| ID | Abbr | NumInGroup ID | NumInGroup name |
|---|---|---|---|
| 4067 | PmtSched | 40664 | NoUnderlyingPaymentSchedules |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.5.0SP2 | 161 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 40665 | UnderlyingPaymentScheduleType | Typ | optional | SYNOPSIS:
Type of schedule.
|
| 41881 | UnderlyingPaymentScheduleXID | XID | optional | SYNOPSIS:
Identifier of this UnderlyingPaymentSchedule for cross referencing elsewhere in the message.
|
| 41882 | UnderlyingPaymentScheduleXIDRef | XIDRef | optional | SYNOPSIS:
Reference to payment schedule elsewhere in the message.
|
| 40666 | UnderlyingPaymentScheduleStubType | StubTyp | optional | SYNOPSIS:
Indicates to which stub this schedule applies.
|
| 40667 | UnderlyingPaymentScheduleStartDateUnadjusted | StartDtUnadj | optional | SYNOPSIS:
The unadjusted date on which the value is adjusted, or calculated if a future value notional for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)), or the start date of a cashflow payment.
|
| 40668 | UnderlyingPaymentScheduleEndDateUnadjusted | EndDtUnadj | optional | SYNOPSIS:
The unadjusted end date of a cashflow payment.
|
| 40669 | UnderlyingPaymentSchedulePaySide | PaySide | optional | SYNOPSIS:
The side of the party paying the step schedule.
|
| 40670 | UnderlyingPaymentScheduleReceiveSide | RcvSide | optional | SYNOPSIS:
The side of the party receiving the step schedule.
|
| 40671 | UnderlyingPaymentScheduleNotional | Notl | optional | SYNOPSIS:
The notional value for this step, or amount of a cashflow payment.
|
| 40672 | UnderlyingPaymentScheduleCurrency | Ccy | optional | SYNOPSIS:
The currency for this step. Uses ISO 4217 currency codes.
|
| 40673 | UnderlyingPaymentScheduleRate | Rt | optional | SYNOPSIS:
The rate value for this step.
|
| 40674 | UnderlyingPaymentScheduleRateMultiplier | 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.
|
| 40675 | UnderlyingPaymentScheduleRateSpread | Spread | optional | SYNOPSIS:
The spread value for this step.
|
| 41883 | UnderlyingPaymentScheduleRateCurrency | RtCcy | optional | SYNOPSIS:
Specifies the currency of the schedule rate. Uses ISO 4217 currency codes.
|
| 41884 | UnderlyingPaymentScheduleRateUnitOfMeasure | RtUOM | optional | SYNOPSIS:
The schedule rate unit of measure (UOM).
|
| 41885 | UnderlyingPaymentScheduleRateConversionFactor | RtFctr | optional | SYNOPSIS:
The number to be multiplied by the derived floating rate of the underlying's payment schedule in order to arrive at the payment rate. If ommitted, the schedule rate conversion factor is 1.
|
| 41886 | UnderlyingPaymentScheduleRateSpreadType | SpreadTyp | optional | SYNOPSIS:
Specifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate.
|
| 40676 | UnderlyingPaymentScheduleRateSpreadPositionType | SpreadPosTyp | optional | SYNOPSIS:
Identifies whether the rate spread is applied to a long or short position.
|
| 40677 | UnderlyingPaymentScheduleRateTreatment | RtTrtmt | optional | SYNOPSIS:
Specifies the yield calculation treatment for the step schedule.
|
| 40678 | UnderlyingPaymentScheduleFixedAmount | FixedAmt | optional | SYNOPSIS:
The explicit payment amount for this step.
|
| 40679 | UnderlyingPaymentScheduleFixedCurrency | FixedCcy | optional | SYNOPSIS:
The currency of the fixed amount. Uses ISO 4217 currency codes.
|
| 41887 | UnderlyingPaymentScheduleSettlPeriodPrice | SettlPx | optional | SYNOPSIS:
The schedule settlement period price.
|
| 41888 | UnderlyingPaymentScheduleSettlPeriodPriceCurrency | SettlPxCcy | optional | SYNOPSIS:
The currency of the schedule settlement period price. Uses ISO 4217 currency codes.
|
| 41889 | UnderlyingPaymentScheduleSettlPeriodPriceUnitOfMeasure | SettlPxUOM | optional | SYNOPSIS:
The settlement period price unit of measure (UOM).
|
| 41890 | UnderlyingPaymentScheduleStepUnitOfMeasure | StepUOM | optional | SYNOPSIS:
The schedule step unit of measure (UOM).
|
| 40680 | UnderlyingPaymentScheduleStepFrequencyPeriod | StepPeriod | optional | SYNOPSIS:
Time unit multiplier for the step frequency.
|
| 40681 | UnderlyingPaymentScheduleStepFrequencyUnit | StepUnit | optional | SYNOPSIS:
Time unit associated with the step frequency.
|
| 40682 | UnderlyingPaymentScheduleStepOffsetValue | StepVal | optional | SYNOPSIS:
The explicit amount that the notional changes on each step date. This can be a positive or negative amount.
|
| 40683 | UnderlyingPaymentScheduleStepRate | StepRt | optional | SYNOPSIS:
The percentage by which the notional changes on each step date. The percentage is either a percentage applied to the initial notional amount or the previous outstanding notional, depending on the value specified in UnderlyingPaymentScheduleStepRelativeTo(40685). The percentage can be either positive or negative.
|
| 40684 | UnderlyingPaymentScheduleStepOffsetRate | StepOfstRt | optional | SYNOPSIS:
The explicit amount that the rate changes on each step date. This can be a positive or negative value.
|
| 40685 | UnderlyingPaymentScheduleStepRelativeTo | StepReltv | optional | SYNOPSIS:
Specifies whether the UnderlyingPaymentScheduleStepRate(40683) or UnderlyingPaymentScheduleStepOffsetValue(40682) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount.
|
| 4068 | UnderlyingPaymentScheduleRateSourceGrp | RtSrc | optional | SYNOPSIS:
UnderlyingPaymentScheduleRateSourceGrp is a repeating component within the UnderlyingPaymentScheduleGrp component used to identify primary and secondary rate sources.
ELABORATION: |
| 40686 | UnderlyingPaymentScheduleFixingDateUnadjusted | FixngDtUnadj | optional | SYNOPSIS:
The unadjusted fixing date.
|
| 40687 | UnderlyingPaymentScheduleWeight | Wt | optional | SYNOPSIS:
Floating rate observation weight for cashflow payment.
|
| 40688 | UnderlyingPaymentScheduleFixingDateRelativeTo | FixngReltv | optional | SYNOPSIS:
Specifies the anchor date when the fixing date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
| 40689 | UnderlyingPaymentScheduleFixingDateBusinessDayCnvtn | FixngBizDayCnvtn | optional | SYNOPSIS:
The business day convention used to adjust the payment schedule's fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
|
| 4126 | UnderlyingPaymentScheduleFixingDateBusinessCenterGrp | FixngBizCtr | optional | SYNOPSIS:
UnderlyingPaymentScheduleFixingDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentScheduleGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in the UnderlyingInstrument component.
ELABORATION: |
| 40691 | UnderlyingPaymentScheduleFixingDateOffsetPeriod | FixngPeriod | optional | SYNOPSIS:
Time unit multiplier for the relative fixing date offset.
|
| 40692 | UnderlyingPaymentScheduleFixingDateOffsetUnit | FixngUnit | optional | SYNOPSIS:
Time unit associated with the relative fixing date offset.
|
| 40693 | UnderlyingPaymentScheduleFixingDateOffsetDayType | FixngDayTyp | optional | SYNOPSIS:
Specifies the day type of the relative fixing date offset.
|
| 41891 | UnderlyingPaymentScheduleFixingDayDistribution | FixngDayDistrib | optional | SYNOPSIS:
The distribution of fixing days.
|
| 41892 | UnderlyingPaymentScheduleFixingDayCount | FixngDayCnt | optional | SYNOPSIS:
The number of days over which fixing should take place.
|
| 40694 | UnderlyingPaymentScheduleFixingDateAdjusted | FixngDt | optional | SYNOPSIS:
The adjusted fixing date.
|
| 4272 | UnderlyingPaymentScheduleFixingDayGrp | FixngDay | optional | SYNOPSIS:
The UnderlyingPaymentScheduleFixingDayGrp is a repeating subcomponent of the UnderlyingPaymentScheduleGrp component used to detail periodic fixing days.
ELABORATION: If the fixing days are not specified, then every day of the week will be a fixing day. |
| 41893 | UnderlyingPaymentScheduleFixingLagPeriod | FixngLagPeriod | optional | SYNOPSIS:
Time unit multiplier for the fixing lag duration.
|
| 41894 | UnderlyingPaymentScheduleFixingLagUnit | FixngLagUnit | optional | SYNOPSIS:
Time unit associated with the fixing lag duration.
|
| 41895 | UnderlyingPaymentScheduleFixingFirstObservationDateOffsetPeriod | FixngFirstObsvtnPeriod | optional | SYNOPSIS:
Time unit multiplier for the relative first observation date offset.
ELABORATION: If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period. |
| 41896 | UnderlyingPaymentScheduleFixingFirstObservationDateOffsetUnit | FixngFirstObsvtnUnit | optional | SYNOPSIS:
Time unit associated with the relative first observation date offset.
|
| 40695 | UnderlyingPaymentScheduleFixingTime | FixngTm | optional | SYNOPSIS:
The fixing time.
|
| 40696 | UnderlyingPaymentScheduleFixingTimeBusinessCenter | FixngTmBizCtr | optional | SYNOPSIS:
Business center for determining fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
| 40697 | UnderlyingPaymentScheduleInterimExchangePaymentDateRelativeTo | IntrmExchDtReltv | optional | SYNOPSIS:
Specifies the anchor date when the interim exchange payment date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
| 40698 | UnderlyingPaymentScheduleInterimExchangeDatesBusinessDayConvention | IntrmExchDtBizDayCnvtn | optional | SYNOPSIS:
The business day convention used to adjust the payment schedule's interim exchange date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
|
| 4127 | UnderlyingPaymentScheduleInterimExchangeDateBusinessCenterGrp | IntrmExchDtBizCtr | optional | SYNOPSIS:
UnderlyingPaymentScheduleInterimExchangeDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentScheduleGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in the UnderlyingInstrument component.
ELABORATION: |
| 40700 | UnderlyingPaymentScheduleInterimExchangeDatesOffsetPeriod | IntrmExchDtPeriod | optional | SYNOPSIS:
Time unit multiplier for the relative interim exchange date offset.
|
| 40701 | UnderlyingPaymentScheduleInterimExchangeDatesOffsetUnit | IntrmExchDtUnit | optional | SYNOPSIS:
Time unit associated with the relative interim exchange date offset.
|
| 40702 | UnderlyingPaymentScheduleInterimExchangeDatesOffsetDayType | IntrmExchDayTyp | optional | SYNOPSIS:
Specifies the day type of the relative interim exchange date offset.
|
| 40703 | UnderlyingPaymentScheduleInterimExchangeDateAdjusted | IntrmExchDt | optional | SYNOPSIS:
The adjusted interim exchange date.
|