Component UnderlyingRateSpreadSchedule Scenario base

SYNOPSIS: UnderlyingRateSpreadSchedule is a subcomponent of UnderlyingInstrument used to specify the rate spread schedule for a basket underlier.
ELABORATION:

ID Abbr
4414RtSpreadSched

Pedigree

Added EP Updated EP Deprecated EP
FIX.5.0SP2208

Members

ID Name Abbr Presence Description
43004UnderlyingRateSpreadInitialValueInitVal optional SYNOPSIS: Specifies the initial rate spread for a basket underlier.
4415UnderlyingRateSpreadStepGrpRtSpreadStepoptionalSYNOPSIS: UnderlyingRateSpreadStepGrp is a repeating subcomponent of UnderlyingRateSpreadSchedule used to specify the step dates and amounts of a basket spread schedule.
ELABORATION: