Description
Used to identify the rate index for a floating rate coupon.
In the context of MiFID II RTS 23 Annex I Table 3 reference data - statement of the attributes of the index/benchmark of a floating rate security.
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| 2731 | FloatingRateIndexID | N |
Conditionally required when FloatingRateIndexIDSource <2732> is specified. |
|
| 2732 | FloatingRateIndexIDSource | N |
Conditionally required when FloatingRateIndexID <2731> is specified. |
|
| 2730 | FloatingRateIndexCurveUnit | N |
Conditionally required when FloatingRateIndexCurvePeriod <2728> is specified. |
|
| 2728 | FloatingRateIndexCurvePeriod | N |
Conditionally required when FloatingRateIndexCurveUnit <2730> is specified. |
|
| 2729 | FloatingRateIndexCurveSpread | N | ||