Description
The LegDividendAccrualFloatingRate component is a subcomponent of LegDividendConditions used to define the dividend accrual floating rate attributes of dividend payment conditions.
Structure
Tag | Field Name | Req'd | Comments | |
---|---|---|---|---|
42312 | LegDividendFloatingRateIndex | N | ||
42313 | LegDividendFloatingRateIndexCurvePeriod | N |
Conditionally required when LegDividendFloatingRateIndexCurveUnit <42314> is specified. |
|
42314 | LegDividendFloatingRateIndexCurveUnit | N |
Conditionally required when LegDividendFloatingRateIndexCurvePeriod <42313> is specified. |
|
42315 | LegDividendFloatingRateMultiplier | N | ||
42316 | LegDividendFloatingRateSpread | N | ||
42317 | LegDividendFloatingRateSpreadPositionType | N | ||
42318 | LegDividendFloatingRateTreatment | N | ||
42319 | LegDividendCapRate | N | ||
42320 | LegDividendCapRateBuySide | N | ||
42321 | LegDividendCapRateSellSide | N | ||
42322 | LegDividendFloorRate | N | ||
42323 | LegDividendFloorRateBuySide | N | ||
42324 | LegDividendFloorRateSellSide | N | ||
42325 | LegDividendInitialRate | N | ||
42326 | LegDividendFinalRateRoundingDirection | N | ||
42327 | LegDividendFinalRatePrecision | N | ||
42328 | LegDividendAveragingMethod | N | ||
42329 | LegDividendNegativeRateTreatment | N |