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UnderlyingPaymentStream

The UnderlyingPaymentStream component is a subcomponent of the UnderlyingStream used to detail the attributes of a payment stream in a swap.

TagNameTypeRequiredDescription
40568Int Enum
40569Int
40570Boolean
42895Boolean
40571Currency
40572Int Enum
43107StringMay be used to specify a count method not listed in UnderlyingPaymentStreamDayCount(40572)
40573Int
40574Int Enum
40575Percentage
40576Int Enum
40577Int Enum
42896XIDREFMutually exclusive with UnderlyingPaymentStreamCompoundingFixedRate(42900) or the UnderlyingPaymentStreamCompoundingFloatingRate component
42897PriceOffset
42898Int Enum
42899Int Enum
40578Boolean
40579Boolean
40580Boolean
41897Boolean
41898Amount
41899Currency
41900Amount
41901Currency
41902Amount
41903Currency
Component
Component
Component
Component
42900FloatMutually exclusive with UnderlyingPaymentStreamCompoundingXIDRef(42896) or the UnderlyingPaymentStreamCompoundingFloatingRate component
ComponentMutually exclusive with UnderlyingPaymentStreamCompoundingFixedRate(42900) or the UnderlyingPaymentStreamCompoundingXIDRef(42896)
Component
Component