<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 :

<LegStreamGrp>

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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