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FIXtags

COMPONENT · SOURCE ID 4059

UnderlyingPaymentStream

Definition

The UnderlyingPaymentStream component is a subcomponent of the UnderlyingStream used to detail the attributes of a payment stream in a swap.

This is a reusable definition. Requiredness is relative to this structure; its use and conditions in a message remain on that message's page. Version links browse the other dictionary, not an assumed equivalent component.

Direct members

  1. 40568 UnderlyingPaymentStreamTypefield—
  2. 40569 UnderlyingPaymentStreamMarketRatefield—
  3. 40570 UnderlyingPaymentStreamDelayIndicatorfield—
  4. 42895 UnderlyingPaymentStreamCashSettlIndicatorfield—
  5. 40571 UnderlyingPaymentStreamSettlCurrencyfield—
  6. 40572 UnderlyingPaymentStreamDayCountfield—
  7. 43107 UnderlyingPaymentStreamOtherDayCountfield—

    May be used to specify a count method not listed in UnderlyingPaymentStreamDayCount(40572).

  8. 40573 UnderlyingPaymentStreamAccrualDaysfield—
  9. 40574 UnderlyingPaymentStreamDiscountTypefield—
  10. 40575 UnderlyingPaymentStreamDiscountRatefield—
  11. 40576 UnderlyingPaymentStreamDiscountRateDayCountfield—
  12. 40577 UnderlyingPaymentStreamCompoundingMethodfield—
  13. 42896 UnderlyingPaymentStreamCompoundingXIDReffield—

    Mutually exclusive with UnderlyingPaymentStreamCompoundingFixedRate(42900) or the UnderlyingPaymentStreamCompoundingFloatingRate component.

  14. 42897 UnderlyingPaymentStreamCompoundingSpreadfield—
  15. 42898 UnderlyingPaymentStreamInterpolationMethodfield—
  16. 42899 UnderlyingPaymentStreamInterpolationPeriodfield—
  17. 40578 UnderlyingPaymentStreamInitialPrincipalExchangeIndicatorfield—
  18. 40579 UnderlyingPaymentStreamInterimPrincipalExchangeIndicatorfield—
  19. 40580 UnderlyingPaymentStreamFinalPrincipalExchangeIndicatorfield—
  20. 41897 UnderlyingPaymentStreamFlatRateIndicatorfield—
  21. 41898 UnderlyingPaymentStreamFlatRateAmountfield—
  22. 41899 UnderlyingPaymentStreamFlatRateCurrencyfield—
  23. 41900 UnderlyingPaymentStreamMaximumPaymentAmountfield—
  24. 41901 UnderlyingPaymentStreamMaximumPaymentCurrencyfield—
  25. 41902 UnderlyingPaymentStreamMaximumTransactionAmountfield—
  26. 41903 UnderlyingPaymentStreamMaximumTransactionCurrencyfield—
  27. UnderlyingPaymentStreamPaymentDatescomponent—
  28. UnderlyingPaymentStreamResetDatescomponent—
  29. UnderlyingPaymentStreamFixedRatecomponent—
  30. UnderlyingPaymentStreamFloatingRatecomponent—
  31. 42900 UnderlyingPaymentStreamCompoundingFixedRatefield—

    Mutually exclusive with UnderlyingPaymentStreamCompoundingXIDRef(42896) or the UnderlyingPaymentStreamCompoundingFloatingRate component.

  32. UnderlyingPaymentStreamCompoundingFloatingRatecomponent—

    Mutually exclusive with UnderlyingPaymentStreamCompoundingFixedRate(42900) or the UnderlyingPaymentStreamCompoundingXIDRef(42896).

  33. UnderlyingPaymentStreamCompoundingDatescomponent—
  34. UnderlyingPaymentStreamNonDeliverableSettlTermscomponent—

Used in messages

Direct parent structures