Indexes

Message Layouts
Session
PreTrade
Trade
PostTrade
Infrastructure

Field

LegDividendFloorRate

ID (tag)42322
TypePercentage
PedigreeAdded EP208
The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05".

Used in components:

Orchimate Copyright 2026 Atomic Wire Technology Limited
Orchestra Copyright 2026 FIX Protocol Ltd
Terms of Use|Privacy Policy