Component FloatingRateIndex Scenario base

SYNOPSIS: Used to identify the rate index for a floating rate coupon.
ELABORATION: In the context of MiFID II RTS 23 Annex I Table 3 reference data - statement of the attributes of the index/benchmark of a floating rate security.

ID	Abbr
2264	RtNdx

Pedigree

Added	EP	Updated	EP	Deprecated	EP
FIX.5.0SP2	235	FIX.5.0SP2	240

Members

ID	Name	Abbr	Presence	Description
2731	FloatingRateIndexID	ID	optional	SYNOPSIS: Security identifier of the floating rate index.
2732	FloatingRateIndexIDSource	Src	optional	SYNOPSIS: Source for the floating rate index identified in FloatingRateIndexID(2731).
2730	FloatingRateIndexCurveUnit	Unit	optional	SYNOPSIS: Time unit associated with the floating rate index identified in FloatingRateIndexID(2731).
2728	FloatingRateIndexCurvePeriod	Period	optional	SYNOPSIS: Time unit multiplier for the floating rate index identified in FloatingRateIndexID(2731).
2729	FloatingRateIndexCurveSpread	Spread	optional	SYNOPSIS: Spread from the floating rate index.