| ID |
Name |
Abbr |
Presence |
Description |
| 40326 | LegPaymentStreamRate | Rt |
optional |
SYNOPSIS:
The rate applicable to the fixed rate payment stream.
|
| 40327 | LegPaymentStreamFixedAmount | Amt |
optional |
SYNOPSIS:
The leg instrument payment stream's fixed payment amount. In a CDS, this can be an alternative to LegPaymentStreamRate(40326).
|
| 40328 | LegPaymentStreamRateOrAmountCurrency | Ccy |
optional |
SYNOPSIS:
Specifies the currency in which LegPaymentStreamFixedAmount(40327) or LegPaymentStreamRate(40326) is denominated. Uses ISO 4217 currency codes.
|
| 41556 | LegPaymentStreamFixedAmountUnitOfMeasure | FixedAmtUOM |
optional |
SYNOPSIS:
The fixed payment amount unit of measure (UOM).
|
| 41557 | LegPaymentStreamTotalFixedAmount | FixedAmt |
optional |
SYNOPSIS:
Specifies the total fixed payment amount.
|
| 40329 | LegPaymentStreamFutureValueNotional | FutValNotl |
optional |
SYNOPSIS:
The future value notional is normally only required for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)). The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency is the same as the stream notional.
|
| 40330 | LegPaymentStreamFutureValueDateAdjusted | FutValDt |
optional |
SYNOPSIS:
The adjusted value date of the future value amount.
|
| 41558 | LegPaymentStreamWorldScaleRate | WorldScaleRt |
optional |
SYNOPSIS:
The number of Worldscale points for purposes of the calculation of a fixed amount for a wet voyage charter commodity swap.
|
| 41559 | LegPaymentStreamContractPrice | CtrctPx |
optional |
SYNOPSIS:
The price per relevant unit for purposes of the calculation of a fixed amount for a dry voyage charter or time charter commodity swap.
|
| 41560 | LegPaymentStreamContractPriceCurrency | CtrctPxCcy |
optional |
SYNOPSIS:
Specifies the currency of LegPaymentStreamContractPrice(41559). Uses ISO 4217 currency codes.
|