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DividendAccrualFloatingRate

The DividendAccrualFloatingRate component is a subcomponent of DividendConditions used to define the dividend accrual floating rate attributes of dividend payment conditions.

TagNameTypeRequiredDescription
42218
DividendFloatingRateIndex
String
42219
DividendFloatingRateIndexCurvePeriod
Int
Conditionally required when DividendFloatingRateIndexCurveUnit(42220) is specified
42220
DividendFloatingRateIndexCurveUnit
String Enum
Conditionally required when DividendFloatingRateIndexCurvePeriod(42219) is specified
42221
DividendFloatingRateMultiplier
Float
42222
DividendFloatingRateSpread
PriceOffset
42223
DividendFloatingRateSpreadPositionType
Int Enum
42224
DividendFloatingRateTreatment
Int Enum
42225
DividendCapRate
Percentage
42226
DividendCapRateBuySide
Int Enum
42227
DividendCapRateSellSide
Int Enum
42228
DividendFloorRate
Percentage
42229
DividendFloorRateBuySide
Int Enum
42230
DividendFloorRateSellSide
Int Enum
42231
DividendInitialRate
Percentage
42232
DividendFinalRateRoundingDirection
Char Enum
42233
DividendFinalRatePrecision
Int
42234
DividendAveragingMethod
Int Enum
42235
DividendNegativeRateTreatment
Int Enum

Used By

  • 6
    Indication of Interest (via Instrument > > DividendConditions)
  • 7
    Advertisement (via Instrument > > DividendConditions)
  • 8
    Execution Report (via Instrument > > DividendConditions)
  • a
    Quote Status Request (via Instrument > > DividendConditions)
  • AA
    Derivative Security List (via RelSymDerivSecGrp > > DividendConditions)
DisplayInstructionDividendAccrualPaymentDate
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