ASP ASP login

PaymentStreamCompoundingFloatingRate is a subcomponent of the PaymentStream component used to report the parameters for determining the compounding floating rate of the stream.

Added in protocol FIX.5.0SP2 (EP 208)

Field or Component Name Description Is Required Added Is Deprecated
42628 PaymentStreamCompoundingRateIndex FIX.5.0SP2 (EP 208)
42629 PaymentStreamCompoundingRateIndexCurvePeriod Conditionally required if PaymentStreamCompoundingRateIndexCurveUnit (42630) is specified. FIX.5.0SP2 (EP 208)
42630 PaymentStreamCompoundingRateIndexCurveUnit Conditionally required if PaymentStreamCompoundingRateIndexCurvePeriod (42629) is specified. FIX.5.0SP2 (EP 208)
42631 PaymentStreamCompoundingRateMultiplier FIX.5.0SP2 (EP 208)
42632 PaymentStreamCompoundingRateSpread FIX.5.0SP2 (EP 208)
42633 PaymentStreamCompoundingRateSpreadPositionType FIX.5.0SP2 (EP 208)
42634 PaymentStreamCompoundingRateTreatment FIX.5.0SP2 (EP 208)
42635 PaymentStreamCompoundingCapRate FIX.5.0SP2 (EP 208)
42636 PaymentStreamCompoundingCapRateBuySide FIX.5.0SP2 (EP 208)
42637 PaymentStreamCompoundingCapRateSellSide FIX.5.0SP2 (EP 208)
42638 PaymentStreamCompoundingFloorRate FIX.5.0SP2 (EP 208)
42639 PaymentStreamCompoundingFloorRateBuySide FIX.5.0SP2 (EP 208)
42640 PaymentStreamCompoundingFloorRateSellSide FIX.5.0SP2 (EP 208)
42641 PaymentStreamCompoundingInitialRate FIX.5.0SP2 (EP 208)
42642 PaymentStreamCompoundingFinalRateRoundingDirection FIX.5.0SP2 (EP 208)
42643 PaymentStreamCompoundingFinalRatePrecision FIX.5.0SP2 (EP 208)
42644 PaymentStreamCompoundingAveragingMethod FIX.5.0SP2 (EP 208)
42645 PaymentStreamCompoundingNegativeRateTreatment FIX.5.0SP2 (EP 208)

Used in components