---
title: "FIX 5.0 SP2 EP299: <LegPaymentStreamFloatingRate> component block – FIX Dictionary – Onix Solutions"
description: "<meta name=\"description\" content=\"&lt;LegPaymentStreamFloatingRate&gt; component block &ndash; FIX 5.0 SP2 EP299, FIX protocol version FIX 5.0 SP2 EP299\" /> <meta name=\"keywords\" content=\"component block, LegPaymentStreamFloatingRate, FIX 5.0 SP2 EP299, FIX Protocol, FIX dictionary\" />"
---

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# <LegPaymentStreamFloatingRate> component block

## FIX 5.0 SP2 EP299

### Description

 LegPaymentStreamFloatingRate is a subcomponent of the LegPaymentStream component used to report the floating rate attributes of the payment stream.

 Note that if the floating rate index or the rate calculation goes negative for a calculation period and [LegPaymentStreamNegativeRateTreatment <40349>](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_40349.html)=1 (Negative interest rate method) the Receiver pays the Payer the absolute floating rate, i.e. the Receiver pays the cash flow amount to the Payer.

 The Calculation Lag Interval ([LegPaymentStreamCalculationLagPeriod <41578>](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_41578.html) and [LegPaymentStreamCalculationLagUnit <41579>](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_41579.html)) and the First Observation Offset Duration ([LegPaymentStreamFirstObservationDateOffsetPeriod <41580>](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_41580.html) and [LegPaymentStreamFirstObservationDateOffsetUnit <41581>](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_41581.html)) are used together. If the First Observation Offset Duration is specified, the observation starts the Fixing Lag Interval prior to each calculation. If the First Observation Offset Duration is not specified, the observation starts immediately preceding each calculation.

### Structure

| Tag | Field Name | Req'd | Comments |
| --- | --- | --- | --- |
| 40331 | [LegPaymentStreamRateIndex](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_40331.html) | N |  |
| 40332 | [LegPaymentStreamRateIndexSource](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_40332.html) | N |  |
| 43088 | [LegPaymentStreamRateIndexID](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_43088.html) | N | Conditionally required when [LegPaymentStreamRateIndexIDSource <43089>](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_43089.html) is specified. |
| 43089 | [LegPaymentStreamRateIndexIDSource](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_43089.html) | N | Conditionally required when [LegPaymentStreamRateIndexID <43088>](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_43088.html) is specified. |
| 40333 | [LegPaymentStreamRateIndexCurveUnit](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_40333.html) | N | Conditionally required when [LegPaymentStreamRateIndexCurvePeriod <40334>](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_40334.html) is specified. |
| 40334 | [LegPaymentStreamRateIndexCurvePeriod](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_40334.html) | N | Conditionally required when [LegPaymentStreamRateIndexCurveUnit <40333>](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_40333.html) is specified. |
| 43116 | [LegPaymentStreamRateIndex2](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_43116.html) | N |  |
| 43117 | [LegPaymentStreamRateIndex2Source](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_43117.html) | N |  |
| 43118 | [LegPaymentStreamRateIndex2ID](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_43118.html) | N | Conditionally required when [LegPaymentStreamRateIndex2IDSource <43119>](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_43119.html) is specified. |
| 43119 | [LegPaymentStreamRateIndex2IDSource](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_43119.html) | N | Conditionally required when [LegPaymentStreamRateIndex2ID <43118>](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_43118.html) is specified. |
| 41563 | [LegPaymentStreamRateIndex2CurveUnit](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_41563.html) | N | Conditionally required when [LegPaymentStreamRateIndex2CurvePeriod <41564>](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_41564.html) is specified. |
| 41564 | [LegPaymentStreamRateIndex2CurvePeriod](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_41564.html) | N | Conditionally required when [LegPaymentStreamRateIndex2CurveUnit <41563>](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_41563.html) is specified. |
| 41565 | [LegPaymentStreamRateIndexLocation](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_41565.html) | N |  |
| 41566 | [LegPaymentStreamRateIndexLevel](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_41566.html) | N |  |
| 41567 | [LegPaymentStreamRateIndexUnitOfMeasure](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_41567.html) | N |  |
| 41568 | [LegPaymentStreamSettlLevel](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_41568.html) | N |  |
| 41569 | [LegPaymentStreamReferenceLevel](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_41569.html) | N |  |
| 41570 | [LegPaymentStreamReferenceLevelUnitOfMeasure](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_41570.html) | N |  |
| 41571 | [LegPaymentStreamReferenceLevelEqualsZeroIndicator](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_41571.html) | N |  |
| 40335 | [LegPaymentStreamRateMultiplier](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_40335.html) | N |  |
| 40336 | [LegPaymentStreamRateSpread](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_40336.html) | N |  |
| 41572 | [LegPaymentStreamRateSpreadCurrency](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_41572.html) | N |  |
| 41573 | [LegPaymentStreamRateSpreadUnitOfMeasure](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_41573.html) | N |  |
| 41574 | [LegPaymentStreamRateConversionFactor](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_41574.html) | N |  |
| 41575 | [LegPaymentStreamRateSpreadType](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_41575.html) | N |  |
| 40337 | [LegPaymentStreamRateSpreadPositionType](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_40337.html) | N |  |
| 40338 | [LegPaymentStreamRateTreatment](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_40338.html) | N |  |
| 40339 | [LegPaymentStreamCapRate](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_40339.html) | N |  |
| 40340 | [LegPaymentStreamCapRateBuySide](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_40340.html) | N |  |
| 40341 | [LegPaymentStreamCapRateSellSide](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_40341.html) | N |  |
| 40342 | [LegPaymentStreamFloorRate](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_40342.html) | N |  |
| 40343 | [LegPaymentStreamFloorRateBuySide](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_40343.html) | N |  |
| 40344 | [LegPaymentStreamFloorRateSellSide](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_40344.html) | N |  |
| 40345 | [LegPaymentStreamInitialRate](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_40345.html) | N |  |
| 41576 | [LegPaymentStreamLastResetRate](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_41576.html) | N |  |
| 41577 | [LegPaymentStreamFinalRate](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_41577.html) | N |  |
| 40346 | [LegPaymentStreamFinalRateRoundingDirection](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_40346.html) | N |  |
| 40347 | [LegPaymentStreamFinalRatePrecision](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_40347.html) | N |  |
| 40348 | [LegPaymentStreamAveragingMethod](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_40348.html) | N |  |
| 40349 | [LegPaymentStreamNegativeRateTreatment](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_40349.html) | N |  |
| 41578 | [LegPaymentStreamCalculationLagPeriod](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_41578.html) | N | Conditionally required when [LegPaymentStreamCalculationLagUnit <41579>](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_41579.html) is specified. |
| 41579 | [LegPaymentStreamCalculationLagUnit](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_41579.html) | N | Conditionally required when [LegPaymentStreamCalculationLagPeriod <41578>](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_41578.html) is specified. |
| 42462 | [LegPaymentStreamFirstObservationDateUnadjusted](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_42462.html) | N |  |
| 42463 | [LegPaymentStreamFirstObservationDateRelativeTo](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_42463.html) | N |  |
| 42464 | [LegPaymentStreamFirstObservationDateOffsetDayType](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_42464.html) | N |  |
| 41580 | [LegPaymentStreamFirstObservationDateOffsetPeriod](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_41580.html) | N | Conditionally required when [LegPaymentStreamFirstObservationDateOffsetUnit <41581>](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_41581.html) is specified. |
| 41581 | [LegPaymentStreamFirstObservationDateOffsetUnit](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_41581.html) | N | Conditionally required when [LegPaymentStreamFirstObservationDateOffsetPeriod <41580>](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_41580.html) is specified. |
| 42465 | [LegPaymentStreamFirstObservationDateAdjusted](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_42465.html) | N |  |
| 41582 | [LegPaymentStreamPricingDayType](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_41582.html) | N |  |
| 41583 | [LegPaymentStreamPricingDayDistribution](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_41583.html) | N |  |
| 41584 | [LegPaymentStreamPricingDayCount](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_41584.html) | N |  |
| 41585 | [LegPaymentStreamPricingBusinessCalendar](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_41585.html) | N |  |
| 41586 | [LegPaymentStreamPricingBusinessDayConvention](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_41586.html) | N | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the payment stream pricing date. |
| [Component Block - <LegPaymentStreamPricingBusinessCenterGrp>](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/compBlock_LegPaymentStreamPricingBusinessCenterGrp.html) | N | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the the payment stream pricing date. |  |
| [Component Block - <LegPaymentStreamPricingDayGrp>](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/compBlock_LegPaymentStreamPricingDayGrp.html) | N |  |  |
| [Component Block - <LegPaymentStreamPricingDateGrp>](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/compBlock_LegPaymentStreamPricingDateGrp.html) | N |  |  |
| 40350 | [LegPaymentStreamInflationLagPeriod](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_40350.html) | N | Conditionally required when [LegPaymentStreamInflationLagUnit <40351>](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_40351.html) is specified. |
| 40351 | [LegPaymentStreamInflationLagUnit](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_40351.html) | N | Conditionally required when [LegPaymentStreamInflationLagPeriod <40350>](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_40350.html) is specified. |
| 40352 | [LegPaymentStreamInflationLagDayType](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_40352.html) | N |  |
| 40353 | [LegPaymentStreamInflationInterpolationMethod](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_40353.html) | N |  |
| 40354 | [LegPaymentStreamInflationIndexSource](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_40354.html) | N |  |
| 40355 | [LegPaymentStreamInflationPublicationSource](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_40355.html) | N |  |
| 40356 | [LegPaymentStreamInflationInitialIndexLevel](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_40356.html) | N |  |
| 40357 | [LegPaymentStreamInflationFallbackBondApplicable](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_40357.html) | N |  |
| 40358 | [LegPaymentStreamFRADiscounting](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_40358.html) | N |  |
| 42466 | [LegPaymentStreamUnderlierRefID](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_42466.html) | N |  |
| [Component Block - <LegPaymentStreamFormula>](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/compBlock_LegPaymentStreamFormula.html) | N |  |  |
| [Component Block - <LegDividendConditions>](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/compBlock_LegDividendConditions.html) | N |  |  |
| 42467 | [LegReturnRateNotionalReset](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_42467.html) | N |  |
| [Component Block - <LegReturnRateGrp>](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/compBlock_LegReturnRateGrp.html) | N |  |  |
| 42468 | [LegPaymentStreamLinkInitialLevel](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_42468.html) | N |  |
| 42469 | [LegPaymentStreamLinkClosingLevelIndicator](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_42469.html) | N |  |
| 42470 | [LegPaymentStreamLinkExpiringLevelIndicator](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_42470.html) | N |  |
| 42471 | [LegPaymentStreamLinkEstimatedTradingDays](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_42471.html) | N |  |
| 42472 | [LegPaymentStreamLinkStrikePrice](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_42472.html) | N |  |
| 42473 | [LegPaymentStreamLinkStrikePriceType](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_42473.html) | N |  |
| 42474 | [LegPaymentStreamLinkMaximumBoundary](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_42474.html) | N |  |
| 42475 | [LegPaymentStreamLinkMinimumBoundary](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_42475.html) | N |  |
| 42476 | [LegPaymentStreamLinkNumberOfDataSeries](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_42476.html) | N |  |
| 42477 | [LegPaymentStreamVarianceUnadjustedCap](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_42477.html) | N |  |
| 42478 | [LegPaymentStreamRealizedVarianceMethod](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_42478.html) | N |  |
| 42479 | [LegPaymentStreamDaysAdjustmentIndicator](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_42479.html) | N |  |
| 42480 | [LegPaymentStreamNearestExchangeContractRefID](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_42480.html) | N |  |
| 42481 | [LegPaymentStreamVegaNotionalAmount](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_42481.html) | N |  |

### Used In

- [<LegPaymentStream>](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/compBlock_LegPaymentStream.html)

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