| ID | Abbr | NumInGroup ID | NumInGroup name |
|---|---|---|---|
| 4068 | RtSrc | 40704 | NoUnderlyingPaymentScheduleRateSources |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.5.0SP2 | 161 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 40705 | UnderlyingPaymentScheduleRateSource | Src | optional | SYNOPSIS:
Identifies the source of rate information.
|
| 40706 | UnderlyingPaymentScheduleRateSourceType | Typ | optional | SYNOPSIS:
Rate source type.
|
| 40707 | UnderlyingPaymentScheduleReferencePage | RefPg | optional | SYNOPSIS:
Identifies the reference “page” from the rate source.
For FX, the reference page to the spot rate to be used for the reference FX spot rate.
When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option
|