ASP ASP login

LegPaymentStreamCompoundingFloatingRate is a subcomponent of the LegPaymentStream component used to report the parameters for determining the compounding floating rate of the stream.

Added in protocol FIX.5.0SP2 (208)

Field or Component Name Description Is Required Added Is Deprecated
42427 LegPaymentStreamCompoundingRateIndex FIX.5.0SP2 (208)
42428 LegPaymentStreamCompoundingRateIndexCurvePeriod Conditionally required if LegPaymentStreamCompoundingRateIndexCurveUnit (42429) is specified. FIX.5.0SP2 (208)
42429 LegPaymentStreamCompoundingRateIndexCurveUnit Conditionally required if LegPaymentStreamCompoundingRateIndexCurvePeriod (42428) is specified. FIX.5.0SP2 (208)
42430 LegPaymentStreamCompoundingRateMultiplier FIX.5.0SP2 (208)
42431 LegPaymentStreamCompoundingRateSpread FIX.5.0SP2 (208)
42432 LegPaymentStreamCompoundingRateSpreadPositionType FIX.5.0SP2 (208)
42433 LegPaymentStreamCompoundingRateTreatment FIX.5.0SP2 (208)
42434 LegPaymentStreamCompoundingCapRate FIX.5.0SP2 (208)
42435 LegPaymentStreamCompoundingCapRateBuySide FIX.5.0SP2 (208)
42436 LegPaymentStreamCompoundingCapRateSellSide FIX.5.0SP2 (208)
42437 LegPaymentStreamCompoundingFloorRate FIX.5.0SP2 (208)
42438 LegPaymentStreamCompoundingFloorRateBuySide FIX.5.0SP2 (208)
42439 LegPaymentStreamCompoundingFloorRateSellSide FIX.5.0SP2 (208)
42440 LegPaymentStreamCompoundingInitialRate FIX.5.0SP2 (208)
42441 LegPaymentStreamCompoundingFinalRateRoundingDirection FIX.5.0SP2 (208)
42442 LegPaymentStreamCompoundingFinalRatePrecision FIX.5.0SP2 (208)
42443 LegPaymentStreamCompoundingAveragingMethod FIX.5.0SP2 (208)
42444 LegPaymentStreamCompoundingNegativeRateTreatment FIX.5.0SP2 (208)

Used in components