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<LegPaymentStubGrp> Component Block

The LegPaymentStubGrp is a repeating subcomponent of the LegPaymentStream component used to specify front and back stubs in the payment stream.

Used in :

Tag Field Name FIXML Req'd Comments
40418 NoLegPaymentStubs N

Number of stubs in the repeating group
=> 40419 LegPaymentStubType @Typ C

Required if NoLegPaymentStubs(40418) > 0.
=> 40420 LegPaymentStubLength @Lngth N

Optional indication whether stub is shorter or longer than the regular swap period.
=> <LegPaymentStubStartDate> N
=> <LegPaymentStubEndDate> N
=> 40421 LegPaymentStubRate @Rt N

The agreed upon fixed rate for this stub.
=> 40422 LegPaymentStubFixedAmount @FixedAmt N

A fixed payment amount for the stub.
=> 40423 LegPaymentStubFixedCurrency @FixedCcy N

The currency of the fixed payment amount. Uses ISO 4217 currency codes.
=> 40424 LegPaymentStubIndex @Ndx N

The stub floating rate index.
=> 40425 LegPaymentStubIndexSource @NdxSrc N

The source for the stub floating rate index.
=> 40426 LegPaymentStubIndexCurvePeriod @NdxPeriod N

Conditionally required when LegPaymentStubIndexCurveUnit(40427) is specified.
=> 40427 LegPaymentStubIndexCurveUnit @NdxUnit N

Copnditionally required when LegPaymentStubIndexCurvePeriod(40426) is specified.
=> 40428 LegPaymentStubIndexRateMultiplier @RtMult N

A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.

=> 40429 LegPaymentStubIndexRateSpread @Spread N

Spread from floating rate index.
=> 40430 LegPaymentStubIndexRateSpreadPositionType @SpreadPosTyp N

Identifies whether the rate spread is applied to a long or a short position.
=> 40431 LegPaymentStubIndexRateTreatment @RtTrtmt N

Specifies the yield calculation treatment for the stub index.
=> 40432 LegPaymentStubIndexCapRate @CapRt N

The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.

=> 40433 LegPaymentStubIndexCapRateBuySide @CapRtBuy N

Reference to the buyer of the cap rate option through its trade side.
=> 40434 LegPaymentStubIndexCapRateSellSide @CapRtSell N

Reference to the seller of the cap rate option through its trade side.
=> 40435 LegPaymentStubIndexFloorRate @FlrRt N

The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05.

=> 40436 LegPaymentStubIndexFloorRateBuySide @FlrRtBuy N

Reference to the buyer of the floor rate option through its trade side.
=> 40437 LegPaymentStubIndexFloorRateSellSide @FlrRtSell N

Reference to the seller of the floor rate option through its trade side.
=> 40438 LegPaymentStubIndex2 @Ndx2 N

The second stub floating rate index.
=> 40439 LegPaymentStubIndex2Source @Ndx2Src N

The source for the second stub floating rate index.
=> 40440 LegPaymentStubIndex2CurvePeriod @Ndx2Period N

Conditionally required when LegPaymentStubIndex2CurveUnit(40441) is specified.
=> 40441 LegPaymentStubIndex2CurveUnit @Ndx2Unit N

Conditionally required when LegPaymentStubIndex2CurvePeriod(40440) is specified.
=> 40442 LegPaymentStubIndex2RateMultiplier @RtMult2 N

A rate multiplier to apply to the second floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.

=> 40443 LegPaymentStubIndex2RateSpread @Spread2 N

Spread from the second floating rate index.
=> 40444 LegPaymentStubIndex2RateSpreadPositionType @Spread2PosTyp N

Identifies whether the rate spread is applied to a long or a short position.
=> 40445 LegPaymentStubIndex2RateTreatment @RtTrtmt2 N

Specifies the yield calculation treatment for the second stub index.
=> 40446 LegPaymentStubIndex2CapRate @CapRt2 N

The cap rate, if any, which applies to the second floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.

=> 40447 LegPaymentStubIndex2FloorRate @FlrRt2 N

The floor rate, if any, which applies to the second floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05.

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