| ID | Abbr | NumInGroup ID | NumInGroup name |
|---|---|---|---|
| 4006 | Strm | 40049 | NoStreams |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.5.0SP2 | 161 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 40050 | StreamType | Typ | optional | SYNOPSIS:
Type of swap stream.
|
| 41303 | StreamXID | XID | optional | SYNOPSIS:
Identifier of this Stream for cross referencing elsewhere in the message.
|
| 40051 | StreamDesc | Desc | optional | SYNOPSIS:
A short descriptive name given to the payment stream. Eg. CDS, Fixed, Float, Float2, GBP. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as reference.
|
| 42784 | StreamVersion | Ver | optional | SYNOPSIS:
The stream version identifier when there have been modifications to the contract over time. Helps signal when there are embedded changes.
|
| 42785 | StreamVersionEffectiveDate | VerEfctvDt | optional | SYNOPSIS:
The effective date of the StreamVersion(42784).
|
| 40052 | StreamPaySide | PaySide | optional | SYNOPSIS:
The side of the party paying the stream.
|
| 40053 | StreamReceiveSide | RcvSide | optional | SYNOPSIS:
The side of the party receiving the stream.
|
| 41305 | StreamNotionalXIDRef | NotlXIDRef | optional | SYNOPSIS:
Cross reference to another Stream notional for duplicating its properties.
|
| 40054 | StreamNotional | Notl | optional | SYNOPSIS:
Notional, or initial notional value for the payment stream. Use the PaymentScheduleGrp component to specify the rate steps.
|
| 40055 | StreamCurrency | Ccy | optional | SYNOPSIS:
Specifies the currency the StreamNotional(40054) is denominated in. Uses ISO 4217 currency codes.
|
| 42786 | StreamNotionalDeterminationMethod | NotlDtrmnMeth | optional | SYNOPSIS:
Specifies the method for determining the floating notional value for equity swaps.
See http://www.fpml.org/coding-scheme/determination-method for values.
|
| 42787 | StreamNotionalAdjustments | NotlAdjmts | optional | SYNOPSIS:
For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap.
|
| 41306 | StreamNotionalFrequencyPeriod | NotlPeriod | optional | SYNOPSIS:
Time unit multiplier for the swap stream's notional frequency.
|
| 41307 | StreamNotionalFrequencyUnit | NotlUnit | optional | SYNOPSIS:
Time unit associated with the swap stream's notional frequency.
|
| 41308 | StreamNotionalCommodityFrequency | NotlFreq | optional | SYNOPSIS:
The commodity's notional or quantity delivery frequency.
|
| 41309 | StreamNotionalUnitOfMeasure | NotlUOM | optional | SYNOPSIS:
Specifies the delivery stream quantity unit of measure (UOM).
|
| 41310 | StreamTotalNotional | TotNotl | optional | SYNOPSIS:
Total notional or delivery quantity over the term of the contract.
|
| 41311 | StreamTotalNotionalUnitOfMeasure | TotNotlUOM | optional | SYNOPSIS:
Specifies the unit of measure (UOM) for the total notional or delivery quantity over the term of the contract.
|
| 4179 | StreamCommodity | Cmdty | optional | SYNOPSIS:
StreamCommodity is a subcomponent of the Stream component used to identify and describe the underlying commodity.
ELABORATION: |
| 4081 | StreamEffectiveDate | EfctvDt | optional | SYNOPSIS:
StreamEffectivedDate is a subcomponent of the StreamGrp component used to specify the effective date of the stream.
ELABORATION: |
| 4008 | StreamTerminationDate | TrmtnDt | optional | SYNOPSIS:
StreamTerminationDate is a subcomponent of the StreamGrp component used to specify the termination date of the stream.
ELABORATION: |
| 4009 | StreamCalculationPeriodDates | CalcDts | optional | SYNOPSIS:
StreamCalculationPeriodDates is a subcomponent of the StreamGrp component used to specify the calculation period dates of the stream.
ELABORATION: |
| 4070 | PaymentStream | PmtStrm | optional | SYNOPSIS:
The PaymentStream component is a subcomponent of the Stream used to detail the attributes of a payment stream in a swap.
ELABORATION: |
| 4077 | PaymentScheduleGrp | PmtSched | optional | SYNOPSIS:
The PaymentScheduleGrp is a repeating subcomponent of the StreamGrp component used to specify notional and rate steps of the payment stream.
ELABORATION: The Fixing Lag Interval (PaymentScheduleFixingLagPeriod(41176) and PaymentScheduleFixingLagUnit(41177)) and the First Observation Offset Duration (PaymentScheduleFixingFirstObservationOffsetPeriod(41178) and PaymentScheduleFixingFirstObservationOffsetUnit(41179)) are used together. If the First Observation Offset Duration is specified, the observation starts the Fixing Lag Interval prior to each calculation. If the First Observation Offset Duration is not specified, the observation starts immediately preceeding each calculation. |
| 4079 | PaymentStubGrp | PmtStub | optional | SYNOPSIS:
The PaymentStubGrp is a repeating subcomponent of the StreamGrp component used to specify front and back stubs of the payment stream.
ELABORATION: |
| 4155 | DeliveryStream | DlvryStrm | optional | SYNOPSIS:
The DeliveryStream component is used to optionally specify the attributes of a physical delivery stream in a swap.
ELABORATION: |
| 4152 | DeliveryScheduleGrp | DlvrySched | optional | SYNOPSIS:
The DeliveryScheduleGrp is a repeating subcomponent of the Stream component used to detail step schedules associated with a delivery stream.
ELABORATION: Note: Holiday schedule is standard for the country and time zone and need not be specified. |
| 40056 | StreamText | Txt | optional | SYNOPSIS:
Free form text to specify additional information or enumeration description when a standard value does not apply.
|
| 40982 | EncodedStreamTextLen | EncTxtLen | optional | SYNOPSIS:
Byte length of encoded (non-ASCII characters) EncodedStreamText(40983) field.
|
| 40983 | EncodedStreamText | EncTxt | optional | SYNOPSIS:
Encoded (non-ASCII characters) representation of the StreamText(40056) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the StreamText(40056) field.
|