| 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) |
|
