Indexes

Message Layouts
Session
PreTrade
Trade
PostTrade
Infrastructure

Component

LegPaymentStreamCompoundingFloatingRate

ID4342
PedigreeAdded EP208
LegPaymentStreamCompoundingFloatingRate is a subcomponent of the LegPaymentStream component used to report the parameters for determining the compounding floating rate of the stream.
Field
Name
Type
Req'd
Comments
Pedigree
42427
Added EP208
42428
Conditionally required if LegPaymentStreamCompoundingRateIndexCurveUnit(42429) is specified.
Added EP208
42429
Conditionally required if LegPaymentStreamCompoundingRateIndexCurvePeriod(42428) is specified.
Added EP208
42430
Added EP208
42431
Added EP208
42432
Added EP208
42433
Added EP208
42434
Added EP208
42435
Added EP208
42436
Added EP208
42437
Added EP208
42438
Added EP208
42439
Added EP208
42440
Added EP208
42441
Added EP208
42442
Added EP208
42443
Added EP208
42444
Added EP208
Used in components:

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