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<PaymentStreamCompoundingFloatingRate> component block

FIX 5.0 SP2 EP296

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Description

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

Structure

Tag Field Name Req'd Comments
42628 PaymentStreamCompoundingRateIndex N
42629 PaymentStreamCompoundingRateIndexCurvePeriod N

Conditionally required if PaymentStreamCompoundingRateIndexCurveUnit <42630> is specified.

42630 PaymentStreamCompoundingRateIndexCurveUnit N

Conditionally required if PaymentStreamCompoundingRateIndexCurvePeriod <42629> is specified.

42631 PaymentStreamCompoundingRateMultiplier N
42632 PaymentStreamCompoundingRateSpread N
42633 PaymentStreamCompoundingRateSpreadPositionType N
42634 PaymentStreamCompoundingRateTreatment N
42635 PaymentStreamCompoundingCapRate N
42636 PaymentStreamCompoundingCapRateBuySide N
42637 PaymentStreamCompoundingCapRateSellSide N
42638 PaymentStreamCompoundingFloorRate N
42639 PaymentStreamCompoundingFloorRateBuySide N
42640 PaymentStreamCompoundingFloorRateSellSide N
42641 PaymentStreamCompoundingInitialRate N
42642 PaymentStreamCompoundingFinalRateRoundingDirection N
42643 PaymentStreamCompoundingFinalRatePrecision N
42644 PaymentStreamCompoundingAveragingMethod N
42645 PaymentStreamCompoundingNegativeRateTreatment N

Used In

  • <PaymentStream>
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