UnderlyingRateSpreadStepGrp is a repeating subcomponent of UnderlyingRateSpreadSchedule used to specify the step dates and amounts of a basket spread schedule.
Added in protocol FIX.5.0SP2 (208)
Field or Component | Name | Description | Is Required | Added | Is Deprecated |
---|---|---|---|---|---|
43005 | NoUnderlyingRateSpreadSteps | FIX.5.0SP2 (208) | |||
43006 | UnderlyingRateSpreadStepDate | Required if NoUnderlyingRateSpreadSteps (43005) > 0. | FIX.5.0SP2 (208) | ||
43007 | UnderlyingRateSpreadStepValue | Required if NoUnderlyingRateSpreadSteps (43005) > 0. | FIX.5.0SP2 (208) |