| 40331 |
LegPaymentStreamRateIndex
|
N |
|
| 40332 |
LegPaymentStreamRateIndexSource
|
N |
|
| 43088 |
LegPaymentStreamRateIndexID
|
N |
Conditionally required when LegPaymentStreamRateIndexIDSource <43089> is specified.
|
| 43089 |
LegPaymentStreamRateIndexIDSource
|
N |
Conditionally required when LegPaymentStreamRateIndexID <43088> is specified.
|
| 40333 |
LegPaymentStreamRateIndexCurveUnit
|
N |
Conditionally required when LegPaymentStreamRateIndexCurvePeriod <40334> is specified.
|
| 40334 |
LegPaymentStreamRateIndexCurvePeriod
|
N |
Conditionally required when LegPaymentStreamRateIndexCurveUnit <40333> is specified.
|
| 41563 |
LegPaymentStreamRateIndex2CurveUnit
|
N |
Conditionally required when LegPaymentStreamRateIndex2CurvePeriod <41564> is specified.
|
| 41564 |
LegPaymentStreamRateIndex2CurvePeriod
|
N |
Conditionally required when LegPaymentStreamRateIndex2CurveUnit <41563> is specified.
|
| 41565 |
LegPaymentStreamRateIndexLocation
|
N |
|
| 41566 |
LegPaymentStreamRateIndexLevel
|
N |
|
| 41567 |
LegPaymentStreamRateIndexUnitOfMeasure
|
N |
|
| 41568 |
LegPaymentStreamSettlLevel
|
N |
|
| 41569 |
LegPaymentStreamReferenceLevel
|
N |
|
| 41570 |
LegPaymentStreamReferenceLevelUnitOfMeasure
|
N |
|
| 41571 |
LegPaymentStreamReferenceLevelEqualsZeroIndicator
|
N |
|
| 40335 |
LegPaymentStreamRateMultiplier
|
N |
|
| 40336 |
LegPaymentStreamRateSpread
|
N |
|
| 41572 |
LegPaymentStreamRateSpreadCurrency
|
N |
|
| 41573 |
LegPaymentStreamRateSpreadUnitOfMeasure
|
N |
|
| 41574 |
LegPaymentStreamRateConversionFactor
|
N |
|
| 41575 |
LegPaymentStreamRateSpreadType
|
N |
|
| 40337 |
LegPaymentStreamRateSpreadPositionType
|
N |
|
| 40338 |
LegPaymentStreamRateTreatment
|
N |
|
| 40339 |
LegPaymentStreamCapRate
|
N |
|
| 40340 |
LegPaymentStreamCapRateBuySide
|
N |
|
| 40341 |
LegPaymentStreamCapRateSellSide
|
N |
|
| 40342 |
LegPaymentStreamFloorRate
|
N |
|
| 40343 |
LegPaymentStreamFloorRateBuySide
|
N |
|
| 40344 |
LegPaymentStreamFloorRateSellSide
|
N |
|
| 40345 |
LegPaymentStreamInitialRate
|
N |
|
| 41576 |
LegPaymentStreamLastResetRate
|
N |
|
| 41577 |
LegPaymentStreamFinalRate
|
N |
|
| 40346 |
LegPaymentStreamFinalRateRoundingDirection
|
N |
|
| 40347 |
LegPaymentStreamFinalRatePrecision
|
N |
|
| 40348 |
LegPaymentStreamAveragingMethod
|
N |
|
| 40349 |
LegPaymentStreamNegativeRateTreatment
|
N |
|
| 41578 |
LegPaymentStreamCalculationLagPeriod
|
N |
Conditionally required when LegPaymentStreamCalculationLagUnit <41579> is specified.
|
| 41579 |
LegPaymentStreamCalculationLagUnit
|
N |
Conditionally required when LegPaymentStreamCalculationLagPeriod <41578> is specified.
|
| 42462 |
LegPaymentStreamFirstObservationDateUnadjusted
|
N |
|
| 42463 |
LegPaymentStreamFirstObservationDateRelativeTo
|
N |
|
| 42464 |
LegPaymentStreamFirstObservationDateOffsetDayType
|
N |
|
| 41580 |
LegPaymentStreamFirstObservationDateOffsetPeriod
|
N |
Conditionally required when LegPaymentStreamFirstObservationDateOffsetUnit <41581> is specified.
|
| 41581 |
LegPaymentStreamFirstObservationDateOffsetUnit
|
N |
Conditionally required when LegPaymentStreamFirstObservationDateOffsetPeriod <41580> is specified.
|
| 42465 |
LegPaymentStreamFirstObservationDateAdjusted
|
N |
|
| 41582 |
LegPaymentStreamPricingDayType
|
N |
|
| 41583 |
LegPaymentStreamPricingDayDistribution
|
N |
|
| 41584 |
LegPaymentStreamPricingDayCount
|
N |
|
| 41585 |
LegPaymentStreamPricingBusinessCalendar
|
N |
|
| 41586 |
LegPaymentStreamPricingBusinessDayConvention
|
N |
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.
|
|
Component Block - <LegPaymentStreamPricingBusinessCenterGrp>
|
N |
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.
|
|
Component Block - <LegPaymentStreamPricingDayGrp>
|
N |
|
|
Component Block - <LegPaymentStreamPricingDateGrp>
|
N |
|
| 40350 |
LegPaymentStreamInflationLagPeriod
|
N |
Conditionally required when LegPaymentStreamInflationLagUnit <40351> is specified.
|
| 40351 |
LegPaymentStreamInflationLagUnit
|
N |
Conditionally required when LegPaymentStreamInflationLagPeriod <40350> is specified.
|
| 40352 |
LegPaymentStreamInflationLagDayType
|
N |
|
| 40353 |
LegPaymentStreamInflationInterpolationMethod
|
N |
|
| 40354 |
LegPaymentStreamInflationIndexSource
|
N |
|
| 40355 |
LegPaymentStreamInflationPublicationSource
|
N |
|
| 40356 |
LegPaymentStreamInflationInitialIndexLevel
|
N |
|
| 40357 |
LegPaymentStreamInflationFallbackBondApplicable
|
N |
|
| 40358 |
LegPaymentStreamFRADiscounting
|
N |
|
| 42466 |
LegPaymentStreamUnderlierRefID
|
N |
|
|
Component Block - <LegPaymentStreamFormula>
|
N |
|
|
Component Block - <LegDividendConditions>
|
N |
|
| 42467 |
LegReturnRateNotionalReset
|
N |
|
|
Component Block - <LegReturnRateGrp>
|
N |
|
| 42468 |
LegPaymentStreamLinkInitialLevel
|
N |
|
| 42469 |
LegPaymentStreamLinkClosingLevelIndicator
|
N |
|
| 42470 |
LegPaymentStreamLinkExpiringLevelIndicator
|
N |
|
| 42471 |
LegPaymentStreamLinkEstimatedTradingDays
|
N |
|
| 42472 |
LegPaymentStreamLinkStrikePrice
|
N |
|
| 42473 |
LegPaymentStreamLinkStrikePriceType
|
N |
|
| 42474 |
LegPaymentStreamLinkMaximumBoundary
|
N |
|
| 42475 |
LegPaymentStreamLinkMinimumBoundary
|
N |
|
| 42476 |
LegPaymentStreamLinkNumberOfDataSeries
|
N |
|
| 42477 |
LegPaymentStreamVarianceUnadjustedCap
|
N |
|
| 42478 |
LegPaymentStreamRealizedVarianceMethod
|
N |
|
| 42479 |
LegPaymentStreamDaysAdjustmentIndicator
|
N |
|
| 42480 |
LegPaymentStreamNearestExchangeContractRefID
|
N |
|
| 42481 |
LegPaymentStreamVegaNotionalAmount
|
N |
|
