| ID |
Name |
Abbr |
Presence |
Description |
| 40419 | LegPaymentStubType | Typ |
optional |
SYNOPSIS:
Stub type.
|
| 40420 | LegPaymentStubLength | Lngth |
optional |
SYNOPSIS:
Optional indication whether stub is shorter or longer than the regular swap period.
|
| 4351 | LegPaymentStubStartDate | StartDt | optional | SYNOPSIS:
LegPaymentStubStartDate is a subcomponent of the LegPaymentStubGrp component used to specify the start date of the payment stub.
ELABORATION:
|
| 4349 | LegPaymentStubEndDate | EndDt | optional | SYNOPSIS:
LegPaymentStubEndDate is a subcomponent of the LegPaymentStubGrp component used to specify the end date of the payment stub.
ELABORATION:
|
| 40421 | LegPaymentStubRate | Rt |
optional |
SYNOPSIS:
The agreed upon fixed rate for this stub.
|
| 40422 | LegPaymentStubFixedAmount | FixedAmt |
optional |
SYNOPSIS:
A fixed payment amount for the stub.
|
| 40423 | LegPaymentStubFixedCurrency | FixedCcy |
optional |
SYNOPSIS:
The currency of the fixed payment amount. Uses ISO 4217 currency codes.
|
| 40424 | LegPaymentStubIndex | Ndx |
optional |
SYNOPSIS:
The stub floating rate index.
|
| 40425 | LegPaymentStubIndexSource | NdxSrc |
optional |
SYNOPSIS:
The source for the stub floating rate index.
|
| 40426 | LegPaymentStubIndexCurvePeriod | NdxPeriod |
optional |
SYNOPSIS:
Time unit multiplier for the floating rate index.
|
| 40427 | LegPaymentStubIndexCurveUnit | NdxUnit |
optional |
SYNOPSIS:
Time unit associated with the floating rate index.
|
| 40428 | LegPaymentStubIndexRateMultiplier | RtMult |
optional |
SYNOPSIS:
A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.
|
| 40429 | LegPaymentStubIndexRateSpread | Spread |
optional |
SYNOPSIS:
Spread from floating rate index.
|
| 40430 | LegPaymentStubIndexRateSpreadPositionType | SpreadPosTyp |
optional |
SYNOPSIS:
Identifies whether the rate spread is applied to a long or a short position.
|
| 40431 | LegPaymentStubIndexRateTreatment | RtTrtmt |
optional |
SYNOPSIS:
Specifies the yield calculation treatment for the stub index.
|
| 40432 | LegPaymentStubIndexCapRate | CapRt |
optional |
SYNOPSIS:
The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.
|
| 40433 | LegPaymentStubIndexCapRateBuySide | CapRtBuy |
optional |
SYNOPSIS:
Reference to the buyer of the cap rate option through its trade side.
|
| 40434 | LegPaymentStubIndexCapRateSellSide | CapRtSell |
optional |
SYNOPSIS:
Reference to the seller of the cap rate option through its trade side.
|
| 40435 | LegPaymentStubIndexFloorRate | FlrRt |
optional |
SYNOPSIS:
The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05.
|
| 40436 | LegPaymentStubIndexFloorRateBuySide | FlrRtBuy |
optional |
SYNOPSIS:
Reference to the buyer of the floor rate option through its trade side.
|
| 40437 | LegPaymentStubIndexFloorRateSellSide | FlrRtSell |
optional |
SYNOPSIS:
Reference to the seller of the floor rate option through its trade side.
|
| 40438 | LegPaymentStubIndex2 | Ndx2 |
optional |
SYNOPSIS:
The second stub floating rate index.
|
| 40439 | LegPaymentStubIndex2Source | Ndx2Src |
optional |
SYNOPSIS:
The source for the second stub floating rate index.
|
| 40440 | LegPaymentStubIndex2CurvePeriod | Ndx2Period |
optional |
SYNOPSIS:
Secondary time unit multiplier for the stub floating rate index curve.
|
| 40441 | LegPaymentStubIndex2CurveUnit | Ndx2Unit |
optional |
SYNOPSIS:
Secondary time unit associated with the stub floating rate index curve.
|
| 40442 | LegPaymentStubIndex2RateMultiplier | RtMult2 |
optional |
SYNOPSIS:
A rate multiplier to apply to the second floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.
|
| 40443 | LegPaymentStubIndex2RateSpread | Spread2 |
optional |
SYNOPSIS:
Spread from the second floating rate index.
|
| 40444 | LegPaymentStubIndex2RateSpreadPositionType | Spread2PosTyp |
optional |
SYNOPSIS:
Identifies whether the rate spread is applied to a long or a short position.
|
| 40445 | LegPaymentStubIndex2RateTreatment | RtTrtmt2 |
optional |
SYNOPSIS:
Specifies the yield calculation treatment for the second stub index.
|
| 40446 | LegPaymentStubIndex2CapRate | CapRt2 |
optional |
SYNOPSIS:
The cap rate, if any, which applies to the second floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.
|
| 40447 | LegPaymentStubIndex2FloorRate | FlrRt2 |
optional |
SYNOPSIS:
The floor rate, if any, which applies to the second floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05.
|