Log in

LegPaymentStreamFloatingRate

LegPaymentStreamFloatingRate is a subcomponent of the LegPaymentStream component used to report the floating rate attributes of the payment stream.

TagNameTypeRequiredDescription
40331
LegPaymentStreamRateIndex
String
40332
LegPaymentStreamRateIndexSource
Int Enum
43088
LegPaymentStreamRateIndexID
String
Conditionally required when LegPaymentStreamRateIndexIDSource(43089) is specified
43089
LegPaymentStreamRateIndexIDSource
String Enum
Conditionally required when LegPaymentStreamRateIndexID(43088) is specified
40333
LegPaymentStreamRateIndexCurveUnit
String Enum
Conditionally required when LegPaymentStreamRateIndexCurvePeriod(40334) is specified
40334
LegPaymentStreamRateIndexCurvePeriod
Int
Conditionally required when LegPaymentStreamRateIndexCurveUnit(40333) is specified
43116
LegPaymentStreamRateIndex2
String
43117
LegPaymentStreamRateIndex2Source
Int Enum
43118
LegPaymentStreamRateIndex2ID
String
Conditionally required when LegPaymentStreamRateIndex2IDSource(43119) is specified
43119
LegPaymentStreamRateIndex2IDSource
String Enum
Conditionally required when LegPaymentStreamRateIndex2ID(43118) is specified
41563
LegPaymentStreamRateIndex2CurveUnit
String Enum
Conditionally required when LegPaymentStreamRateIndex2CurvePeriod(41564) is specified
41564
LegPaymentStreamRateIndex2CurvePeriod
Int
Conditionally required when LegPaymentStreamRateIndex2CurveUnit(41563) is specified
41565
LegPaymentStreamRateIndexLocation
String
41566
LegPaymentStreamRateIndexLevel
Quantity
41567
LegPaymentStreamRateIndexUnitOfMeasure
String Enum
41568
LegPaymentStreamSettlLevel
Int Enum
41569
LegPaymentStreamReferenceLevel
Quantity
41570
LegPaymentStreamReferenceLevelUnitOfMeasure
String Enum
41571
LegPaymentStreamReferenceLevelEqualsZeroIndicator
Boolean
40335
LegPaymentStreamRateMultiplier
Float
40336
LegPaymentStreamRateSpread
PriceOffset
41572
LegPaymentStreamRateSpreadCurrency
Currency
41573
LegPaymentStreamRateSpreadUnitOfMeasure
String Enum
41574
LegPaymentStreamRateConversionFactor
Float
41575
LegPaymentStreamRateSpreadType
Int Enum
40337
LegPaymentStreamRateSpreadPositionType
Int Enum
40338
LegPaymentStreamRateTreatment
Int Enum
40339
LegPaymentStreamCapRate
Percentage
40340
LegPaymentStreamCapRateBuySide
Int Enum
40341
LegPaymentStreamCapRateSellSide
Int Enum
40342
LegPaymentStreamFloorRate
Percentage
40343
LegPaymentStreamFloorRateBuySide
Int Enum
40344
LegPaymentStreamFloorRateSellSide
Int Enum
40345
LegPaymentStreamInitialRate
Percentage
41576
LegPaymentStreamLastResetRate
Percentage
41577
LegPaymentStreamFinalRate
Percentage
40346
LegPaymentStreamFinalRateRoundingDirection
Char Enum
40347
LegPaymentStreamFinalRatePrecision
Int
40348
LegPaymentStreamAveragingMethod
Int Enum
40349
LegPaymentStreamNegativeRateTreatment
Int Enum
41578
LegPaymentStreamCalculationLagPeriod
Int
Conditionally required when LegPaymentStreamCalculationLagUnit(41579) is specified
41579
LegPaymentStreamCalculationLagUnit
String Enum
Conditionally required when LegPaymentStreamCalculationLagPeriod(41578) is specified
42462
LegPaymentStreamFirstObservationDateUnadjusted
LocalMktDate
42463
LegPaymentStreamFirstObservationDateRelativeTo
Int
42464
LegPaymentStreamFirstObservationDateOffsetDayType
Int Enum
41580
LegPaymentStreamFirstObservationDateOffsetPeriod
Int
Conditionally required when LegPaymentStreamFirstObservationOffsetUnit(41581) is specified
41581
LegPaymentStreamFirstObservationDateOffsetUnit
String Enum
Conditionally required when LegPaymentStreamFirstObservationOffsetPeriod(41580) is specified
42465
LegPaymentStreamFirstObservationDateAdjusted
LocalMktDate
41582
LegPaymentStreamPricingDayType
Int Enum
41583
LegPaymentStreamPricingDayDistribution
Int Enum
41584
LegPaymentStreamPricingDayCount
Int
41585
LegPaymentStreamPricingBusinessCalendar
String
41586
LegPaymentStreamPricingBusinessDayConvention
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
LegPaymentStreamPricingBusinessCenterGrp
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
LegPaymentStreamPricingDayGrp
Component
LegPaymentStreamPricingDateGrp
Component
40350
LegPaymentStreamInflationLagPeriod
Int
Conditionally required when LegPaymentStreamInflationLagUnit(40351) is specified
40351
LegPaymentStreamInflationLagUnit
String Enum
Conditionally required when LegPaymentStreamInflationLagPeriod(40350) is specified
40352
LegPaymentStreamInflationLagDayType
Int Enum
40353
LegPaymentStreamInflationInterpolationMethod
Int Enum
40354
LegPaymentStreamInflationIndexSource
Int Enum
40355
LegPaymentStreamInflationPublicationSource
String
40356
LegPaymentStreamInflationInitialIndexLevel
Float
40357
LegPaymentStreamInflationFallbackBondApplicable
Boolean
40358
LegPaymentStreamFRADiscounting
Int Enum
42466
LegPaymentStreamUnderlierRefID
String
LegPaymentStreamFormula
Component
LegDividendConditions
Component
42467
LegReturnRateNotionalReset
Boolean
LegReturnRateGrp
Component
42468
LegPaymentStreamLinkInitialLevel
Price
42469
LegPaymentStreamLinkClosingLevelIndicator
Boolean
42470
LegPaymentStreamLinkExpiringLevelIndicator
Boolean
42471
LegPaymentStreamLinkEstimatedTradingDays
Int
42472
LegPaymentStreamLinkStrikePrice
Price
42473
LegPaymentStreamLinkStrikePriceType
Int Enum
42474
LegPaymentStreamLinkMaximumBoundary
Float
42475
LegPaymentStreamLinkMinimumBoundary
Float
42476
LegPaymentStreamLinkNumberOfDataSeries
Int
42477
LegPaymentStreamVarianceUnadjustedCap
Float
42478
LegPaymentStreamRealizedVarianceMethod
Int Enum
42479
LegPaymentStreamDaysAdjustmentIndicator
Boolean
42480
LegPaymentStreamNearestExchangeContractRefID
String
42481
LegPaymentStreamVegaNotionalAmount
Float

Used By