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.
Used in :
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| 2731 | FloatingRateIndexID | @ID | N |
Conditionally required when FloatingRateIndexIDSource(2732) is specified. |
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| 2732 | FloatingRateIndexIDSource | @Src | N |
Conditionally required when FloatingRateIndexID(2731) is specified. |
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| 2730 | FloatingRateIndexCurveUnit | @Unit | N |
Conditionally required when FloatingRateIndexCurvePeriod(2728) is specified. |
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| 2728 | FloatingRateIndexCurvePeriod | @Period | N |
Conditionally required when FloatingRateIndexCurveUnit(2730) is specified. |
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| 2729 | FloatingRateIndexCurveSpread | @Spread | N |
Spread from the floating rate index. |
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