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