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UnderlyingPaymentStreamCompoundingFloatingRate is a subcomponent of the UnderlyingPaymentStream 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
42923 UnderlyingPaymentStreamCompoundingRateIndex FIX.5.0SP2 (208)
42924 UnderlyingPaymentStreamCompoundingRateIndexCurvePeriod Conditionally required if UnderlyingPaymentStreamCompoundingRateIndexCurveUnit (42925) is specified. FIX.5.0SP2 (208)
42925 UnderlyingPaymentStreamCompoundingRateIndexCurveUnit Conditionally required if UnderlyingPaymentStreamCompoundingRateIndexCurvePeriod (42924) is specified. FIX.5.0SP2 (208)
42926 UnderlyingPaymentStreamCompoundingRateMultiplier FIX.5.0SP2 (208)
42927 UnderlyingPaymentStreamCompoundingRateSpread FIX.5.0SP2 (208)
42928 UnderlyingPaymentStreamCompoundingRateSpreadPositionType FIX.5.0SP2 (208)
42929 UnderlyingPaymentStreamCompoundingRateTreatment FIX.5.0SP2 (208)
42930 UnderlyingPaymentStreamCompoundingCapRate FIX.5.0SP2 (208)
42931 UnderlyingPaymentStreamCompoundingCapRateBuySide FIX.5.0SP2 (208)
42932 UnderlyingPaymentStreamCompoundingCapRateSellSide FIX.5.0SP2 (208)
42933 UnderlyingPaymentStreamCompoundingFloorRate FIX.5.0SP2 (208)
42934 UnderlyingPaymentStreamCompoundingFloorRateBuySide FIX.5.0SP2 (208)
42935 UnderlyingPaymentStreamCompoundingFloorRateSellSide FIX.5.0SP2 (208)
42936 UnderlyingPaymentStreamCompoundingInitialRate FIX.5.0SP2 (208)
42937 UnderlyingPaymentStreamCompoundingFinalRateRoundingDirection FIX.5.0SP2 (208)
42938 UnderlyingPaymentStreamCompoundingFinalRatePrecision FIX.5.0SP2 (208)
42939 UnderlyingPaymentStreamCompoundingAveragingMethod FIX.5.0SP2 (208)
42940 UnderlyingPaymentStreamCompoundingNegativeRateTreatment FIX.5.0SP2 (208)

Used in components