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LegPaymentStreamFormula

LegPaymentStreamFormula is a subcomponent of the LegPaymentStreamFloatingRate component used to report the parameters for determining the floating rate of the stream e.g. for equity swaps.

TagNameTypeRequiredDescription
42482
LegPaymentStreamFormulaCurrency
Currency
42483
LegPaymentStreamFormulaCurrencyDeterminationMethod
String
42484
LegPaymentStreamFormulaReferenceAmount
Int
LegPaymentStreamFormulaMathGrp
Component
LegPaymentStreamFormulaImage
Component

Used By

  • 6
    Indication of Interest (via InstrmtLegIOIGrp > > LegPaymentStreamFloatingRate)
  • 7
    Advertisement (via InstrmtLegGrp > > LegPaymentStreamFloatingRate)
  • 8
    Execution Report (via InstrmtLegExecGrp > > LegPaymentStreamFloatingRate)
  • a
    Quote Status Request (via InstrmtLegGrp > > LegPaymentStreamFloatingRate)
  • AA
    Derivative Security List (via RelSymDerivSecGrp > > LegPaymentStreamFloatingRate)
LegPaymentStreamFloatingRateLegPaymentStreamFormulaImage
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