LegPaymentStreamFixedRate is a subcomponent of the LegPaymentStream component used to report the fixed rate or fixed payment amount of the payment stream.
Used in :
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| 40326 | LegPaymentStreamRate | @Rt | N |
Mutually exclusive with LegPaymentStreamFixedAmount(40327). |
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| 40327 | LegPaymentStreamFixedAmount | @Amt | N |
Mutually exclusive with LegPaymentStreamRate(40326). |
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| 40328 | LegPaymentStreamRateOrAmountCurrency | @Ccy | N |
Specifies the currency in which LegPaymentStreamFixedAmount(40327) or LegPaymentStreamRate(40326) is denominated. Uses ISO 4217 currency codes. |
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| 41556 | LegPaymentStreamFixedAmountUnitOfMeasure | @FixedAmtUOM | N |
The fixed payment amount unit of measure (UOM). |
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| 41557 | LegPaymentStreamTotalFixedAmount | @FixedAmt | N |
Specifies the total fixed payment amount. |
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| 40329 | LegPaymentStreamFutureValueNotional | @FutValNotl | N |
The future value notional is normally only required for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)). The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency is the same as the stream notional. |
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| 40330 | LegPaymentStreamFutureValueDateAdjusted | @FutValDt | N |
The adjusted value date of the future value amount. |
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| 41558 | LegPaymentStreamWorldScaleRate | @WorldScaleRt | N |
The number of Worldscale points for purposes of the calculation of a fixed amount for a wet voyage charter commodity swap. |
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| 41559 | LegPaymentStreamContractPrice | @CtrctPx | N |
The price per relevant unit for purposes of the calculation of a fixed amount for a dry voyage charter or time charter commodity swap. |
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| 41560 | LegPaymentStreamContractPriceCurrency | @CtrctPxCcy | N |
Specifies the currency of LegPaymentStreamContractPrice(41559). Uses ISO 4217 currency codes. |
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