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UnderlyingPaymentStreamFloatingRate is a subcomponent of the UnderlyingPaymentStream component used to report the floating rate attributes of the stream.

Added in protocol FIX.5.0SP2 (EP 161)

Field or Component Name Description Is Required Added Is Deprecated
40620 UnderlyingPaymentStreamRateIndex FIX.5.0SP2 (EP 161)
40621 UnderlyingPaymentStreamRateIndexSource FIX.5.0SP2 (EP 161)
43092 UnderlyingPaymentStreamRateIndexID Conditionally required when UnderlyingPaymentStreamRateIndexIDSource (43093) is specified. FIX.5.0SP2 (EP 235)
43093 UnderlyingPaymentStreamRateIndexIDSource Conditionally required when UnderlyingPaymentStreamRateIndexID (43092) is specified. FIX.5.0SP2 (EP 235)
40622 UnderlyingPaymentStreamRateIndexCurveUnit Conditionally required when UnderlyingPaymentStreamRateIndexCurvePeriod (40623) is specified. FIX.5.0SP2 (EP 161)
40623 UnderlyingPaymentStreamRateIndexCurvePeriod Conditionally required when UnderlyingPaymentStreamRateIndexCurveUnit (40622) is specified. FIX.5.0SP2 (EP 161)
41911 UnderlyingPaymentStreamRateIndex2CurveUnit Conditionally required when UnderlyingPaymentStreamRateIndexCurvePeriod2(41912) is specified. FIX.5.0SP2 (EP 169)
41912 UnderlyingPaymentStreamRateIndex2CurvePeriod Conditionally required when UnderlyingPaymentStreamRateIndexCurveUnit2(41911) is specified. FIX.5.0SP2 (EP 169)
41913 UnderlyingPaymentStreamRateIndexLocation FIX.5.0SP2 (EP 169)
41914 UnderlyingPaymentStreamRateIndexLevel FIX.5.0SP2 (EP 169)
41915 UnderlyingPaymentStreamRateIndexUnitOfMeasure FIX.5.0SP2 (EP 169)
41916 UnderlyingPaymentStreamSettlLevel FIX.5.0SP2 (EP 169)
41917 UnderlyingPaymentStreamReferenceLevel FIX.5.0SP2 (EP 169)
41918 UnderlyingPaymentStreamReferenceLevelUnitOfMeasure FIX.5.0SP2 (EP 169)
41919 UnderlyingPaymentStreamReferenceLevelEqualsZeroIndicator FIX.5.0SP2 (EP 169)
40624 UnderlyingPaymentStreamRateMultiplier FIX.5.0SP2 (EP 161)
40625 UnderlyingPaymentStreamRateSpread FIX.5.0SP2 (EP 161)
41920 UnderlyingPaymentStreamRateSpreadCurrency FIX.5.0SP2 (EP 169)
41921 UnderlyingPaymentStreamRateSpreadUnitOfMeasure FIX.5.0SP2 (EP 169)
41922 UnderlyingPaymentStreamRateConversionFactor FIX.5.0SP2 (EP 169)
41923 UnderlyingPaymentStreamRateSpreadType FIX.5.0SP2 (EP 169)
40626 UnderlyingPaymentStreamRateSpreadPositionType FIX.5.0SP2 (EP 161)
40627 UnderlyingPaymentStreamRateTreatment FIX.5.0SP2 (EP 161)
40628 UnderlyingPaymentStreamCapRate FIX.5.0SP2 (EP 161)
40629 UnderlyingPaymentStreamCapRateBuySide FIX.5.0SP2 (EP 161)
40630 UnderlyingPaymentStreamCapRateSellSide FIX.5.0SP2 (EP 161)
40631 UnderlyingPaymentStreamFloorRate FIX.5.0SP2 (EP 161)
40632 UnderlyingPaymentStreamFloorRateBuySide FIX.5.0SP2 (EP 161)
40633 UnderlyingPaymentStreamFloorRateSellSide FIX.5.0SP2 (EP 161)
40634 UnderlyingPaymentStreamInitialRate FIX.5.0SP2 (EP 161)
41924 UnderlyingPaymentStreamLastResetRate FIX.5.0SP2 (EP 169)
41925 UnderlyingPaymentStreamFinalRate FIX.5.0SP2 (EP 169)
40635 UnderlyingPaymentStreamFinalRateRoundingDirection FIX.5.0SP2 (EP 161)
40636 UnderlyingPaymentStreamFinalRatePrecision FIX.5.0SP2 (EP 161)
40637 UnderlyingPaymentStreamAveragingMethod FIX.5.0SP2 (EP 161)
40638 UnderlyingPaymentStreamNegativeRateTreatment FIX.5.0SP2 (EP 161)
41926 UnderlyingPaymentStreamCalculationLagPeriod Conditionally required when UnderlyingPaymentStreamCalculationLagUnit (41927) is specified. FIX.5.0SP2 (EP 169)
41927 UnderlyingPaymentStreamCalculationLagUnit Conditionally required when UnderlyingPaymentStreamCalculationLagPeriod (41926) is specified. FIX.5.0SP2 (EP 169)
42958 UnderlyingPaymentStreamFirstObservationDateUnadjusted FIX.5.0SP2 (EP 208)
42959 UnderlyingPaymentStreamFirstObservationDateRelativeTo FIX.5.0SP2 (EP 208)
42960 UnderlyingPaymentStreamFirstObservationDateOffsetDayType FIX.5.0SP2 (EP 208)
41928 UnderlyingPaymentStreamFirstObservationDateOffsetPeriod Conditionally required when UnderlyingPaymentStreamFirstObservationOffsetUnit(41929) is specified. FIX.5.0SP2 (EP 169)
41929 UnderlyingPaymentStreamFirstObservationDateOffsetUnit Conditionally required when UnderlyingPaymentStreamFirstObservationOffsetPeriod(41928) is specified. FIX.5.0SP2 (EP 169)
42961 UnderlyingPaymentStreamFirstObservationDateAdjusted FIX.5.0SP2 (EP 208)
41930 UnderlyingPaymentStreamPricingDayType FIX.5.0SP2 (EP 169)
41931 UnderlyingPaymentStreamPricingDayDistribution FIX.5.0SP2 (EP 169)
41932 UnderlyingPaymentStreamPricingDayCount FIX.5.0SP2 (EP 169)
41933 UnderlyingPaymentStreamPricingBusinessCalendar FIX.5.0SP2 (EP 169)
41934 UnderlyingPaymentStreamPricingBusinessDayConvention 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 pricing dates. FIX.5.0SP2 (EP 169)
BlockRepeating UnderlyingPaymentStreamPricingBusinessCenterGrp FIX.5.0SP2 (EP 169)
BlockRepeating UnderlyingPaymentStreamPricingDayGrp FIX.5.0SP2 (EP 169)
BlockRepeating UnderlyingPaymentStreamPricingDateGrp FIX.5.0SP2 (EP 169)
40639 UnderlyingPaymentStreamInflationLagPeriod Conditionally required when UnderlyingPaymentStreamInflationLagUnit (40640) is specified. FIX.5.0SP2 (EP 161)
40640 UnderlyingPaymentStreamInflationLagUnit Conditionally required when UnderlyingPaymentStreamInflationLagPeriod (40639) is specified. FIX.5.0SP2 (EP 161)
40641 UnderlyingPaymentStreamInflationLagDayType FIX.5.0SP2 (EP 161)
40642 UnderlyingPaymentStreamInflationInterpolationMethod FIX.5.0SP2 (EP 161)
40643 UnderlyingPaymentStreamInflationIndexSource FIX.5.0SP2 (EP 161)
40644 UnderlyingPaymentStreamInflationPublicationSource FIX.5.0SP2 (EP 161)
40645 UnderlyingPaymentStreamInflationInitialIndexLevel FIX.5.0SP2 (EP 161)
40646 UnderlyingPaymentStreamInflationFallbackBondApplicable FIX.5.0SP2 (EP 161)
40647 UnderlyingPaymentStreamFRADiscounting FIX.5.0SP2 (EP 161)
42962 UnderlyingPaymentStreamUnderlierRefID FIX.5.0SP2 (EP 208)
Block UnderlyingPaymentStreamFormula FIX.5.0SP2 (EP 208)
Block UnderlyingDividendConditions FIX.5.0SP2 (EP 208)
42963 UnderlyingReturnRateNotionalReset FIX.5.0SP2 (EP 208)
BlockRepeating UnderlyingReturnRateGrp FIX.5.0SP2 (EP 208)
42964 UnderlyingPaymentStreamLinkInitialLevel FIX.5.0SP2 (EP 208)
42965 UnderlyingPaymentStreamLinkClosingLevelIndicator FIX.5.0SP2 (EP 208)
42966 UnderlyingPaymentStreamLinkExpiringLevelIndicator FIX.5.0SP2 (EP 208)
42967 UnderlyingPaymentStreamLinkEstimatedTradingDays FIX.5.0SP2 (EP 208)
42968 UnderlyingPaymentStreamLinkStrikePrice FIX.5.0SP2 (EP 208)
42969 UnderlyingPaymentStreamLinkStrikePriceType FIX.5.0SP2 (EP 208)
42970 UnderlyingPaymentStreamLinkMaximumBoundary FIX.5.0SP2 (EP 208)
42971 UnderlyingPaymentStreamLinkMinimumBoundary FIX.5.0SP2 (EP 208)
42972 UnderlyingPaymentStreamLinkNumberOfDataSeries FIX.5.0SP2 (EP 208)
42973 UnderlyingPaymentStreamVarianceUnadjustedCap FIX.5.0SP2 (EP 208)
42974 UnderlyingPaymentStreamRealizedVarianceMethod FIX.5.0SP2 (EP 208)
42975 UnderlyingPaymentStreamDaysAdjustmentIndicator FIX.5.0SP2 (EP 208)
42976 UnderlyingPaymentStreamNearestExchangeContractRefID FIX.5.0SP2 (EP 208)
42977 UnderlyingPaymentStreamVegaNotionalAmount FIX.5.0SP2 (EP 208)

Used in components