
PaymentStreamCalculationLagPeriod

N 
Conditionally required when PaymentStreamCalculationLagUnit <41210> is specified.

41210 
PaymentStreamCalculationLagUnit

N 
Conditionally required when PaymentStreamCalculationLagPeriod <41209> is specified.

42663 
PaymentStreamFirstObservationDateUnadjusted

N 

42664 
PaymentStreamFirstObservationDateRelativeTo

N 

42665 
PaymentStreamFirstObservationDateOffsetDayType

N 

41211 
PaymentStreamFirstObservationDateOffsetPeriod

N 
Conditionally required when PaymentStreamFirstObservationDateOffsetUnit <41212> is specified.

41212 
PaymentStreamFirstObservationDateOffsetUnit

N 
Conditionally required when PaymentStreamFirstObservationDateOffsetPeriod <41211> is specified.

42666 
PaymentStreamFirstObservationDateAdjusted

N 

41213 
PaymentStreamPricingDayType

N 

41214 
PaymentStreamPricingDayDistribution

N 

41215 
PaymentStreamPricingDayCount

N 

41216 
PaymentStreamPricingBusinessCalendar

N 

41217 
PaymentStreamPricingBusinessDayConvention

N 
When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The
specified value would be specific to this instance of pricing dates.

Component Block  <PaymentStreamPricingBusinessCenterGrp>

N 
When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified
values would be specific to this instance of pricing dates.

Component Block  <PaymentStreamPricingDayGrp>

N 

Component Block  <PaymentStreamPricingDateGrp>

N 

40808 
PaymentStreamInflationLagPeriod

N 
Conditionally required when PaymentStreamInflationLagUnit <40809> is specified.

40809 
PaymentStreamInflationLagUnit

N 
Conditionally required when PaymentStreamInflationLagPeriod <40808> is specified.

40810 
PaymentStreamInflationLagDayType

N 

40811 
PaymentStreamInflationInterpolationMethod

N 

40812 
PaymentStreamInflationIndexSource

N 

40813 
PaymentStreamInflationPublicationSource

N 

40814 
PaymentStreamInflationInitialIndexLevel

N 

40815 
PaymentStreamInflationFallbackBondApplicable

N 

40816 
PaymentStreamFRADiscounting

N 

42667 
PaymentStreamUnderlierRefID

N 

Component Block  <PaymentStreamFormula>

N 

Component Block  <DividendConditions>

N 

42668 
ReturnRateNotionalReset

N 

Component Block  <ReturnRateGrp>

N 

42669 
PaymentStreamLinkInitialLevel

N 

42670 
PaymentStreamLinkClosingLevelIndicator

N 

42671 
PaymentStreamLinkExpiringLevelIndicator

N 

42672 
PaymentStreamLinkEstimatedTradingDays

N 

42673 
PaymentStreamLinkStrikePrice

N 

42674 
PaymentStreamLinkStrikePriceType

N 

42675 
PaymentStreamLinkMaximumBoundary

N 

42676 
PaymentStreamLinkMinimumBoundary

N 

42677 
PaymentStreamLinkNumberOfDataSeries

N 

42678 
PaymentStreamVarianceUnadjustedCap

N 

42679 
PaymentStreamRealizedVarianceMethod

N 

42680 
PaymentStreamDaysAdjustmentIndicator

N 

42681 
PaymentStreamNearestExchangeContractRefID

N 

42682 
PaymentStreamVegaNotionalAmount

N 
