40331 |
LegPaymentStreamRateIndex |
|
|
FIX.5.0SP2 (161) |
|
40332 |
LegPaymentStreamRateIndexSource |
|
|
FIX.5.0SP2 (161) |
|
43088 |
LegPaymentStreamRateIndexID |
Conditionally required when LegPaymentStreamRateIndexIDSource (43089) is specified. |
|
FIX.5.0SP2 (235) |
|
43089 |
LegPaymentStreamRateIndexIDSource |
Conditionally required when LegPaymentStreamRateIndexID (43088) is specified. |
|
FIX.5.0SP2 (235) |
|
40333 |
LegPaymentStreamRateIndexCurveUnit |
Conditionally required when LegPaymentStreamRateIndexCurvePeriod (40334) is specified. |
|
FIX.5.0SP2 (161) |
|
40334 |
LegPaymentStreamRateIndexCurvePeriod |
Conditionally required when LegPaymentStreamRateIndexCurveUnit (40333) is specified. |
|
FIX.5.0SP2 (161) |
|
41563 |
LegPaymentStreamRateIndex2CurveUnit |
Conditionally required when LegPaymentStreamRateIndexCurvePeriod2(41564) is specified. |
|
FIX.5.0SP2 (169) |
|
41564 |
LegPaymentStreamRateIndex2CurvePeriod |
Conditionally required when LegPaymentStreamRateIndexCurveUnit2(41563) is specified. |
|
FIX.5.0SP2 (169) |
|
41565 |
LegPaymentStreamRateIndexLocation |
|
|
FIX.5.0SP2 (169) |
|
41566 |
LegPaymentStreamRateIndexLevel |
|
|
FIX.5.0SP2 (169) |
|
41567 |
LegPaymentStreamRateIndexUnitOfMeasure |
|
|
FIX.5.0SP2 (169) |
|
41568 |
LegPaymentStreamSettlLevel |
|
|
FIX.5.0SP2 (169) |
|
41569 |
LegPaymentStreamReferenceLevel |
|
|
FIX.5.0SP2 (169) |
|
41570 |
LegPaymentStreamReferenceLevelUnitOfMeasure |
|
|
FIX.5.0SP2 (169) |
|
41571 |
LegPaymentStreamReferenceLevelEqualsZeroIndicator |
|
|
FIX.5.0SP2 (169) |
|
40335 |
LegPaymentStreamRateMultiplier |
|
|
FIX.5.0SP2 (161) |
|
40336 |
LegPaymentStreamRateSpread |
|
|
FIX.5.0SP2 (161) |
|
41572 |
LegPaymentStreamRateSpreadCurrency |
|
|
FIX.5.0SP2 (169) |
|
41573 |
LegPaymentStreamRateSpreadUnitOfMeasure |
|
|
FIX.5.0SP2 (169) |
|
41574 |
LegPaymentStreamRateConversionFactor |
|
|
FIX.5.0SP2 (169) |
|
41575 |
LegPaymentStreamRateSpreadType |
|
|
FIX.5.0SP2 (169) |
|
40337 |
LegPaymentStreamRateSpreadPositionType |
|
|
FIX.5.0SP2 (161) |
|
40338 |
LegPaymentStreamRateTreatment |
|
|
FIX.5.0SP2 (161) |
|
40339 |
LegPaymentStreamCapRate |
|
|
FIX.5.0SP2 (161) |
|
40340 |
LegPaymentStreamCapRateBuySide |
|
|
FIX.5.0SP2 (161) |
|
40341 |
LegPaymentStreamCapRateSellSide |
|
|
FIX.5.0SP2 (161) |
|
40342 |
LegPaymentStreamFloorRate |
|
|
FIX.5.0SP2 (161) |
|
40343 |
LegPaymentStreamFloorRateBuySide |
|
|
FIX.5.0SP2 (161) |
|
40344 |
LegPaymentStreamFloorRateSellSide |
|
|
FIX.5.0SP2 (161) |
|
40345 |
LegPaymentStreamInitialRate |
|
|
FIX.5.0SP2 (161) |
|
41576 |
LegPaymentStreamLastResetRate |
|
|
FIX.5.0SP2 (169) |
|
41577 |
LegPaymentStreamFinalRate |
|
|
FIX.5.0SP2 (169) |
|
40346 |
LegPaymentStreamFinalRateRoundingDirection |
|
|
FIX.5.0SP2 (161) |
|
40347 |
LegPaymentStreamFinalRatePrecision |
|
|
FIX.5.0SP2 (161) |
|
40348 |
LegPaymentStreamAveragingMethod |
|
|
FIX.5.0SP2 (161) |
|
40349 |
LegPaymentStreamNegativeRateTreatment |
|
|
FIX.5.0SP2 (161) |
|
41578 |
LegPaymentStreamCalculationLagPeriod |
Conditionally required when LegPaymentStreamCalculationLagUnit (41579) is specified. |
|
FIX.5.0SP2 (169) |
|
41579 |
LegPaymentStreamCalculationLagUnit |
Conditionally required when LegPaymentStreamCalculationLagPeriod (41578) is specified. |
|
FIX.5.0SP2 (169) |
|
42462 |
LegPaymentStreamFirstObservationDateUnadjusted |
|
|
FIX.5.0SP2 (208) |
|
42463 |
LegPaymentStreamFirstObservationDateRelativeTo |
|
|
FIX.5.0SP2 (208) |
|
42464 |
LegPaymentStreamFirstObservationDateOffsetDayType |
|
|
FIX.5.0SP2 (208) |
|
41580 |
LegPaymentStreamFirstObservationDateOffsetPeriod |
Conditionally required when LegPaymentStreamFirstObservationOffsetUnit(41581) is specified. |
|
FIX.5.0SP2 (169) |
|
41581 |
LegPaymentStreamFirstObservationDateOffsetUnit |
Conditionally required when LegPaymentStreamFirstObservationOffsetPeriod(41580) is specified. |
|
FIX.5.0SP2 (169) |
|
42465 |
LegPaymentStreamFirstObservationDateAdjusted |
|
|
FIX.5.0SP2 (208) |
|
41582 |
LegPaymentStreamPricingDayType |
|
|
FIX.5.0SP2 (169) |
|
41583 |
LegPaymentStreamPricingDayDistribution |
|
|
FIX.5.0SP2 (169) |
|
41584 |
LegPaymentStreamPricingDayCount |
|
|
FIX.5.0SP2 (169) |
|
41585 |
LegPaymentStreamPricingBusinessCalendar |
|
|
FIX.5.0SP2 (169) |
|
41586 |
LegPaymentStreamPricingBusinessDayConvention |
When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the payment stream pricing date. |
|
FIX.5.0SP2 (169) |
|
BlockRepeating |
LegPaymentStreamPricingBusinessCenterGrp |
When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the the payment stream pricing date. |
|
FIX.5.0SP2 (169) |
|
BlockRepeating |
LegPaymentStreamPricingDayGrp |
|
|
FIX.5.0SP2 (169) |
|
BlockRepeating |
LegPaymentStreamPricingDateGrp |
|
|
FIX.5.0SP2 (169) |
|
40350 |
LegPaymentStreamInflationLagPeriod |
Conditionally required when LegPaymentStreamInflationLagUnit (40351) is specified. |
|
FIX.5.0SP2 (161) |
|
40351 |
LegPaymentStreamInflationLagUnit |
Conditionally required when LegPaymentStreamInflationLagPeriod (40350) is specified. |
|
FIX.5.0SP2 (161) |
|
40352 |
LegPaymentStreamInflationLagDayType |
|
|
FIX.5.0SP2 (161) |
|
40353 |
LegPaymentStreamInflationInterpolationMethod |
|
|
FIX.5.0SP2 (161) |
|
40354 |
LegPaymentStreamInflationIndexSource |
|
|
FIX.5.0SP2 (161) |
|
40355 |
LegPaymentStreamInflationPublicationSource |
|
|
FIX.5.0SP2 (161) |
|
40356 |
LegPaymentStreamInflationInitialIndexLevel |
|
|
FIX.5.0SP2 (161) |
|
40357 |
LegPaymentStreamInflationFallbackBondApplicable |
|
|
FIX.5.0SP2 (161) |
|
40358 |
LegPaymentStreamFRADiscounting |
|
|
FIX.5.0SP2 (161) |
|
42466 |
LegPaymentStreamUnderlierRefID |
|
|
FIX.5.0SP2 (208) |
|
Block |
LegPaymentStreamFormula |
|
|
FIX.5.0SP2 (208) |
|
Block |
LegDividendConditions |
|
|
FIX.5.0SP2 (208) |
|
42467 |
LegReturnRateNotionalReset |
|
|
FIX.5.0SP2 (208) |
|
BlockRepeating |
LegReturnRateGrp |
|
|
FIX.5.0SP2 (208) |
|
42468 |
LegPaymentStreamLinkInitialLevel |
|
|
FIX.5.0SP2 (208) |
|
42469 |
LegPaymentStreamLinkClosingLevelIndicator |
|
|
FIX.5.0SP2 (208) |
|
42470 |
LegPaymentStreamLinkExpiringLevelIndicator |
|
|
FIX.5.0SP2 (208) |
|
42471 |
LegPaymentStreamLinkEstimatedTradingDays |
|
|
FIX.5.0SP2 (208) |
|
42472 |
LegPaymentStreamLinkStrikePrice |
|
|
FIX.5.0SP2 (208) |
|
42473 |
LegPaymentStreamLinkStrikePriceType |
|
|
FIX.5.0SP2 (208) |
|
42474 |
LegPaymentStreamLinkMaximumBoundary |
|
|
FIX.5.0SP2 (208) |
|
42475 |
LegPaymentStreamLinkMinimumBoundary |
|
|
FIX.5.0SP2 (208) |
|
42476 |
LegPaymentStreamLinkNumberOfDataSeries |
|
|
FIX.5.0SP2 (208) |
|
42477 |
LegPaymentStreamVarianceUnadjustedCap |
|
|
FIX.5.0SP2 (208) |
|
42478 |
LegPaymentStreamRealizedVarianceMethod |
|
|
FIX.5.0SP2 (208) |
|
42479 |
LegPaymentStreamDaysAdjustmentIndicator |
|
|
FIX.5.0SP2 (208) |
|
42480 |
LegPaymentStreamNearestExchangeContractRefID |
|
|
FIX.5.0SP2 (208) |
|
42481 |
LegPaymentStreamVegaNotionalAmount |
|
|
FIX.5.0SP2 (208) |
|