| ID |
Name |
Abbr |
Presence |
Description |
| 40709 | UnderlyingPaymentStubType | Typ |
optional |
SYNOPSIS:
Stub type.
|
| 40710 | UnderlyingPaymentStubLength | Lngth |
optional |
SYNOPSIS:
Optional indication whether stub is shorter or longer than the regular swap period.
|
| 4412 | UnderlyingPaymentStubStartDate | StartDt | optional | SYNOPSIS:
UnderlyingPaymentStubStartDate is a subcomponent of the UnderlyingPaymentStubGrp component used to specify the start date of the payment stub.
ELABORATION:
|
| 4410 | UnderlyingPaymentStubEndDate | EndDt | optional | SYNOPSIS:
UnderlyingPaymentStubEndDate is a subcomponent of the UnderlyingPaymentStubGrp component used to specify the end date of the payment stub.
ELABORATION:
|
| 40711 | UnderlyingPaymentStubRate | Rt |
optional |
SYNOPSIS:
The agreed upon fixed rate for this stub.
|
| 40712 | UnderlyingPaymentStubFixedAmount | FixedAmt |
optional |
SYNOPSIS:
A fixed payment amount for the stub.
|
| 40713 | UnderlyingPaymentStubFixedCurrency | FixedCcy |
optional |
SYNOPSIS:
The currency of the fixed payment amount. Uses ISO 4217 currency codes.
|
| 40714 | UnderlyingPaymentStubIndex | Ndx |
optional |
SYNOPSIS:
The stub floating rate index.
|
| 40715 | UnderlyingPaymentStubIndexSource | NdxSrc |
optional |
SYNOPSIS:
The source for the underlying payment stub floating rate index.
|
| 40716 | UnderlyingPaymentStubIndexCurvePeriod | NdxPeriod |
optional |
SYNOPSIS:
Time unit multiplier for the underlying payment stub floating rate index.
|
| 40717 | UnderlyingPaymentStubIndexCurveUnit | NdxUnit |
optional |
SYNOPSIS:
Time unit associated with the underlying payment stub floating rate index.
|
| 40718 | UnderlyingPaymentStubIndexRateMultiplier | 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.
|
| 40719 | UnderlyingPaymentStubIndexRateSpread | Spread |
optional |
SYNOPSIS:
Spread from floating rate index.
|
| 40720 | UnderlyingPaymentStubIndexRateSpreadPositionType | SpreadPosTyp |
optional |
SYNOPSIS:
Identifies whether the rate spread is applied to a long or short position.
|
| 40721 | UnderlyingPaymentStubIndexRateTreatment | RtTrtmt |
optional |
SYNOPSIS:
Specifies the yield calculation treatment for the stub index.
|
| 40722 | UnderlyingPaymentStubIndexCapRate | 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.
|
| 40723 | UnderlyingPaymentStubIndexCapRateBuySide | CapRtBuy |
optional |
SYNOPSIS:
Reference to the buyer of the cap rate option through its trade side.
|
| 40724 | UnderlyingPaymentStubIndexCapRateSellSide | CapRtSell |
optional |
SYNOPSIS:
Reference to the seller of the cap rate option through its trade side.
|
| 40725 | UnderlyingPaymentStubIndexFloorRate | 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.
|
| 40726 | UnderlyingPaymentStubIndexFloorRateBuySide | FlrRtBuy |
optional |
SYNOPSIS:
Reference to the buyer of the floor rate option through its trade side.
|
| 40727 | UnderlyingPaymentStubIndexFloorRateSellSide | FlrRtSell |
optional |
SYNOPSIS:
Reference to the seller of the floor rate option through its trade side.
|
| 40728 | UnderlyingPaymentStubIndex2 | Ndx2 |
optional |
SYNOPSIS:
The second stub floating rate index.
|
| 40729 | UnderlyingPaymentStubIndex2Source | Ndx2Src |
optional |
SYNOPSIS:
The source of the second stub floating rate index.
|
| 40730 | UnderlyingPaymentStubIndex2CurvePeriod | Ndx2Period |
optional |
SYNOPSIS:
Secondary time unit multiplier for the stub floating rate index curve.
|
| 40731 | UnderlyingPaymentStubIndex2CurveUnit | Ndx2Unit |
optional |
SYNOPSIS:
Secondary time unit associated with the stub floating rate index curve.
|
| 40732 | UnderlyingPaymentStubIndex2RateMultiplier | 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.
|
| 40733 | UnderlyingPaymentStubIndex2RateSpread | Spread2 |
optional |
SYNOPSIS:
Spread from the second floating rate index.
|
| 40734 | UnderlyingPaymentStubIndex2RateSpreadPositionType | Spread2PosTyp |
optional |
SYNOPSIS:
Identifies whether the rate spread is applied to a long or short position.
|
| 40735 | UnderlyingPaymentStubIndex2RateTreatment | RtTrtmt2 |
optional |
SYNOPSIS:
Specifies the yield calculation treatment for the second stub index.
|
| 40736 | UnderlyingPaymentStubIndex2CapRate | 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.
|
| 40737 | UnderlyingPaymentStubIndex2FloorRate | 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.
|