Component
UnderlyingPaymentStreamFloatingRate
| ID | 4063 |
| Abbr Name | Float |
| Pedigree | Added EP161, Updated EP271 |
UnderlyingPaymentStreamFloatingRate is a subcomponent of the UnderlyingPaymentStream component used to report the floating rate attributes of the stream.
Field | Name | Type | Req'd | Comments | Pedigree |
|---|---|---|---|---|---|
40620 | Added EP161 | ||||
40621 | Added EP161 | ||||
43092 | Conditionally required when UnderlyingPaymentStreamRateIndexIDSource(43093) is specified. | Added EP235 | |||
43093 | Conditionally required when UnderlyingPaymentStreamRateIndexID(43092) is specified. | Added EP235 | |||
40622 | Conditionally required when UnderlyingPaymentStreamRateIndexCurvePeriod(40623) is specified. | Added EP161 | |||
40623 | Conditionally required when UnderlyingPaymentStreamRateIndexCurveUnit(40622) is specified. | Added EP161 | |||
43120 | Added EP271 | ||||
43121 | Added EP271 | ||||
43122 | Conditionally required when UnderlyingPaymentStreamRateIndex2IDSource(43123) is specified. | Added EP271 | |||
43123 | Conditionally required when UnderlyingPaymentStreamRateIndex2ID(43122) is specified. | Added EP271 | |||
41911 | Conditionally required when UnderlyingPaymentStreamRateIndex2CurvePeriod(41912) is specified. | Added EP169 Updated EP271 | |||
41912 | Conditionally required when UnderlyingPaymentStreamRateIndex2CurveUnit(41911) is specified. | Added EP169 Updated EP271 | |||
41913 | Added EP169 | ||||
41914 | Added EP169 | ||||
41915 | Added EP169 | ||||
41916 | Added EP169 | ||||
41917 | Added EP169 | ||||
41918 | Added EP169 | ||||
41919 | Added EP169 | ||||
40624 | Added EP161 | ||||
40625 | Added EP161 | ||||
41920 | Added EP169 | ||||
41921 | Added EP169 | ||||
41922 | Added EP169 | ||||
41923 | Added EP169 | ||||
40626 | Added EP161 | ||||
40627 | Added EP161 | ||||
40628 | Added EP161 | ||||
40629 | Added EP161 | ||||
40630 | Added EP161 | ||||
40631 | Added EP161 | ||||
40632 | Added EP161 | ||||
40633 | Added EP161 | ||||
40634 | Added EP161 | ||||
41924 | Added EP169 | ||||
41925 | Added EP169 | ||||
40635 | Added EP161 | ||||
40636 | Added EP161 | ||||
40637 | Added EP161 | ||||
40638 | Added EP161 | ||||
41926 | Conditionally required when UnderlyingPaymentStreamCalculationLagUnit(41927) is specified. | Added EP169 | |||
41927 | Conditionally required when UnderlyingPaymentStreamCalculationLagPeriod(41926) is specified. | Added EP169 | |||
42958 | Added EP208 | ||||
42959 | Added EP208 | ||||
42960 | Added EP208 | ||||
41928 | Conditionally required when UnderlyingPaymentStreamFirstObservationOffsetUnit(41929) is specified. | Added EP169 | |||
41929 | Conditionally required when UnderlyingPaymentStreamFirstObservationOffsetPeriod(41928) is specified. | Added EP169 | |||
42961 | Added EP208 | ||||
41930 | Added EP169 | ||||
41931 | Added EP169 | ||||
41932 | Added EP169 | ||||
41933 | Added EP169 | ||||
41934 | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of pricing dates. | Added EP169 | |||
UnderlyingPaymentStreamPricingBusinessCenterGrp | Added EP169 | ||||
UnderlyingPaymentStreamPricingDayGrp | Added EP169 | ||||
UnderlyingPaymentStreamPricingDateGrp | Added EP169 | ||||
40639 | Conditionally required when UnderlyingPaymentStreamInflationLagUnit(40640) is specified. | Added EP161 | |||
40640 | Conditionally required when UnderlyingPaymentStreamInflationLagPeriod(40639) is specified. | Added EP161 | |||
40641 | Added EP161 | ||||
40642 | Added EP161 | ||||
40643 | Added EP161 | ||||
40644 | Added EP161 | ||||
40645 | Added EP161 | ||||
40646 | Added EP161 | ||||
40647 | Added EP161 | ||||
42962 | Added EP208 | ||||
UnderlyingPaymentStreamFormula | Added EP208 | ||||
UnderlyingDividendConditions | Added EP208 | ||||
42963 | Added EP208 | ||||
UnderlyingReturnRateGrp | Added EP208 | ||||
42964 | Added EP208 | ||||
42965 | Added EP208 | ||||
42966 | Added EP208 | ||||
42967 | Added EP208 | ||||
42968 | Added EP208 | ||||
42969 | Added EP208 | ||||
42970 | Added EP208 | ||||
42971 | Added EP208 | ||||
42972 | Added EP208 | ||||
42973 | Added EP208 | ||||
42974 | Added EP208 | ||||
42975 | Added EP208 | ||||
42976 | Added EP208 | ||||
42977 | Added EP208 |
Used in components:
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