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

Added in protocol FIX.5.0SP2 (EP 161)

Field or Component Name Description Is Required Added Is Deprecated
40568 UnderlyingPaymentStreamType FIX.5.0SP2 (EP 161)
40569 UnderlyingPaymentStreamMarketRate FIX.5.0SP2 (EP 161)
40570 UnderlyingPaymentStreamDelayIndicator FIX.5.0SP2 (EP 161)
42895 UnderlyingPaymentStreamCashSettlIndicator FIX.5.0SP2 (EP 208)
40571 UnderlyingPaymentStreamSettlCurrency FIX.5.0SP2 (EP 161)
40572 UnderlyingPaymentStreamDayCount FIX.5.0SP2 (EP 161)
40573 UnderlyingPaymentStreamAccrualDays FIX.5.0SP2 (EP 161)
40574 UnderlyingPaymentStreamDiscountType FIX.5.0SP2 (EP 161)
40575 UnderlyingPaymentStreamDiscountRate FIX.5.0SP2 (EP 161)
40576 UnderlyingPaymentStreamDiscountRateDayCount FIX.5.0SP2 (EP 161)
40577 UnderlyingPaymentStreamCompoundingMethod FIX.5.0SP2 (EP 161)
42896 UnderlyingPaymentStreamCompoundingXIDRef Mutually exclusive with UnderlyingPaymentStreamCompoundingFixedRate (42900) or the UnderlyingPaymentStreamCompoundingFloatingRate component. FIX.5.0SP2 (EP 208)
42897 UnderlyingPaymentStreamCompoundingSpread FIX.5.0SP2 (EP 208)
42898 UnderlyingPaymentStreamInterpolationMethod FIX.5.0SP2 (EP 208)
42899 UnderlyingPaymentStreamInterpolationPeriod FIX.5.0SP2 (EP 208)
40578 UnderlyingPaymentStreamInitialPrincipalExchangeIndicator FIX.5.0SP2 (EP 161)
40579 UnderlyingPaymentStreamInterimPrincipalExchangeIndicator FIX.5.0SP2 (EP 161)
40580 UnderlyingPaymentStreamFinalPrincipalExchangeIndicator FIX.5.0SP2 (EP 161)
41897 UnderlyingPaymentStreamFlatRateIndicator FIX.5.0SP2 (EP 169)
41898 UnderlyingPaymentStreamFlatRateAmount FIX.5.0SP2 (EP 169)
41899 UnderlyingPaymentStreamFlatRateCurrency FIX.5.0SP2 (EP 169)
41900 UnderlyingPaymentStreamMaximumPaymentAmount FIX.5.0SP2 (EP 169)
41901 UnderlyingPaymentStreamMaximumPaymentCurrency FIX.5.0SP2 (EP 169)
41902 UnderlyingPaymentStreamMaximumTransactionAmount FIX.5.0SP2 (EP 169)
41903 UnderlyingPaymentStreamMaximumTransactionCurrency FIX.5.0SP2 (EP 169)
Block UnderlyingPaymentStreamPaymentDates FIX.5.0SP2 (EP 161)
Block UnderlyingPaymentStreamResetDates FIX.5.0SP2 (EP 161)
Block UnderlyingPaymentStreamFixedRate FIX.5.0SP2 (EP 161)
Block UnderlyingPaymentStreamFloatingRate FIX.5.0SP2 (EP 161)
42900 UnderlyingPaymentStreamCompoundingFixedRate Mutually exclusive with UnderlyingPaymentStreamCompoundingXIDRef (42896) or the UnderlyingPaymentStreamCompoundingFloatingRate component. FIX.5.0SP2 (EP 208)
Block UnderlyingPaymentStreamCompoundingFloatingRate Mutually exclusive with UnderlyingPaymentStreamCompoundingFixedRate (42900) or the UnderlyingPaymentStreamCompoundingXIDRef (42896). FIX.5.0SP2 (EP 208)
Block UnderlyingPaymentStreamCompoundingDates FIX.5.0SP2 (EP 208)
Block UnderlyingPaymentStreamNonDeliverableSettlTerms FIX.5.0SP2 (EP 161)

Used in components