| ID | Abbr | NumInGroup ID | NumInGroup name |
|---|---|---|---|
| 4056 | Strm | 40540 | NoUnderlyingStreams |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.5.0SP2 | 161 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 40541 | UnderlyingStreamType | Typ | optional | SYNOPSIS:
Type of swap stream.
|
| 42016 | UnderlyingStreamXID | XID | optional | SYNOPSIS:
Identifier of this UnderlyingStream for cross referencing elsewhere in the message.
|
| 40542 | UnderlyingStreamDesc | Desc | optional | SYNOPSIS:
A short descriptive name given to payment stream. Eg. CDS, Fixed, Float, Float2, GBP. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as a reference.
|
| 43083 | UnderlyingStreamVersion | Ver | optional | SYNOPSIS:
The stream version identifier when there have been modifications to the contract over time. Helps signal when there are embedded changes.
|
| 43084 | UnderlyingStreamVersionEffectiveDate | VerEfctvDt | optional | SYNOPSIS:
The effective date of the UnderlyingStreamVersion(43083).
|
| 40543 | UnderlyingStreamPaySide | PaySide | optional | SYNOPSIS:
The side of the party paying the stream.
|
| 40544 | UnderlyingStreamReceiveSide | RcvSide | optional | SYNOPSIS:
The side of the party receiving the stream.
|
| 42018 | UnderlyingStreamNotionalXIDRef | NotlXIDRef | optional | SYNOPSIS:
Cross reference to another UnderlyingStream notional for duplicating its properties.
|
| 40545 | UnderlyingStreamNotional | Notl | optional | SYNOPSIS:
Notional, or initial notional value for the payment stream. Use SwapSchedule for steps.
|
| 40546 | UnderlyingStreamCurrency | Ccy | optional | SYNOPSIS:
Specifies the currency the UnderlyingStreamNotional(40545) is denominated in. Uses ISO 4217 currency codes.
|
| 43085 | UnderlyingStreamNotionalDeterminationMethod | NotlDtrmnMeth | optional | SYNOPSIS:
Specifies the method for determining the floating notional value for equity swaps.
See http://www.fpml.org/coding-scheme/determination-method for values.
|
| 43086 | UnderlyingStreamNotionalAdjustments | NotlAdjmts | optional | SYNOPSIS:
For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap.
|
| 42019 | UnderlyingStreamNotionalFrequencyPeriod | NotlPeriod | optional | SYNOPSIS:
Time unit multiplier for the swap stream's notional frequency.
|
| 42020 | UnderlyingStreamNotionalFrequencyUnit | NotlUnit | optional | SYNOPSIS:
Time unit associated with the swap stream's notional frequency.
|
| 42021 | UnderlyingStreamNotionalCommodityFrequency | NotlFreq | optional | SYNOPSIS:
The commodity's notional or quantity delivery frequency.
|
| 42022 | UnderlyingStreamNotionalUnitOfMeasure | NotlUOM | optional | SYNOPSIS:
Specifies the delivery quantity unit of measure (UOM).
|
| 42023 | UnderlyingStreamTotalNotional | TotNotl | optional | SYNOPSIS:
Specifies the total notional or delivery quantity over the term of the contract.
|
| 42024 | UnderlyingStreamTotalNotionalUnitOfMeasure | TotNotlUOM | optional | SYNOPSIS:
Specifies the unit of measure (UOM) for the total notional or delivery quantity over the term of the contract.
|
| 4281 | UnderlyingStreamCommodity | Cmdty | optional | SYNOPSIS:
UnderlyingStreamCommodity is a subcomponent of the UnderlyingStream component used to identify and describe the underlying commodity.
ELABORATION: |
| 4007 | UnderlyingStreamEffectiveDate | EfctvDt | optional | SYNOPSIS:
UnderlyingStreamEffectivedDate is a subcomponent of the UnderlyingStreamGrp component used to specify the effective date of the stream.
ELABORATION: |
| 4057 | UnderlyingStreamTerminationDate | TrmtnDt | optional | SYNOPSIS:
UnderlyingStreamTerminationDate is a subcomponent of the UnderlyingStreamGrp component used to specify the termination date of the stream.
ELABORATION: |
| 4058 | UnderlyingStreamCalculationPeriodDates | CalcDts | optional | SYNOPSIS:
UnderlyingStreamCalculationPeriodDates is a subcomponent of the UnderlyingStreamGrp component used to specify the calculation period dates of the stream.
ELABORATION: |
| 4059 | UnderlyingPaymentStream | PmtStrm | optional | SYNOPSIS:
The UnderlyingPaymentStream component is a subcomponent of the UnderlyingStream used to detail the attributes of a payment stream in a swap.
ELABORATION: |
| 4067 | UnderlyingPaymentScheduleGrp | PmtSched | optional | SYNOPSIS:
The UnderlyingPaymentScheduleGrp is a repeating subcomponent of the UnderlyingPaymentStream component used to specify notional and rate steps in the payment stream.
ELABORATION: The Fixing Lag Interval (UnderlyingPaymentScheduleFixingLagPeriod(41893) and UnderlyingPaymentScheduleFixingLagUnit(41894)) and the First Observation Offset Duration (UnderlyingPaymentScheduleFixingFirstObservationOffsetPeriod(41895) and UnderlyingPaymentScheduleFixingFirstObservationOffsetUnit(41896)) are used together. If the First Observation Offset Duration is specified, the observation starts the Fixing Lag Interval prior to each calculation. If the First Observation Offset Duration is not specified, the observation starts immediately preceeding each calculation. |
| 4069 | UnderlyingPaymentStubGrp | PmtStub | optional | SYNOPSIS:
The UnderlyingPaymentStubGrp is a repeating subcomponent of the UnderlyingPaymentStream component used to specify front and back stubs in the payment stream.
ELABORATION: |
| 4257 | UnderlyingDeliveryStream | DlvryStrm | optional | SYNOPSIS:
The UnderlyingDeliveryStream component is a subcomponent of the UnderlyingStream used to detail the attributes of a physical delivery stream in a swap.
ELABORATION: |
| 4254 | UnderlyingDeliveryScheduleGrp | DlvrySched | optional | SYNOPSIS:
The UnderlyingDeliveryScheduleGrp is a repeating subcomponent of the UnderlyingStream component used to detail step schedules associated with a delivery stream.
ELABORATION: Note: Holiday schedule is standard for the country and time zone and need not be specified. |
| 40547 | UnderlyingStreamText | Txt | optional | SYNOPSIS:
Free form text to specify additional information or enumeration description when a standard value does not apply.
|
| 40988 | EncodedUnderlyingStreamTextLen | EncTxtLen | optional | SYNOPSIS:
Byte length of encoded (non-ASCII characters) EncodedUnderlyingStreamText(40989) field.
|
| 40989 | EncodedUnderlyingStreamText | EncTxt | optional | SYNOPSIS:
Encoded (non-ASCII characters) representation of the UnderlyingStreamText(40547) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingStreamText(40547) field.
|