Component
LegPaymentStreamFloatingRate
| ID | 4039 |
| Pedigree | Added EP161, Updated EP271 |
LegPaymentStreamFloatingRate is a subcomponent of the LegPaymentStream component used to report the floating rate attributes of the payment stream.
Field | Name | Type | Req'd | Comments | Pedigree |
|---|---|---|---|---|---|
40331 | Added EP161 | ||||
40332 | Added EP161 | ||||
43088 | Conditionally required when LegPaymentStreamRateIndexIDSource(43089) is specified. | Added EP235 | |||
43089 | Conditionally required when LegPaymentStreamRateIndexID(43088) is specified. | Added EP235 | |||
40333 | Conditionally required when LegPaymentStreamRateIndexCurvePeriod(40334) is specified. | Added EP161 | |||
40334 | Conditionally required when LegPaymentStreamRateIndexCurveUnit(40333) is specified. | Added EP161 | |||
43116 | Added EP271 | ||||
43117 | Added EP271 | ||||
43118 | Conditionally required when LegPaymentStreamRateIndex2IDSource(43119) is specified. | Added EP271 | |||
43119 | Conditionally required when LegPaymentStreamRateIndex2ID(43118) is specified. | Added EP271 | |||
41563 | Conditionally required when LegPaymentStreamRateIndex2CurvePeriod(41564) is specified. | Added EP169 Updated EP271 | |||
41564 | Conditionally required when LegPaymentStreamRateIndex2CurveUnit(41563) is specified. | Added EP169 Updated EP271 | |||
41565 | Added EP169 | ||||
41566 | Added EP169 | ||||
41567 | Added EP169 | ||||
41568 | Added EP169 | ||||
41569 | Added EP169 | ||||
41570 | Added EP169 | ||||
41571 | Added EP169 | ||||
40335 | Added EP161 | ||||
40336 | Added EP161 | ||||
41572 | Added EP169 | ||||
41573 | Added EP169 | ||||
41574 | Added EP169 | ||||
41575 | Added EP169 | ||||
40337 | Added EP161 | ||||
40338 | Added EP161 | ||||
40339 | Added EP161 | ||||
40340 | Added EP161 | ||||
40341 | Added EP161 | ||||
40342 | Added EP161 | ||||
40343 | Added EP161 | ||||
40344 | Added EP161 | ||||
40345 | Added EP161 | ||||
41576 | Added EP169 | ||||
41577 | Added EP169 | ||||
40346 | Added EP161 | ||||
40347 | Added EP161 | ||||
40348 | Added EP161 | ||||
40349 | Added EP161 | ||||
41578 | Conditionally required when LegPaymentStreamCalculationLagUnit(41579) is specified. | Added EP169 | |||
41579 | Conditionally required when LegPaymentStreamCalculationLagPeriod(41578) is specified. | Added EP169 | |||
42462 | Added EP208 | ||||
42463 | Added EP208 | ||||
42464 | Added EP208 | ||||
41580 | Conditionally required when LegPaymentStreamFirstObservationOffsetUnit(41581) is specified. | Added EP169 | |||
41581 | Conditionally required when LegPaymentStreamFirstObservationOffsetPeriod(41580) is specified. | Added EP169 | |||
42465 | Added EP208 | ||||
41582 | Added EP169 | ||||
41583 | Added EP169 | ||||
41584 | Added EP169 | ||||
41585 | Added EP169 | ||||
41586 | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the payment stream pricing date. | Added EP169 | |||
LegPaymentStreamPricingBusinessCenterGrp | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the the payment stream pricing date. | Added EP169 | |||
LegPaymentStreamPricingDayGrp | Added EP169 | ||||
LegPaymentStreamPricingDateGrp | Added EP169 | ||||
40350 | Conditionally required when LegPaymentStreamInflationLagUnit(40351) is specified. | Added EP161 | |||
40351 | Conditionally required when LegPaymentStreamInflationLagPeriod(40350) is specified. | Added EP161 | |||
40352 | Added EP161 | ||||
40353 | Added EP161 | ||||
40354 | Added EP161 | ||||
40355 | Added EP161 | ||||
40356 | Added EP161 | ||||
40357 | Added EP161 | ||||
40358 | Added EP161 | ||||
42466 | Added EP208 | ||||
LegPaymentStreamFormula | Added EP208 | ||||
LegDividendConditions | Added EP208 | ||||
42467 | Added EP208 | ||||
LegReturnRateGrp | Added EP208 | ||||
42468 | Added EP208 | ||||
42469 | Added EP208 | ||||
42470 | Added EP208 | ||||
42471 | Added EP208 | ||||
42472 | Added EP208 | ||||
42473 | Added EP208 | ||||
42474 | Added EP208 | ||||
42475 | Added EP208 | ||||
42476 | Added EP208 | ||||
42477 | Added EP208 | ||||
42478 | Added EP208 | ||||
42479 | Added EP208 | ||||
42480 | Added EP208 | ||||
42481 | Added EP208 |
Used in components:
Orchimate Copyright 2026 Atomic Wire Technology Limited
Orchestra Copyright 2026 FIX Protocol Ltd
Terms of Use|Privacy Policy