Component FloatingRateIndex (Block)

Used to identify the rate index for a floating rate coupon.

Added in protocol FIX.5.0SP2 (235)

Field or Component Name Description Is Required Added Is Deprecated
2731 FloatingRateIndexID Conditionally required when FloatingRateIndexIDSource (2732) is specified. FIX.5.0SP2 (235)
2732 FloatingRateIndexIDSource Conditionally required when FloatingRateIndexID (2731) is specified. FIX.5.0SP2 (235)
2730 FloatingRateIndexCurveUnit Conditionally required when FloatingRateIndexCurvePeriod (2728) is specified. FIX.5.0SP2 (235)
2728 FloatingRateIndexCurvePeriod Conditionally required when FloatingRateIndexCurveUnit (2730) is specified. FIX.5.0SP2 (235)
2729 FloatingRateIndexCurveSpread FIX.5.0SP2 (235)

Used in components