Component
PaymentStreamFloatingRate
| ID | 4074 |
| Pedigree | Added EP161, Updated EP271 |
PaymentStreamFloatingRate is a subcomponent of the PaymentStream component used to report the floating rate attributes of the stream.
Field | Name | Type | Req'd | Comments | Pedigree |
|---|---|---|---|---|---|
40789 | Added EP161 | ||||
40790 | Added EP161 | ||||
43090 | Conditionally required when PaymentStreamRateIndexIDSource(43091) is specified. | Added EP235 | |||
43091 | Conditionally required when PaymentStreamRateIndexID(43090) is specified. | Added EP235 | |||
40791 | Conditionally required when PaymentStreamRateIndexCurvePeriod(40792) is specified. | Added EP161 | |||
40792 | Conditionally required when PaymentStreamRateIndexCurveUnit(40791) is specified. | Added EP161 | |||
43112 | Added EP271 | ||||
43113 | Added EP271 | ||||
43114 | Conditionally required when PaymentStreamRateIndex2IDSource(43115) is specified. | Added EP271 | |||
43115 | Conditionally required when PaymentStreamRateIndex2ID(43114) is specified. | Added EP271 | |||
41194 | Conditionally required when PaymentStreamRateIndex2CurveUnit(41195) is specified. | Added EP169 Updated EP271 | |||
41195 | Conditionally required when PaymentStreamRateIndex2CurvePeriod(41194) is specified. | Added EP169 Updated EP271 | |||
41196 | Added EP169 | ||||
41197 | Added EP169 | ||||
41198 | Added EP169 | ||||
41199 | Added EP169 | ||||
41200 | Added EP169 | ||||
41201 | Added EP169 | ||||
41202 | Added EP169 | ||||
40793 | Added EP161 | ||||
40794 | Added EP161 | ||||
41203 | Added EP169 | ||||
41204 | Added EP169 | ||||
41205 | Added EP169 | ||||
41206 | Added EP169 | ||||
40795 | Added EP161 | ||||
40796 | Added EP161 | ||||
40797 | Added EP161 | ||||
40798 | Added EP161 | ||||
40799 | Added EP161 | ||||
40800 | Added EP161 | ||||
40801 | Added EP161 | ||||
40802 | Added EP161 | ||||
40803 | Added EP161 | ||||
41207 | Added EP169 | ||||
41208 | Added EP169 | ||||
40804 | Added EP161 | ||||
40805 | Added EP161 | ||||
40806 | Added EP161 | ||||
40807 | Added EP161 | ||||
41209 | Conditionally required when PaymentStreamCalculationLagUnit(41210) is specified. | Added EP169 | |||
41210 | Conditionally required when PaymentStreamCalculationLagPeriod(41209) is specified. | Added EP169 | |||
42663 | Added EP208 | ||||
42664 | Added EP208 | ||||
42665 | Added EP208 | ||||
41211 | Conditionally required when PaymentStreamFirstObservationOffsetUnit(41212) is specified. | Added EP169 | |||
41212 | Conditionally required when PaymentStreamFirstObservationOffsetPeriod(41211) is specified. | Added EP169 | |||
42666 | Added EP208 | ||||
41213 | Added EP169 | ||||
41214 | Added EP169 | ||||
41215 | Added EP169 | ||||
41216 | Added EP169 | ||||
41217 | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of pricing dates. | Added EP169 | |||
PaymentStreamPricingBusinessCenterGrp | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of pricing dates. | Added EP169 | |||
PaymentStreamPricingDayGrp | Added EP169 | ||||
PaymentStreamPricingDateGrp | Added EP169 | ||||
40808 | Conditionally required when PaymentStreamInflationLagUnit(40809) is specified. | Added EP161 | |||
40809 | Conditionally required when PaymentStreamInflationLagPeriod(40808) is specified. | Added EP161 | |||
40810 | Added EP161 | ||||
40811 | Added EP161 | ||||
40812 | Added EP161 | ||||
40813 | Added EP161 | ||||
40814 | Added EP161 | ||||
40815 | Added EP161 | ||||
40816 | Added EP161 | ||||
42667 | Added EP208 | ||||
PaymentStreamFormula | Added EP208 | ||||
DividendConditions | Added EP208 | ||||
42668 | Added EP208 | ||||
ReturnRateGrp | Added EP208 | ||||
42669 | Added EP208 | ||||
42670 | Added EP208 | ||||
42671 | Added EP208 | ||||
42672 | Added EP208 | ||||
42673 | Added EP208 | ||||
42674 | Added EP208 | ||||
42675 | Added EP208 | ||||
42676 | Added EP208 | ||||
42677 | Added EP208 | ||||
42678 | Added EP208 | ||||
42679 | Added EP208 | ||||
42680 | Added EP208 | ||||
42681 | Added EP208 | ||||
42682 | Added EP208 |
Used in components:
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