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  1. Components
  2. UnderlyingPaymentStreamFormula
Created 2 years ago · No revisions

UnderlyingPaymentStreamFormula

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

Structure

TagNameTypeRequired
42978
UnderlyingPaymentStreamFormulaCurrency
Currency
42979
UnderlyingPaymentStreamFormulaCurrencyDeterminationMethod
String
42980
UnderlyingPaymentStreamFormulaReferenceAmount
Int
UnderlyingPaymentStreamFormulaMathGrp
Component
UnderlyingPaymentStreamFormulaImage
Component

Used By

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