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PaymentStreamFloatingRate is a subcomponent of the PaymentStream component used to report the floating rate attributes of the stream.

Added in protocol FIX.5.0SP2 (161)

Field or Component Name Description Is Required Added Is Deprecated
40789 PaymentStreamRateIndex FIX.5.0SP2 (161)
40790 PaymentStreamRateIndexSource FIX.5.0SP2 (161)
43090 PaymentStreamRateIndexID Conditionally required when PaymentStreamRateIndexIDSource (43091) is specified. FIX.5.0SP2 (235)
43091 PaymentStreamRateIndexIDSource Conditionally required when PaymentStreamRateIndexID (43090) is specified. FIX.5.0SP2 (235)
40791 PaymentStreamRateIndexCurveUnit Conditionally required when PaymentStreamRateIndexCurvePeriod (40792) is specified. FIX.5.0SP2 (161)
40792 PaymentStreamRateIndexCurvePeriod Conditionally required when PaymentStreamRateIndexCurveUnit (40791) is specified. FIX.5.0SP2 (161)
41194 PaymentStreamRateIndex2CurvePeriod Conditionally required when PaymentStreamRateIndexCurveUnit2(41195) is specified. FIX.5.0SP2 (169)
41195 PaymentStreamRateIndex2CurveUnit Conditionally required when PaymentStreamRateIndexCurvePeriod2(41194) is specified. FIX.5.0SP2 (169)
41196 PaymentStreamRateIndexLocation FIX.5.0SP2 (169)
41197 PaymentStreamRateIndexLevel FIX.5.0SP2 (169)
41198 PaymentStreamRateIndexUnitOfMeasure FIX.5.0SP2 (169)
41199 PaymentStreamSettlLevel FIX.5.0SP2 (169)
41200 PaymentStreamReferenceLevel FIX.5.0SP2 (169)
41201 PaymentStreamReferenceLevelUnitOfMeasure FIX.5.0SP2 (169)
41202 PaymentStreamReferenceLevelEqualsZeroIndicator FIX.5.0SP2 (169)
40793 PaymentStreamRateMultiplier FIX.5.0SP2 (161)
40794 PaymentStreamRateSpread FIX.5.0SP2 (161)
41203 PaymentStreamRateSpreadCurrency FIX.5.0SP2 (169)
41204 PaymentStreamRateSpreadUnitOfMeasure FIX.5.0SP2 (169)
41205 PaymentStreamRateConversionFactor FIX.5.0SP2 (169)
41206 PaymentStreamRateSpreadType FIX.5.0SP2 (169)
40795 PaymentStreamRateSpreadPositionType FIX.5.0SP2 (161)
40796 PaymentStreamRateTreatment FIX.5.0SP2 (161)
40797 PaymentStreamCapRate FIX.5.0SP2 (161)
40798 PaymentStreamCapRateBuySide FIX.5.0SP2 (161)
40799 PaymentStreamCapRateSellSide FIX.5.0SP2 (161)
40800 PaymentStreamFloorRate FIX.5.0SP2 (161)
40801 PaymentStreamFloorRateBuySide FIX.5.0SP2 (161)
40802 PaymentStreamFloorRateSellSide FIX.5.0SP2 (161)
40803 PaymentStreamInitialRate FIX.5.0SP2 (161)
41207 PaymentStreamLastResetRate FIX.5.0SP2 (169)
41208 PaymentStreamFinalRate FIX.5.0SP2 (169)
40804 PaymentStreamFinalRateRoundingDirection FIX.5.0SP2 (161)
40805 PaymentStreamFinalRatePrecision FIX.5.0SP2 (161)
40806 PaymentStreamAveragingMethod FIX.5.0SP2 (161)
40807 PaymentStreamNegativeRateTreatment FIX.5.0SP2 (161)
41209 PaymentStreamCalculationLagPeriod Conditionally required when PaymentStreamCalculationLagUnit (41210) is specified. FIX.5.0SP2 (169)
41210 PaymentStreamCalculationLagUnit Conditionally required when PaymentStreamCalculationLagPeriod (41209) is specified. FIX.5.0SP2 (169)
42663 PaymentStreamFirstObservationDateUnadjusted FIX.5.0SP2 (208)
42664 PaymentStreamFirstObservationDateRelativeTo FIX.5.0SP2 (208)
42665 PaymentStreamFirstObservationDateOffsetDayType FIX.5.0SP2 (208)
41211 PaymentStreamFirstObservationDateOffsetPeriod Conditionally required when PaymentStreamFirstObservationOffsetUnit(41212) is specified. FIX.5.0SP2 (169)
41212 PaymentStreamFirstObservationDateOffsetUnit Conditionally required when PaymentStreamFirstObservationOffsetPeriod(41211) is specified. FIX.5.0SP2 (169)
42666 PaymentStreamFirstObservationDateAdjusted FIX.5.0SP2 (208)
41213 PaymentStreamPricingDayType FIX.5.0SP2 (169)
41214 PaymentStreamPricingDayDistribution FIX.5.0SP2 (169)
41215 PaymentStreamPricingDayCount FIX.5.0SP2 (169)
41216 PaymentStreamPricingBusinessCalendar FIX.5.0SP2 (169)
41217 PaymentStreamPricingBusinessDayConvention When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of pricing dates. FIX.5.0SP2 (169)
BlockRepeating PaymentStreamPricingBusinessCenterGrp When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of pricing dates. FIX.5.0SP2 (169)
BlockRepeating PaymentStreamPricingDayGrp FIX.5.0SP2 (169)
BlockRepeating PaymentStreamPricingDateGrp FIX.5.0SP2 (169)
40808 PaymentStreamInflationLagPeriod Conditionally required when PaymentStreamInflationLagUnit (40809) is specified. FIX.5.0SP2 (161)
40809 PaymentStreamInflationLagUnit Conditionally required when PaymentStreamInflationLagPeriod (40808) is specified. FIX.5.0SP2 (161)
40810 PaymentStreamInflationLagDayType FIX.5.0SP2 (161)
40811 PaymentStreamInflationInterpolationMethod FIX.5.0SP2 (161)
40812 PaymentStreamInflationIndexSource FIX.5.0SP2 (161)
40813 PaymentStreamInflationPublicationSource FIX.5.0SP2 (161)
40814 PaymentStreamInflationInitialIndexLevel FIX.5.0SP2 (161)
40815 PaymentStreamInflationFallbackBondApplicable FIX.5.0SP2 (161)
40816 PaymentStreamFRADiscounting FIX.5.0SP2 (161)
42667 PaymentStreamUnderlierRefID FIX.5.0SP2 (208)
Block PaymentStreamFormula FIX.5.0SP2 (208)
Block DividendConditions FIX.5.0SP2 (208)
42668 ReturnRateNotionalReset FIX.5.0SP2 (208)
BlockRepeating ReturnRateGrp FIX.5.0SP2 (208)
42669 PaymentStreamLinkInitialLevel FIX.5.0SP2 (208)
42670 PaymentStreamLinkClosingLevelIndicator FIX.5.0SP2 (208)
42671 PaymentStreamLinkExpiringLevelIndicator FIX.5.0SP2 (208)
42672 PaymentStreamLinkEstimatedTradingDays FIX.5.0SP2 (208)
42673 PaymentStreamLinkStrikePrice FIX.5.0SP2 (208)
42674 PaymentStreamLinkStrikePriceType FIX.5.0SP2 (208)
42675 PaymentStreamLinkMaximumBoundary FIX.5.0SP2 (208)
42676 PaymentStreamLinkMinimumBoundary FIX.5.0SP2 (208)
42677 PaymentStreamLinkNumberOfDataSeries FIX.5.0SP2 (208)
42678 PaymentStreamVarianceUnadjustedCap FIX.5.0SP2 (208)
42679 PaymentStreamRealizedVarianceMethod FIX.5.0SP2 (208)
42680 PaymentStreamDaysAdjustmentIndicator FIX.5.0SP2 (208)
42681 PaymentStreamNearestExchangeContractRefID FIX.5.0SP2 (208)
42682 PaymentStreamVegaNotionalAmount FIX.5.0SP2 (208)

Used in components