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<LegPaymentStreamCompoundingFloatingRate> component block

FIX 5.0 SP2 EP296

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Description

LegPaymentStreamCompoundingFloatingRate is a subcomponent of the LegPaymentStream component used to report the parameters for determining the compounding floating rate of the stream.

Structure

Tag Field Name Req'd Comments
42427 LegPaymentStreamCompoundingRateIndex N
42428 LegPaymentStreamCompoundingRateIndexCurvePeriod N

Conditionally required if LegPaymentStreamCompoundingRateIndexCurveUnit <42429> is specified.

42429 LegPaymentStreamCompoundingRateIndexCurveUnit N

Conditionally required if LegPaymentStreamCompoundingRateIndexCurvePeriod <42428> is specified.

42430 LegPaymentStreamCompoundingRateMultiplier N
42431 LegPaymentStreamCompoundingRateSpread N
42432 LegPaymentStreamCompoundingRateSpreadPositionType N
42433 LegPaymentStreamCompoundingRateTreatment N
42434 LegPaymentStreamCompoundingCapRate N
42435 LegPaymentStreamCompoundingCapRateBuySide N
42436 LegPaymentStreamCompoundingCapRateSellSide N
42437 LegPaymentStreamCompoundingFloorRate N
42438 LegPaymentStreamCompoundingFloorRateBuySide N
42439 LegPaymentStreamCompoundingFloorRateSellSide N
42440 LegPaymentStreamCompoundingInitialRate N
42441 LegPaymentStreamCompoundingFinalRateRoundingDirection N
42442 LegPaymentStreamCompoundingFinalRatePrecision N
42443 LegPaymentStreamCompoundingAveragingMethod N
42444 LegPaymentStreamCompoundingNegativeRateTreatment N

Used In

  • <LegPaymentStream>
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