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FIXtags

COMPONENT · SOURCE ID 2264

FloatingRateIndex

Definition

Used to identify the rate index for a floating rate coupon.

Additional detail from the official source

In the context of MiFID II RTS 23 Annex I Table 3 reference data - statement of the attributes of the index/benchmark of a floating rate security.

This is a reusable definition. Requiredness is relative to this structure; its use and conditions in a message remain on that message's page. Version links browse the other dictionary, not an assumed equivalent component.

Direct members

  1. 2731 FloatingRateIndexIDfield—

    Conditionally required when FloatingRateIndexIDSource(2732) is specified.

  2. 2732 FloatingRateIndexIDSourcefield—

    Conditionally required when FloatingRateIndexID(2731) is specified.

  3. 2730 FloatingRateIndexCurveUnitfield—

    Conditionally required when FloatingRateIndexCurvePeriod(2728) is specified.

  4. 2728 FloatingRateIndexCurvePeriodfield—

    Conditionally required when FloatingRateIndexCurveUnit(2730) is specified.

  5. 2729 FloatingRateIndexCurveSpreadfield—

Used in messages

Direct parent structures