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FIXtags

COMPONENT · SOURCE ID 4403

UnderlyingPaymentStreamCompoundingFloatingRate

Definition

UnderlyingPaymentStreamCompoundingFloatingRate is a subcomponent of the UnderlyingPaymentStream component used to report the parameters for determining the compounding floating rate of the stream.

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. 42923 UnderlyingPaymentStreamCompoundingRateIndexfield—
  2. 42924 UnderlyingPaymentStreamCompoundingRateIndexCurvePeriodfield—

    Conditionally required if UnderlyingPaymentStreamCompoundingRateIndexCurveUnit(42925) is specified.

  3. 42925 UnderlyingPaymentStreamCompoundingRateIndexCurveUnitfield—

    Conditionally required if UnderlyingPaymentStreamCompoundingRateIndexCurvePeriod(42924) is specified.

  4. 42926 UnderlyingPaymentStreamCompoundingRateMultiplierfield—
  5. 42927 UnderlyingPaymentStreamCompoundingRateSpreadfield—
  6. 42928 UnderlyingPaymentStreamCompoundingRateSpreadPositionTypefield—
  7. 42929 UnderlyingPaymentStreamCompoundingRateTreatmentfield—
  8. 42930 UnderlyingPaymentStreamCompoundingCapRatefield—
  9. 42931 UnderlyingPaymentStreamCompoundingCapRateBuySidefield—
  10. 42932 UnderlyingPaymentStreamCompoundingCapRateSellSidefield—
  11. 42933 UnderlyingPaymentStreamCompoundingFloorRatefield—
  12. 42934 UnderlyingPaymentStreamCompoundingFloorRateBuySidefield—
  13. 42935 UnderlyingPaymentStreamCompoundingFloorRateSellSidefield—
  14. 42936 UnderlyingPaymentStreamCompoundingInitialRatefield—
  15. 42937 UnderlyingPaymentStreamCompoundingFinalRateRoundingDirectionfield—
  16. 42938 UnderlyingPaymentStreamCompoundingFinalRatePrecisionfield—
  17. 42939 UnderlyingPaymentStreamCompoundingAveragingMethodfield—
  18. 42940 UnderlyingPaymentStreamCompoundingNegativeRateTreatmentfield—

Used in messages

Direct parent structures