| ID |
Name |
Abbr |
Presence |
Description |
| 40873 | PaymentStubType | Typ |
optional |
SYNOPSIS:
Stub type.
|
| 40874 | PaymentStubLength | Lngth |
optional |
SYNOPSIS:
Optional indication whether stub is shorter or longer than the regular swap period.
|
| 4376 | PaymentStubStartDate | StartDt | optional | SYNOPSIS:
PaymentStubStartDate is a subcomponent of the PaymentStubGrp component used to specify the start date of the payment stub.
ELABORATION:
|
| 4374 | PaymentStubEndDate | EndDt | optional | SYNOPSIS:
PaymentStubEndDate is a subcomponent of the PaymentStubGrp component used to specify the end date of the payment stub.
ELABORATION:
|
| 40875 | PaymentStubRate | Rt |
optional |
SYNOPSIS:
The agreed upon fixed rate for this stub.
|
| 40876 | PaymentStubFixedAmount | FixedAmt |
optional |
SYNOPSIS:
A fixed payment amount for the stub.
|
| 40877 | PaymentStubFixedCurrency | FixedCcy |
optional |
SYNOPSIS:
The currency of the fixed payment amount. Uses ISO 4217 currency codes.
|
| 40878 | PaymentStubIndex | Ndx |
optional |
SYNOPSIS:
The stub floating rate index.
|
| 40879 | PaymentStubIndexSource | NdxSrc |
optional |
SYNOPSIS:
The source of the stub floating rate index.
|
| 40880 | PaymentStubIndexCurvePeriod | NdxPeriod |
optional |
SYNOPSIS:
Time unit multiplier for the stub floating rate index.
|
| 40881 | PaymentStubIndexCurveUnit | NdxUnit |
optional |
SYNOPSIS:
Time unit associated with the stub floating rate index.
|
| 40882 | PaymentStubIndexRateMultiplier | 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.
|
| 40883 | PaymentStubIndexRateSpread | Spread |
optional |
SYNOPSIS:
Spread from floating rate index.
|
| 40884 | PaymentStubIndexRateSpreadPositionType | SpreadPosTyp |
optional |
SYNOPSIS:
Identifies whether the rate spread is applied to a long or short position.
|
| 40885 | PaymentStubIndexRateTreatment | RtTrtmt |
optional |
SYNOPSIS:
Specifies the yield calculation treatment for the payment stub index.
|
| 40886 | PaymentStubIndexCapRate | 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.
|
| 40887 | PaymentStubIndexCapRateBuySide | CapRtBuy |
optional |
SYNOPSIS:
Reference to the buyer of the cap rate option through its trade side.
|
| 40888 | PaymentStubIndexCapRateSellSide | CapRtSell |
optional |
SYNOPSIS:
Reference to the seller of the cap rate option through its trade side.
|
| 40889 | PaymentStubIndexFloorRate | 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.
|
| 40890 | PaymentStubIndexFloorRateBuySide | FlrRtBuy |
optional |
SYNOPSIS:
Reference to the buyer of the floor rate option through its trade side.
|
| 40891 | PaymentStubIndexFloorRateSellSide | FlrRtSell |
optional |
SYNOPSIS:
Reference to the seller of the floor rate option through its trade side.
|
| 40892 | PaymentStubIndex2 | Ndx2 |
optional |
SYNOPSIS:
The second stub floating rate index.
|
| 40893 | PaymentStubIndex2Source | Ndx2Src |
optional |
SYNOPSIS:
The source of the second stub floating rate index.
|
| 40894 | PaymentStubIndex2CurvePeriod | Ndx2Period |
optional |
SYNOPSIS:
Secondary time unit multiplier for the stub floating rate index curve.
|
| 40895 | PaymentStubIndex2CurveUnit | Ndx2Unit |
optional |
SYNOPSIS:
Secondary time unit associated with the stub floating rate index curve.
|
| 40896 | PaymentStubIndex2RateMultiplier | 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.
|
| 40897 | PaymentStubIndex2RateSpread | Spread2 |
optional |
SYNOPSIS:
Spread from the second floating rate index.
|
| 40898 | PaymentStubIndex2RateSpreadPositionType | Spread2PosTyp |
optional |
SYNOPSIS:
Identifies whether the rate spread is applied to a long or short position.
|
| 40899 | PaymentStubIndex2RateTreatment | RtTrtmt2 |
optional |
SYNOPSIS:
Specifies the yield calculation treatment for the second stub index.
|
| 40900 | PaymentStubIndex2CapRate | 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.
|
| 40901 | PaymentStubIndex2FloorRate | 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.
|