Component LegPaymentStreamFormula Scenario base

SYNOPSIS: LegPaymentStreamFormula is a subcomponent of the LegPaymentStreamFloatingRate component used to report the parameters for determining the floating rate of the stream e.g. for equity swaps.
ELABORATION:

ID Abbr
4347Frmla

Pedigree

Added EP Updated EP Deprecated EP
FIX.5.0SP2208

Members

ID Name Abbr Presence Description
42482LegPaymentStreamFormulaCurrencyCcy optional SYNOPSIS: The currency in which the formula amount is denominated. Uses ISO 4217 currency codes.
42483LegPaymentStreamFormulaCurrencyDeterminationMethodCcyDtrmnMeth optional SYNOPSIS: Specifies the method according to which the formula amount currency is determined. See http://www.fpml.org/coding-scheme/determination-method for values.
42484LegPaymentStreamFormulaReferenceAmountRefAmt optional SYNOPSIS: Specifies the reference amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or refers to a term defined elsewhere in the swap document. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of reference amounts.
4348LegPaymentStreamFormulaMathGrpMathoptionalSYNOPSIS: LegPaymentStreamFormulaMathGrp is a repeating subcomponent within the LegPaymentStreamFormula component. It is used to specify the set of formulas, sub-formulas and descriptions from which the rate is derived.
ELABORATION:
4344LegPaymentStreamFormulaImageImgoptionalSYNOPSIS: LegPaymentStreamFormulaImage is a subcomponent of the LegPaymentStreamFormula component used to include a base64Binary-encoded image clip of the formula.
ELABORATION: