Used to identify the rate index for a floating rate coupon.
Added in protocol FIX.5.0SP2 (235)
Field or Component | Name | Description | Is Required | Added | Is Deprecated |
---|---|---|---|---|---|
2731 | FloatingRateIndexID | Conditionally required when FloatingRateIndexIDSource (2732) is specified. | FIX.5.0SP2 (235) | ||
2732 | FloatingRateIndexIDSource | Conditionally required when FloatingRateIndexID (2731) is specified. | FIX.5.0SP2 (235) | ||
2730 | FloatingRateIndexCurveUnit | Conditionally required when FloatingRateIndexCurvePeriod (2728) is specified. | FIX.5.0SP2 (235) | ||
2728 | FloatingRateIndexCurvePeriod | Conditionally required when FloatingRateIndexCurveUnit (2730) is specified. | FIX.5.0SP2 (235) | ||
2729 | FloatingRateIndexCurveSpread | FIX.5.0SP2 (235) |