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FIXtags

COMPONENT · SOURCE ID 4035

LegPaymentStream

Definition

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

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. 40279 LegPaymentStreamTypefield—
  2. 40280 LegPaymentStreamMarketRatefield—
  3. 40281 LegPaymentStreamDelayIndicatorfield—
  4. 42399 LegPaymentStreamCashSettlIndicatorfield—
  5. 40282 LegPaymentStreamSettlCurrencyfield—
  6. 40283 LegPaymentStreamDayCountfield—
  7. 43108 LegPaymentStreamOtherDayCountfield—

    May be used to specify a count method not listed in LegPaymentStreamDayCount(40283).

  8. 40284 LegPaymentStreamAccrualDaysfield—
  9. 40285 LegPaymentStreamDiscountTypefield—
  10. 40286 LegPaymentStreamDiscountRatefield—
  11. 40287 LegPaymentStreamDiscountRateDayCountfield—
  12. 40288 LegPaymentStreamCompoundingMethodfield—
  13. 42400 LegPaymentStreamCompoundingXIDReffield—

    Mutually exclusive with LegPaymentStreamCompoundingFixedRate(42404) or the LegPaymentStreamCompoundingFloatingRate component.

  14. 42401 LegPaymentStreamCompoundingSpreadfield—
  15. 42402 LegPaymentStreamInterpolationMethodfield—
  16. 42403 LegPaymentStreamInterpolationPeriodfield—
  17. 40289 LegPaymentStreamInitialPrincipalExchangeIndicatorfield—
  18. 40290 LegPaymentStreamInterimPrincipalExchangeIndicatorfield—
  19. 40291 LegPaymentStreamFinalPrincipalExchangeIndicatorfield—
  20. 41549 LegPaymentStreamFlatRateIndicatorfield—
  21. 41550 LegPaymentStreamFlatRateAmountfield—
  22. 41551 LegPaymentStreamFlatRateCurrencyfield—
  23. 41552 LegStreamMaximumPaymentAmountfield—
  24. 41553 LegStreamMaximumPaymentCurrencyfield—
  25. 41554 LegStreamMaximumTransactionAmountfield—
  26. 41555 LegStreamMaximumTransactionCurrencyfield—
  27. LegPaymentStreamPaymentDatescomponent—
  28. LegPaymentStreamResetDatescomponent—
  29. LegPaymentStreamFixedRatecomponent—
  30. LegPaymentStreamFloatingRatecomponent—
  31. 42404 LegPaymentStreamCompoundingFixedRatefield—

    Mutually exclusive with LegPaymentStreamCompoundingXIDRef(42400) or the LegPaymentStreamCompoundingFloatingRate component.

  32. LegPaymentStreamCompoundingFloatingRatecomponent—

    Mutually exclusive with LegPaymentStreamCompoundingFixedRate(42404) or the LegPaymentStreamCompoundingXIDRef(42400).

  33. LegPaymentStreamCompoundingDatescomponent—
  34. LegPaymentStreamNonDeliverableSettlTermscomponent—

Used in messages

Direct parent structures