UnderlyingRateSpreadSchedule

Created 2 years ago · No revisions

UnderlyingRateSpreadSchedule is a subcomponent of UnderlyingInstrument used to specify the rate spread schedule for a basket underlier.

Structure

Tag	Name	Type	Required
43004	UnderlyingRateSpreadInitialValue	Float
	UnderlyingRateSpreadStepGrp	Component

Used By

6
Indication of Interest (via UndInstrmtGrp > UnderlyingInstrument)
7
Advertisement (via UndInstrmtGrp > UnderlyingInstrument)
8
Execution Report (via UndInstrmtGrp > UnderlyingInstrument)
a
Quote Status Request (via UndInstrmtGrp > UnderlyingInstrument)
AA
Derivative Security List (via UnderlyingInstrument)

UnderlyingProvisionPtysSubGrp UnderlyingRateSpreadStepGrp