| ID | Abbr |
|---|---|
| 4062 | Fixed |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.5.0SP2 | 161 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 40615 | UnderlyingPaymentStreamRate | Rt | optional | SYNOPSIS:
The rate applicable to the fixed rate payment stream.
|
| 40616 | UnderlyingPaymentStreamFixedAmount | Amt | optional | SYNOPSIS:
The underlying payment stream's fixed payment amount. In CDS an alternative to UnderlyingPaymentStreamRate(40615).
|
| 40617 | UnderlyingPaymentStreamRateOrAmountCurrency | Ccy | optional | SYNOPSIS:
Specifies the currency in which UnderlyingPaymentStreamFixedAmount(40616) or UnderlyingPaymentStreamRate(40615) is denominated. Users ISO 4271 currency codes.
|
| 41904 | UnderlyingPaymentStreamFixedAmountUnitOfMeasure | FixedAmtUOM | optional | SYNOPSIS:
Fixed payment amount unit of measure (UOM).
|
| 41905 | UnderlyingPaymentStreamTotalFixedAmount | FixedAmt | optional | SYNOPSIS:
Specifies the total fixed payment amount.
|
| 40618 | UnderlyingPaymentStreamFutureValueNotional | 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.
|
| 40619 | UnderlyingPaymentStreamFutureValueDateAdjusted | FutValDt | optional | SYNOPSIS:
The adjusted value date of the future value amount.
|
| 41906 | UnderlyingPaymentStreamWorldScaleRate | WorldScaleRt | optional | SYNOPSIS:
The number of Worldscale points for purposes of the calculation of a fixed amount for a wet voyage charter commodity swap.
|
| 41907 | UnderlyingPaymentStreamContractPrice | 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.
|
| 41908 | UnderlyingPaymentStreamContractPriceCurrency | CtrctPxCcy | optional | SYNOPSIS:
Specifies the currency of UnderlyingPaymentStreamContractPrice(41907). Uses ISO 4217 currency codes.
|