| 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.
|
| 43112 |
PaymentStreamRateIndex2
|
N |
|
| 43113 |
PaymentStreamRateIndex2Source
|
N |
|
| 43114 |
PaymentStreamRateIndex2ID
|
N |
Conditionally required when PaymentStreamRateIndex2IDSource <43115> is specified.
|
| 43115 |
PaymentStreamRateIndex2IDSource
|
N |
Conditionally required when PaymentStreamRateIndex2ID <43114> 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 |
|
