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PaymentStreamFixedRate is a subcomponent of the PaymentStream component used to report the fixed rate or fixed payment amount of the stream.
Used in :
| Tag | Field Name | FIXML | Req'd | Comments | |||
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| 40784 | PaymentStreamRate | @Rt | N |
Mutually exclusive with PaymentStreamFixedAmount(40785). |
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| 40785 | PaymentStreamFixedAmount | @Amt | N |
Mutually exclusive with PaymentStreamRate(40784). |
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| 40786 | PaymentStreamRateOrAmountCurrency | @Ccy | N |
Specifies the currency in which PaymentStreamFixedAmount(40785) or PaymentStreamRate(40784) is denominated. Uses ISO 4271 currency codes. |
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| 41187 | PaymentStreamFixedAmountUnitOfMeasure | @FixedAmtUOM | N |
Specifies the fixed payment amount unit of measure (UOM). |
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| 41188 | PaymentStreamTotalFixedAmount | @FixedAmt | N |
Specifies the total fixed payment amount. |
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| 40787 | PaymentStreamFutureValueNotional | @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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| 40788 | PaymentStreamFutureValueDateAdjusted | @FutValDt | N |
The adjusted value date of the future value amount. |
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| 41189 | PaymentStreamWorldScaleRate | @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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| 41190 | PaymentStreamContractPrice | @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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| 41191 | PaymentStreamContractPriceCurrency | @CtrctPxCcy | N |
Specifies the currency of PaymentStreamContractPrice(41190). Uses ISO 4217 currency codes. |
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