Description
The LegDividendAccrualFloatingRate component is a subcomponent of LegDividendConditions used to define the dividend accrual floating rate attributes of dividend payment conditions.
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| 42312 | LegDividendFloatingRateIndex | N | ||
| 42313 | LegDividendFloatingRateIndexCurvePeriod | N |
Conditionally required when LegDividendFloatingRateIndexCurveUnit <42314> is specified. |
|
| 42314 | LegDividendFloatingRateIndexCurveUnit | N |
Conditionally required when LegDividendFloatingRateIndexCurvePeriod <42313> is specified. |
|
| 42315 | LegDividendFloatingRateMultiplier | N | ||
| 42316 | LegDividendFloatingRateSpread | N | ||
| 42317 | LegDividendFloatingRateSpreadPositionType | N | ||
| 42318 | LegDividendFloatingRateTreatment | N | ||
| 42319 | LegDividendCapRate | N | ||
| 42320 | LegDividendCapRateBuySide | N | ||
| 42321 | LegDividendCapRateSellSide | N | ||
| 42322 | LegDividendFloorRate | N | ||
| 42323 | LegDividendFloorRateBuySide | N | ||
| 42324 | LegDividendFloorRateSellSide | N | ||
| 42325 | LegDividendInitialRate | N | ||
| 42326 | LegDividendFinalRateRoundingDirection | N | ||
| 42327 | LegDividendFinalRatePrecision | N | ||
| 42328 | LegDividendAveragingMethod | N | ||
| 42329 | LegDividendNegativeRateTreatment | N | ||