LegPaymentStreamFloatingRate is a subcomponent of the LegPaymentStream component used to report the floating rate attributes of the payment stream.
| Tag | Name | Type | Required | Description |
|---|---|---|---|---|
| 40331 | String | |||
| 40332 | Int Enum | |||
| 43088 | String | Conditionally required when LegPaymentStreamRateIndexIDSource(43089) is specified | ||
| 43089 | String Enum | Conditionally required when LegPaymentStreamRateIndexID(43088) is specified | ||
| 40333 | String Enum | Conditionally required when LegPaymentStreamRateIndexCurvePeriod(40334) is specified | ||
| 40334 | Int | Conditionally required when LegPaymentStreamRateIndexCurveUnit(40333) is specified | ||
| 43116 | String | |||
| 43117 | Int Enum | |||
| 43118 | String | Conditionally required when LegPaymentStreamRateIndex2IDSource(43119) is specified | ||
| 43119 | String Enum | Conditionally required when LegPaymentStreamRateIndex2ID(43118) is specified | ||
| 41563 | String Enum | Conditionally required when LegPaymentStreamRateIndex2CurvePeriod(41564) is specified | ||
| 41564 | Int | Conditionally required when LegPaymentStreamRateIndex2CurveUnit(41563) is specified | ||
| 41565 | String | |||
| 41566 | Quantity | |||
| 41567 | String Enum | |||
| 41568 | Int Enum | |||
| 41569 | Quantity | |||
| 41570 | String Enum | |||
| 41571 | Boolean | |||
| 40335 | Float | |||
| 40336 | PriceOffset | |||
| 41572 | Currency | |||
| 41573 | String Enum | |||
| 41574 | Float | |||
| 41575 | Int Enum | |||
| 40337 | Int Enum | |||
| 40338 | Int Enum | |||
| 40339 | Percentage | |||
| 40340 | Int Enum | |||
| 40341 | Int Enum | |||
| 40342 | Percentage | |||
| 40343 | Int Enum | |||
| 40344 | Int Enum | |||
| 40345 | Percentage | |||
| 41576 | Percentage | |||
| 41577 | Percentage | |||
| 40346 | Char Enum | |||
| 40347 | Int | |||
| 40348 | Int Enum | |||
| 40349 | Int Enum | |||
| 41578 | Int | Conditionally required when LegPaymentStreamCalculationLagUnit(41579) is specified | ||
| 41579 | String Enum | Conditionally required when LegPaymentStreamCalculationLagPeriod(41578) is specified | ||
| 42462 | LocalMktDate | |||
| 42463 | Int | |||
| 42464 | Int Enum | |||
| 41580 | Int | Conditionally required when LegPaymentStreamFirstObservationOffsetUnit(41581) is specified | ||
| 41581 | String Enum | Conditionally required when LegPaymentStreamFirstObservationOffsetPeriod(41580) is specified | ||
| 42465 | LocalMktDate | |||
| 41582 | Int Enum | |||
| 41583 | Int Enum | |||
| 41584 | Int | |||
| 41585 | String | |||
| 41586 | Int Enum | 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 | ||
| Component | 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 | |||
| Component | ||||
| Component | ||||
| 40350 | Int | Conditionally required when LegPaymentStreamInflationLagUnit(40351) is specified | ||
| 40351 | String Enum | Conditionally required when LegPaymentStreamInflationLagPeriod(40350) is specified | ||
| 40352 | Int Enum | |||
| 40353 | Int Enum | |||
| 40354 | Int Enum | |||
| 40355 | String | |||
| 40356 | Float | |||
| 40357 | Boolean | |||
| 40358 | Int Enum | |||
| 42466 | String | |||
| Component | ||||
| Component | ||||
| 42467 | Boolean | |||
| Component | ||||
| 42468 | Price | |||
| 42469 | Boolean | |||
| 42470 | Boolean | |||
| 42471 | Int | |||
| 42472 | Price | |||
| 42473 | Int Enum | |||
| 42474 | Float | |||
| 42475 | Float | |||
| 42476 | Int | |||
| 42477 | Float | |||
| 42478 | Int Enum | |||
| 42479 | Boolean | |||
| 42480 | String | |||
| 42481 | Float |