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/TrdCaptRpt/Undly/Strm/PmtStrm  

Excerpt
STP TagField NameFIXML Attribute NameData TypeDescriptionNew for BrokerTECOMnet MappingGenium FIX MappingSupported Values

UnderlyingPaymentStreamPaymentDatesPmtDts





40583→UnderlyingPaymentStreamPaymentFrequencyPeriodFreqPeriodintThe period of frequency of payments.



40584→UnderlyingPaymentStreamPaymentFrequencyUnitFreqUnitStringThe unit of frequency of payments.


D - Day

Mo - Month
T - Term
Wk - Week
Yr - Year


UnderlyingPaymentStreamFixedRateFixed





40615→UnderlyingPaymentStreamRateRtPercentageRate if the payment stream is a fixed rate stream.



40617→UnderlyingPaymentStreamRateOrAmountCurrencyCcyCurrencySpecifies the currency in which UnderlyingPaymentStreamFixedAmount(40616) or UnderlyingPaymentStreamRate(40615) is denominated. Users ISO 4271 currency codes.




UnderlyingPaymentStreamFloatingRateFloat





40620→UnderlyingPaymentStreamRateIndexNdxStringFloating Rate Index.



41913→UnderlyingPaymentStreamRateIndexLocationNdxLctnStringSpecifies the location of the floating rate index.



40624→UnderlyingPaymentStreamRateMultiplierRtMultfloatA rate multiplier to apply to the floating rate. A multiplier schedule is expressed as explicit multipliers and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in the calculationPeriodDatesAdjustments. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.



40625→UnderlyingPaymentStreamRateSpreadSpreadPriceOffsetSpread from floating rate index.



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