PaymentStreamFloatingRate is a subcomponent of the PaymentStream component used to report the floating rate attributes of the stream.
| Tag | Name | Type | Required | Description |
|---|---|---|---|---|
| 40789 | String | |||
| 40790 | Int Enum | |||
| 43090 | String | Conditionally required when PaymentStreamRateIndexIDSource(43091) is specified
| ||
| 43091 | String Enum | Conditionally required when PaymentStreamRateIndexID(43090) is specified
| ||
| 40791 | String Enum | Conditionally required when PaymentStreamRateIndexCurvePeriod(40792) is specified
| ||
| 40792 | Int | Conditionally required when PaymentStreamRateIndexCurveUnit(40791) is specified
| ||
| 43112 | String | |||
| 43113 | Int Enum | |||
| 43114 | String | Conditionally required when PaymentStreamRateIndex2IDSource(43115) is specified
| ||
| 43115 | String Enum | Conditionally required when PaymentStreamRateIndex2ID(43114) is specified
| ||
| 41194 | Int | Conditionally required when PaymentStreamRateIndex2CurveUnit(41195) is specified
| ||
| 41195 | String Enum | Conditionally required when PaymentStreamRateIndex2CurvePeriod(41194) is specified
| ||
| 41196 | String | |||
| 41197 | Quantity | |||
| 41198 | String Enum | |||
| 41199 | Int Enum | |||
| 41200 | Quantity | |||
| 41201 | String Enum | |||
| 41202 | Boolean | |||
| 40793 | Float | |||
| 40794 | PriceOffset | |||
| 41203 | Currency | |||
| 41204 | String Enum | |||
| 41205 | Float | |||
| 41206 | Int Enum | |||
| 40795 | Int Enum | |||
| 40796 | Int Enum | |||
| 40797 | Percentage | |||
| 40798 | Int Enum | |||
| 40799 | Int Enum | |||
| 40800 | Percentage | |||
| 40801 | Int Enum | |||
| 40802 | Int Enum | |||
| 40803 | Percentage | |||
| 41207 | Percentage | |||
| 41208 | Percentage | |||
| 40804 | Char Enum | |||
| 40805 | Int | |||
| 40806 | Int Enum | |||
| 40807 | Int Enum | |||
| 41209 | Int | Conditionally required when PaymentStreamCalculationLagUnit(41210) is specified
| ||
| 41210 | String Enum | Conditionally required when PaymentStreamCalculationLagPeriod(41209) is specified
| ||
| 42663 | LocalMktDate | |||
| 42664 | Int | |||
| 42665 | Int Enum | |||
| 41211 | Int | Conditionally required when PaymentStreamFirstObservationOffsetUnit(41212) is specified
| ||
| 41212 | String Enum | Conditionally required when PaymentStreamFirstObservationOffsetPeriod(41211) is specified
| ||
| 42666 | LocalMktDate | |||
| 41213 | Int Enum | |||
| 41214 | Int Enum | |||
| 41215 | Int | |||
| 41216 | String | |||
| 41217 | Int Enum | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of pricing dates
| ||
| Component | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of pricing dates
| |||
| Component | ||||
| Component | ||||
| 40808 | Int | Conditionally required when PaymentStreamInflationLagUnit(40809) is specified
| ||
| 40809 | String Enum | Conditionally required when PaymentStreamInflationLagPeriod(40808) is specified
| ||
| 40810 | Int Enum | |||
| 40811 | Int Enum | |||
| 40812 | Int Enum | |||
| 40813 | String | |||
| 40814 | Float | |||
| 40815 | Boolean | |||
| 40816 | Int Enum | |||
| 42667 | String | |||
| Component | ||||
| Component | ||||
| 42668 | Boolean | |||
| Component | ||||
| 42669 | Price | |||
| 42670 | Boolean | |||
| 42671 | Boolean | |||
| 42672 | Int | |||
| 42673 | Price | |||
| 42674 | Int Enum | |||
| 42675 | Float | |||
| 42676 | Float | |||
| 42677 | Int | |||
| 42678 | Float | |||
| 42679 | Int Enum | |||
| 42680 | Boolean | |||
| 42681 | String | |||
| 42682 | Float |