Description

The UnderlyingPaymentStream component is a subcomponent of the UnderlyingStream used to detail the attributes of a payment stream in a swap.

Structure

Tag Field Name Req'd Comments
40568 UnderlyingPaymentStreamType N
40569 UnderlyingPaymentStreamMarketRate N
40570 UnderlyingPaymentStreamDelayIndicator N
42895 UnderlyingPaymentStreamCashSettlIndicator N
40571 UnderlyingPaymentStreamSettlCurrency N
40572 UnderlyingPaymentStreamDayCount N
43107 UnderlyingPaymentStreamOtherDayCount N

May be used to specify a count method not listed in UnderlyingPaymentStreamDayCount <40572>.

40573 UnderlyingPaymentStreamAccrualDays N
40574 UnderlyingPaymentStreamDiscountType N
40575 UnderlyingPaymentStreamDiscountRate N
40576 UnderlyingPaymentStreamDiscountRateDayCount N
40577 UnderlyingPaymentStreamCompoundingMethod N
42896 UnderlyingPaymentStreamCompoundingXIDRef N

Mutually exclusive with UnderlyingPaymentStreamCompoundingFixedRate <42900> or the UnderlyingPaymentStreamCompoundingFloatingRate component.

42897 UnderlyingPaymentStreamCompoundingSpread N
42898 UnderlyingPaymentStreamInterpolationMethod N
42899 UnderlyingPaymentStreamInterpolationPeriod N
40578 UnderlyingPaymentStreamInitialPrincipalExchangeIndicator N
40579 UnderlyingPaymentStreamInterimPrincipalExchangeIndicator N
40580 UnderlyingPaymentStreamFinalPrincipalExchangeIndicator N
41897 UnderlyingPaymentStreamFlatRateIndicator N
41898 UnderlyingPaymentStreamFlatRateAmount N
41899 UnderlyingPaymentStreamFlatRateCurrency N
41900 UnderlyingPaymentStreamMaximumPaymentAmount N
41901 UnderlyingPaymentStreamMaximumPaymentCurrency N
41902 UnderlyingPaymentStreamMaximumTransactionAmount N
41903 UnderlyingPaymentStreamMaximumTransactionCurrency N
Component Block - <UnderlyingPaymentStreamPaymentDates> N
Component Block - <UnderlyingPaymentStreamResetDates> N
Component Block - <UnderlyingPaymentStreamFixedRate> N
Component Block - <UnderlyingPaymentStreamFloatingRate> N
42900 UnderlyingPaymentStreamCompoundingFixedRate N

Mutually exclusive with UnderlyingPaymentStreamCompoundingXIDRef <42896> or the UnderlyingPaymentStreamCompoundingFloatingRate component.

Component Block - <UnderlyingPaymentStreamCompoundingFloatingRate> N

Mutually exclusive with UnderlyingPaymentStreamCompoundingFixedRate <42900> or the UnderlyingPaymentStreamCompoundingXIDRef <42896>.

Component Block - <UnderlyingPaymentStreamCompoundingDates> N
Component Block - <UnderlyingPaymentStreamNonDeliverableSettlTerms> N

Used In