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LegPaymentStreamFloatingRate is a subcomponent of the LegPaymentStream component used to report the floating rate attributes of the payment stream.

Added in protocol FIX.5.0SP2 (161)

Field or Component Name Description Is Required Added Is Deprecated
40331 LegPaymentStreamRateIndex FIX.5.0SP2 (161)
40332 LegPaymentStreamRateIndexSource FIX.5.0SP2 (161)
43088 LegPaymentStreamRateIndexID Conditionally required when LegPaymentStreamRateIndexIDSource (43089) is specified. FIX.5.0SP2 (235)
43089 LegPaymentStreamRateIndexIDSource Conditionally required when LegPaymentStreamRateIndexID (43088) is specified. FIX.5.0SP2 (235)
40333 LegPaymentStreamRateIndexCurveUnit Conditionally required when LegPaymentStreamRateIndexCurvePeriod (40334) is specified. FIX.5.0SP2 (161)
40334 LegPaymentStreamRateIndexCurvePeriod Conditionally required when LegPaymentStreamRateIndexCurveUnit (40333) is specified. FIX.5.0SP2 (161)
41563 LegPaymentStreamRateIndex2CurveUnit Conditionally required when LegPaymentStreamRateIndexCurvePeriod2(41564) is specified. FIX.5.0SP2 (169)
41564 LegPaymentStreamRateIndex2CurvePeriod Conditionally required when LegPaymentStreamRateIndexCurveUnit2(41563) is specified. FIX.5.0SP2 (169)
41565 LegPaymentStreamRateIndexLocation FIX.5.0SP2 (169)
41566 LegPaymentStreamRateIndexLevel FIX.5.0SP2 (169)
41567 LegPaymentStreamRateIndexUnitOfMeasure FIX.5.0SP2 (169)
41568 LegPaymentStreamSettlLevel FIX.5.0SP2 (169)
41569 LegPaymentStreamReferenceLevel FIX.5.0SP2 (169)
41570 LegPaymentStreamReferenceLevelUnitOfMeasure FIX.5.0SP2 (169)
41571 LegPaymentStreamReferenceLevelEqualsZeroIndicator FIX.5.0SP2 (169)
40335 LegPaymentStreamRateMultiplier FIX.5.0SP2 (161)
40336 LegPaymentStreamRateSpread FIX.5.0SP2 (161)
41572 LegPaymentStreamRateSpreadCurrency FIX.5.0SP2 (169)
41573 LegPaymentStreamRateSpreadUnitOfMeasure FIX.5.0SP2 (169)
41574 LegPaymentStreamRateConversionFactor FIX.5.0SP2 (169)
41575 LegPaymentStreamRateSpreadType FIX.5.0SP2 (169)
40337 LegPaymentStreamRateSpreadPositionType FIX.5.0SP2 (161)
40338 LegPaymentStreamRateTreatment FIX.5.0SP2 (161)
40339 LegPaymentStreamCapRate FIX.5.0SP2 (161)
40340 LegPaymentStreamCapRateBuySide FIX.5.0SP2 (161)
40341 LegPaymentStreamCapRateSellSide FIX.5.0SP2 (161)
40342 LegPaymentStreamFloorRate FIX.5.0SP2 (161)
40343 LegPaymentStreamFloorRateBuySide FIX.5.0SP2 (161)
40344 LegPaymentStreamFloorRateSellSide FIX.5.0SP2 (161)
40345 LegPaymentStreamInitialRate FIX.5.0SP2 (161)
41576 LegPaymentStreamLastResetRate FIX.5.0SP2 (169)
41577 LegPaymentStreamFinalRate FIX.5.0SP2 (169)
40346 LegPaymentStreamFinalRateRoundingDirection FIX.5.0SP2 (161)
40347 LegPaymentStreamFinalRatePrecision FIX.5.0SP2 (161)
40348 LegPaymentStreamAveragingMethod FIX.5.0SP2 (161)
40349 LegPaymentStreamNegativeRateTreatment FIX.5.0SP2 (161)
41578 LegPaymentStreamCalculationLagPeriod Conditionally required when LegPaymentStreamCalculationLagUnit (41579) is specified. FIX.5.0SP2 (169)
41579 LegPaymentStreamCalculationLagUnit Conditionally required when LegPaymentStreamCalculationLagPeriod (41578) is specified. FIX.5.0SP2 (169)
42462 LegPaymentStreamFirstObservationDateUnadjusted FIX.5.0SP2 (208)
42463 LegPaymentStreamFirstObservationDateRelativeTo FIX.5.0SP2 (208)
42464 LegPaymentStreamFirstObservationDateOffsetDayType FIX.5.0SP2 (208)
41580 LegPaymentStreamFirstObservationDateOffsetPeriod Conditionally required when LegPaymentStreamFirstObservationOffsetUnit(41581) is specified. FIX.5.0SP2 (169)
41581 LegPaymentStreamFirstObservationDateOffsetUnit Conditionally required when LegPaymentStreamFirstObservationOffsetPeriod(41580) is specified. FIX.5.0SP2 (169)
42465 LegPaymentStreamFirstObservationDateAdjusted FIX.5.0SP2 (208)
41582 LegPaymentStreamPricingDayType FIX.5.0SP2 (169)
41583 LegPaymentStreamPricingDayDistribution FIX.5.0SP2 (169)
41584 LegPaymentStreamPricingDayCount FIX.5.0SP2 (169)
41585 LegPaymentStreamPricingBusinessCalendar FIX.5.0SP2 (169)
41586 LegPaymentStreamPricingBusinessDayConvention When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the payment stream pricing date. FIX.5.0SP2 (169)
BlockRepeating LegPaymentStreamPricingBusinessCenterGrp When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the the payment stream pricing date. FIX.5.0SP2 (169)
BlockRepeating LegPaymentStreamPricingDayGrp FIX.5.0SP2 (169)
BlockRepeating LegPaymentStreamPricingDateGrp FIX.5.0SP2 (169)
40350 LegPaymentStreamInflationLagPeriod Conditionally required when LegPaymentStreamInflationLagUnit (40351) is specified. FIX.5.0SP2 (161)
40351 LegPaymentStreamInflationLagUnit Conditionally required when LegPaymentStreamInflationLagPeriod (40350) is specified. FIX.5.0SP2 (161)
40352 LegPaymentStreamInflationLagDayType FIX.5.0SP2 (161)
40353 LegPaymentStreamInflationInterpolationMethod FIX.5.0SP2 (161)
40354 LegPaymentStreamInflationIndexSource FIX.5.0SP2 (161)
40355 LegPaymentStreamInflationPublicationSource FIX.5.0SP2 (161)
40356 LegPaymentStreamInflationInitialIndexLevel FIX.5.0SP2 (161)
40357 LegPaymentStreamInflationFallbackBondApplicable FIX.5.0SP2 (161)
40358 LegPaymentStreamFRADiscounting FIX.5.0SP2 (161)
42466 LegPaymentStreamUnderlierRefID FIX.5.0SP2 (208)
Block LegPaymentStreamFormula FIX.5.0SP2 (208)
Block LegDividendConditions FIX.5.0SP2 (208)
42467 LegReturnRateNotionalReset FIX.5.0SP2 (208)
BlockRepeating LegReturnRateGrp FIX.5.0SP2 (208)
42468 LegPaymentStreamLinkInitialLevel FIX.5.0SP2 (208)
42469 LegPaymentStreamLinkClosingLevelIndicator FIX.5.0SP2 (208)
42470 LegPaymentStreamLinkExpiringLevelIndicator FIX.5.0SP2 (208)
42471 LegPaymentStreamLinkEstimatedTradingDays FIX.5.0SP2 (208)
42472 LegPaymentStreamLinkStrikePrice FIX.5.0SP2 (208)
42473 LegPaymentStreamLinkStrikePriceType FIX.5.0SP2 (208)
42474 LegPaymentStreamLinkMaximumBoundary FIX.5.0SP2 (208)
42475 LegPaymentStreamLinkMinimumBoundary FIX.5.0SP2 (208)
42476 LegPaymentStreamLinkNumberOfDataSeries FIX.5.0SP2 (208)
42477 LegPaymentStreamVarianceUnadjustedCap FIX.5.0SP2 (208)
42478 LegPaymentStreamRealizedVarianceMethod FIX.5.0SP2 (208)
42479 LegPaymentStreamDaysAdjustmentIndicator FIX.5.0SP2 (208)
42480 LegPaymentStreamNearestExchangeContractRefID FIX.5.0SP2 (208)
42481 LegPaymentStreamVegaNotionalAmount FIX.5.0SP2 (208)

Used in components