UnderlyingPaymentStreamFloatingRate is a subcomponent of the UnderlyingPaymentStream component used to report the floating rate attributes of the stream.
| Tag | Name | Type | Required | Description |
|---|---|---|---|---|
| 40620 | String | |||
| 40621 | Int Enum | |||
| 43092 | String | Conditionally required when UnderlyingPaymentStreamRateIndexIDSource(43093) is specified | ||
| 43093 | String Enum | Conditionally required when UnderlyingPaymentStreamRateIndexID(43092) is specified | ||
| 40622 | String Enum | Conditionally required when UnderlyingPaymentStreamRateIndexCurvePeriod(40623) is specified | ||
| 40623 | Int | Conditionally required when UnderlyingPaymentStreamRateIndexCurveUnit(40622) is specified | ||
| 43120 | String | |||
| 43121 | Int Enum | |||
| 43122 | String | Conditionally required when UnderlyingPaymentStreamRateIndex2IDSource(43123) is specified | ||
| 43123 | String Enum | Conditionally required when UnderlyingPaymentStreamRateIndex2ID(43122) is specified | ||
| 41911 | String Enum | Conditionally required when UnderlyingPaymentStreamRateIndex2CurvePeriod(41912) is specified | ||
| 41912 | Int | Conditionally required when UnderlyingPaymentStreamRateIndex2CurveUnit(41911) is specified | ||
| 41913 | String | |||
| 41914 | Quantity | |||
| 41915 | String Enum | |||
| 41916 | Int Enum | |||
| 41917 | Quantity | |||
| 41918 | String Enum | |||
| 41919 | Boolean | |||
| 40624 | Float | |||
| 40625 | PriceOffset | |||
| 41920 | Currency | |||
| 41921 | String Enum | |||
| 41922 | Float | |||
| 41923 | Int Enum | |||
| 40626 | Int Enum | |||
| 40627 | Int Enum | |||
| 40628 | Percentage | |||
| 40629 | Int Enum | |||
| 40630 | Int Enum | |||
| 40631 | Percentage | |||
| 40632 | Int Enum | |||
| 40633 | Int Enum | |||
| 40634 | Percentage | |||
| 41924 | Percentage | |||
| 41925 | Percentage | |||
| 40635 | Char Enum | |||
| 40636 | Int | |||
| 40637 | Int Enum | |||
| 40638 | Int Enum | |||
| 41926 | Int | Conditionally required when UnderlyingPaymentStreamCalculationLagUnit(41927) is specified | ||
| 41927 | String Enum | Conditionally required when UnderlyingPaymentStreamCalculationLagPeriod(41926) is specified | ||
| 42958 | LocalMktDate | |||
| 42959 | Int | |||
| 42960 | Int Enum | |||
| 41928 | Int | Conditionally required when UnderlyingPaymentStreamFirstObservationOffsetUnit(41929) is specified | ||
| 41929 | String Enum | Conditionally required when UnderlyingPaymentStreamFirstObservationOffsetPeriod(41928) is specified | ||
| 42961 | LocalMktDate | |||
| 41930 | Int Enum | |||
| 41931 | Int Enum | |||
| 41932 | Int | |||
| 41933 | String | |||
| 41934 | Int Enum | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of pricing dates | ||
| Component | ||||
| Component | ||||
| Component | ||||
| 40639 | Int | Conditionally required when UnderlyingPaymentStreamInflationLagUnit(40640) is specified | ||
| 40640 | String Enum | Conditionally required when UnderlyingPaymentStreamInflationLagPeriod(40639) is specified | ||
| 40641 | Int Enum | |||
| 40642 | Int Enum | |||
| 40643 | Int Enum | |||
| 40644 | String | |||
| 40645 | Float | |||
| 40646 | Boolean | |||
| 40647 | Int Enum | |||
| 42962 | String | |||
| Component | ||||
| Component | ||||
| 42963 | Boolean | |||
| Component | ||||
| 42964 | Price | |||
| 42965 | Boolean | |||
| 42966 | Boolean | |||
| 42967 | Int | |||
| 42968 | Price | |||
| 42969 | Int Enum | |||
| 42970 | Float | |||
| 42971 | Float | |||
| 42972 | Int | |||
| 42973 | Float | |||
| 42974 | Int Enum | |||
| 42975 | Boolean | |||
| 42976 | String | |||
| 42977 | Float |