The UnderlyingInstrument component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the UnderlyingInstrument component block it describes an instrument which underlies the primary instrument Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields.
| Tag | Name | Type | Required | Description |
|---|---|---|---|---|
| 311 | String | |||
| 312 | String | |||
| 309 | String | |||
| 305 | String Enum | |||
| Component | ||||
| 462 | Int | |||
| 463 | String | |||
| 310 | String | |||
| 763 | String | |||
| 313 | MonthYear | |||
| 542 | LocalMktDate | |||
| 315 | Int | |||
| 241 | LocalMktDate | |||
| 242 | LocalMktDate | |||
| 243 | String | Deprecated, not applicable/used for Repos
| ||
| 244 | Int | Deprecated, not applicable/used for Repos
| ||
| 245 | Percentage | Deprecated, not applicable/used for Repos
| ||
| 246 | Float | |||
| 256 | String | |||
| 595 | String | |||
| 592 | Country | |||
| 593 | String | |||
| 594 | String | |||
| 247 | LocalMktDate | Deprecated, use YieldRedemptionDate (696) in component block
| ||
| 316 | Price | |||
| 941 | Currency | |||
| 317 | Char | |||
| 436 | Float | |||
| 435 | Percentage | |||
| 308 | Exchange | |||
| 306 | String | |||
| 362 | Length | |||
| 363 | Data | |||
| 307 | String | |||
| 364 | Length | |||
| 365 | Data | |||
| 877 | String | |||
| 878 | String | |||
| 318 | Currency | Specific to the (not in )
| ||
| 879 | Quantity | Specific to the (not in )
Unit amount of the underlying security (par, shares, currency, etc.)
| ||
| 810 | Price | Specific to the (not in )
In a financing deal clean price (percent-of-par or per unit) of the underlying security or
basket
| ||
| 882 | Price | Specific to the (not in )
In a financing deal price (percent-of-par or per unit) of the underlying security or basket.
"Dirty" means it includes accrued interest
| ||
| 883 | Price | Specific to the (not in )
In a financing deal price (percent-of-par or per unit) of the underlying security or basket at
the end of the agreement
| ||
| 884 | Amount | Specific to the (not in )
Currency value attributed to this collateral at the start of the agreement
| ||
| 885 | Amount | Specific to the (not in )
Currency value currently attributed to this collateral
| ||
| 886 | Amount | Specific to the (not in )
Currency value attributed to this collateral at the end of the agreement
| ||
| Component | Specific to the (not in )
The contents of the Component Block
|