| ID |
Name |
Abbr |
Presence |
Description |
| 40784 | PaymentStreamRate | Rt |
optional |
SYNOPSIS:
The rate applicable to the fixed rate payment stream.
|
| 40785 | PaymentStreamFixedAmount | Amt |
optional |
SYNOPSIS:
The payment stream's fixed payment amount. In CDS an alternative to PaymentStreamRate(40784).
|
| 40786 | PaymentStreamRateOrAmountCurrency | Ccy |
optional |
SYNOPSIS:
Specifies the currency in which PaymentStreamFixedAmount(40785) or PaymentStreamRate(40784) is denominated. Uses ISO 4271 currency codes.
|
| 41187 | PaymentStreamFixedAmountUnitOfMeasure | FixedAmtUOM |
optional |
SYNOPSIS:
Specifies the fixed payment amount unit of measure (UOM).
|
| 41188 | PaymentStreamTotalFixedAmount | FixedAmt |
optional |
SYNOPSIS:
Specifies the total fixed payment amount.
|
| 40787 | PaymentStreamFutureValueNotional | 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.
|
| 40788 | PaymentStreamFutureValueDateAdjusted | FutValDt |
optional |
SYNOPSIS:
The adjusted value date of the future value amount.
|
| 41189 | PaymentStreamWorldScaleRate | WorldScaleRt |
optional |
SYNOPSIS:
The number of Worldscale points for purposes of the calculation of a fixed amount for a wet voyage charter commodity swap.
|
| 41190 | PaymentStreamContractPrice | 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.
|
| 41191 | PaymentStreamContractPriceCurrency | CtrctPxCcy |
optional |
SYNOPSIS:
Specifies the currency of PaymentStreamContractPrice(41190). Uses ISO 4217 currency codes.
|