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The UnderlyingPaymentScheduleGrp is a repeating subcomponent of the UnderlyingPaymentStream component used to specify notional and rate steps in the payment stream.

Added in protocol FIX.5.0SP2 (EP 161)

Field or Component Name Description Is Required Added Is Deprecated
40664 NoUnderlyingPaymentSchedules FIX.5.0SP2 (EP 161)
40665 UnderlyingPaymentScheduleType Required if NoUnderlyingPaymentScheules(40664) > 0. FIX.5.0SP2 (EP 161)
41881 UnderlyingPaymentScheduleXID FIX.5.0SP2 (EP 169)
41882 UnderlyingPaymentScheduleXIDRef FIX.5.0SP2 (EP 169)
40666 UnderlyingPaymentScheduleStubType FIX.5.0SP2 (EP 161)
40667 UnderlyingPaymentScheduleStartDateUnadjusted FIX.5.0SP2 (EP 161)
40668 UnderlyingPaymentScheduleEndDateUnadjusted FIX.5.0SP2 (EP 161)
40669 UnderlyingPaymentSchedulePaySide FIX.5.0SP2 (EP 161)
40670 UnderlyingPaymentScheduleReceiveSide FIX.5.0SP2 (EP 161)
40671 UnderlyingPaymentScheduleNotional FIX.5.0SP2 (EP 161)
40672 UnderlyingPaymentScheduleCurrency FIX.5.0SP2 (EP 161)
40673 UnderlyingPaymentScheduleRate FIX.5.0SP2 (EP 161)
40674 UnderlyingPaymentScheduleRateMultiplier FIX.5.0SP2 (EP 161)
40675 UnderlyingPaymentScheduleRateSpread FIX.5.0SP2 (EP 161)
41883 UnderlyingPaymentScheduleRateCurrency FIX.5.0SP2 (EP 169)
41884 UnderlyingPaymentScheduleRateUnitOfMeasure FIX.5.0SP2 (EP 169)
41885 UnderlyingPaymentScheduleRateConversionFactor FIX.5.0SP2 (EP 169)
41886 UnderlyingPaymentScheduleRateSpreadType FIX.5.0SP2 (EP 169)
40676 UnderlyingPaymentScheduleRateSpreadPositionType FIX.5.0SP2 (EP 161)
40677 UnderlyingPaymentScheduleRateTreatment FIX.5.0SP2 (EP 208)
40678 UnderlyingPaymentScheduleFixedAmount FIX.5.0SP2 (EP 161)
40679 UnderlyingPaymentScheduleFixedCurrency FIX.5.0SP2 (EP 161)
41887 UnderlyingPaymentScheduleSettlPeriodPrice FIX.5.0SP2 (EP 169)
41888 UnderlyingPaymentScheduleSettlPeriodPriceCurrency FIX.5.0SP2 (EP 169)
41889 UnderlyingPaymentScheduleSettlPeriodPriceUnitOfMeasure FIX.5.0SP2 (EP 169)
41890 UnderlyingPaymentScheduleStepUnitOfMeasure FIX.5.0SP2 (EP 169)
40680 UnderlyingPaymentScheduleStepFrequencyPeriod Conditionally required when UnderlyingPaymentScheduleStepFrequeencyUnit(40681) is specified. FIX.5.0SP2 (EP 161)
40681 UnderlyingPaymentScheduleStepFrequencyUnit Conditionally required when UnderlyingPaymentScheduleStepFrequeencyPeriod(40680) is specified. FIX.5.0SP2 (EP 161)
40682 UnderlyingPaymentScheduleStepOffsetValue FIX.5.0SP2 (EP 161)
40683 UnderlyingPaymentScheduleStepRate FIX.5.0SP2 (EP 161)
40684 UnderlyingPaymentScheduleStepOffsetRate FIX.5.0SP2 (EP 161)
40685 UnderlyingPaymentScheduleStepRelativeTo FIX.5.0SP2 (EP 161)
BlockRepeating UnderlyingPaymentScheduleRateSourceGrp FIX.5.0SP2 (EP 161)
40686 UnderlyingPaymentScheduleFixingDateUnadjusted FIX.5.0SP2 (EP 161)
40687 UnderlyingPaymentScheduleWeight FIX.5.0SP2 (EP 161)
40688 UnderlyingPaymentScheduleFixingDateRelativeTo FIX.5.0SP2 (EP 161)
40689 UnderlyingPaymentScheduleFixingDateBusinessDayCnvtn When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument’s payment schedule. FIX.5.0SP2 (EP 161)
BlockRepeating UnderlyingPaymentScheduleFixingDateBusinessCenterGrp When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument’s payment schedule. FIX.5.0SP2 (EP 161)
40691 UnderlyingPaymentScheduleFixingDateOffsetPeriod Conditionally required when UnderlyingPaymentScheduleFixingDateOffsetUnit (40692) is specified. FIX.5.0SP2 (EP 161)
40692 UnderlyingPaymentScheduleFixingDateOffsetUnit Conditionally required when UnderlyingPaymentScheduleFixingDateOffsetPeriod (40691) is specified. FIX.5.0SP2 (EP 161)
40693 UnderlyingPaymentScheduleFixingDateOffsetDayType FIX.5.0SP2 (EP 161)
41891 UnderlyingPaymentScheduleFixingDayDistribution FIX.5.0SP2 (EP 169)
41892 UnderlyingPaymentScheduleFixingDayCount FIX.5.0SP2 (EP 169)
40694 UnderlyingPaymentScheduleFixingDateAdjusted FIX.5.0SP2 (EP 161)
BlockRepeating UnderlyingPaymentScheduleFixingDayGrp FIX.5.0SP2 (EP 169)
41893 UnderlyingPaymentScheduleFixingLagPeriod Conditionally required when UnderlyingPaymentScheduleFixingLagUnit (41894) is specified. FIX.5.0SP2 (EP 169)
41894 UnderlyingPaymentScheduleFixingLagUnit Conditionally required when UnderlyingPaymentScheduleFixingLagPeriod (41893) is specified. FIX.5.0SP2 (EP 169)
41895 UnderlyingPaymentScheduleFixingFirstObservationDateOffsetPeriod Conditionally required when UnderlyingPaymentScheduleFixingFirstObservationDateOffsetUnit (41896) is specified. FIX.5.0SP2 (EP 169)
41896 UnderlyingPaymentScheduleFixingFirstObservationDateOffsetUnit Conditionally required when UnderlyingPaymentScheduleFixingFirstObservationDateOffsetPeriod (41895) is specified. FIX.5.0SP2 (EP 169)
40695 UnderlyingPaymentScheduleFixingTime FIX.5.0SP2 (EP 161)
40696 UnderlyingPaymentScheduleFixingTimeBusinessCenter FIX.5.0SP2 (EP 161)
40697 UnderlyingPaymentScheduleInterimExchangePaymentDateRelativeTo FIX.5.0SP2 (EP 161)
40698 UnderlyingPaymentScheduleInterimExchangeDatesBusinessDayConvention When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument’s payment schedule. FIX.5.0SP2 (EP 161)
BlockRepeating UnderlyingPaymentScheduleInterimExchangeDateBusinessCenterGrp When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument’s payment schedule. FIX.5.0SP2 (EP 161)
40700 UnderlyingPaymentScheduleInterimExchangeDatesOffsetPeriod Conditionally required when UnderlyingPaymentScheduleInterimExchangeDatesOffsetUnit (40701) is specified. FIX.5.0SP2 (EP 161)
40701 UnderlyingPaymentScheduleInterimExchangeDatesOffsetUnit Conditionally required when UnderlyingPaymentScheduleInterimExchangeDatesOffsetPeriod (40700) is specified. FIX.5.0SP2 (EP 161)
40702 UnderlyingPaymentScheduleInterimExchangeDatesOffsetDayType FIX.5.0SP2 (EP 161)
40703 UnderlyingPaymentScheduleInterimExchangeDateAdjusted FIX.5.0SP2 (EP 161)

Used in components