<StreamGrp> Component Block

The StreamGrp is a repeating subcomponent of the Instrument component used to detail the swap streams associated with the instrument.

A swap will ordinarily have one or two streams. Each one may contain a StreamDesc(40051) with a descriptive string such as "Float" or "Fixed". However the choice of description should have no effect on the stream's purpose.

StreamPaySide(40052) and StreamReceiveSide(40053) link the appropriate swap parties to their role in the stream. In pre-trade messages the side value (e.g. Side(54) field) of the request or order should be set to the same side value indicating the aggressor's desired role. On fills and post-trade messages the executing firm takes the opposite side and indicates its role by setting

StreamPaySide(40052) and StreamReceiveSide(40053) to the opposite side of the aggressor's role.

Used in :

<Instrument>

Tag		Field Name	FIXML	Req'd	Comments
40049		NoStreams	Strm	N	Number of swap streams in the repeating group.
=>	40050	StreamType	@Typ	C	Required if NoStreams(40049) > 0.
=>	41303	StreamXID	@XID	N	Identifier of this Stream for cross referencing elsewhere in the message.
=>	40051	StreamDesc	@Desc	N	A short descriptive name given to the payment stream. Eg. CDS, Fixed, Float, Float2, GBP. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as reference.
=>	42784	StreamVersion	@Ver	N	The stream version identifier when there have been modifications to the contract over time. Helps signal when there are embedded changes.
=>	42785	StreamVersionEffectiveDate	@VerEfctvDt	N	The effective date of the StreamVersion(42784).
=>	40052	StreamPaySide	@PaySide	N	The side of the party paying the stream.
=>	40053	StreamReceiveSide	@RcvSide	N	The side of the party receiving the stream.
=>	41305	StreamNotionalXIDRef	@NotlXIDRef	N	Cross reference to another Stream notional for duplicating its properties.
=>	40054	StreamNotional	@Notl	N	Notional, or initial notional value for the payment stream. Use the PaymentScheduleGrp component to specify the rate steps.
=>	40055	StreamCurrency	@Ccy	N	Specifies the currency the StreamNotional(40054) is denominated in. Uses ISO 4217 currency codes.
=>	42786	StreamNotionalDeterminationMethod	@NotlDtrmnMeth	N	Specifies the method for determining the floating notional value for equity swaps. See http://www.fpml.org/coding-scheme/determination-method for values.
=>	42787	StreamNotionalAdjustments	@NotlAdjmts	N	For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap.
=>	41306	StreamNotionalFrequencyPeriod	@NotlPeriod	N	Conditionally required when StreamNotionalFrequencyUnit(41307) is specified.
=>	41307	StreamNotionalFrequencyUnit	@NotlUnit	N	Conditionally required when StreamNotionalFrequencyPeriod(41306) is specified.
=>	41308	StreamNotionalCommodityFrequency	@NotlFreq	N	The commodity's notional or quantity delivery frequency.
=>	41309	StreamNotionalUnitOfMeasure	@NotlUOM	N	Specifies the delivery stream quantity unit of measure (UOM).
=>	41310	StreamTotalNotional	@TotNotl	N	Total notional or delivery quantity over the term of the contract.
=>	41311	StreamTotalNotionalUnitOfMeasure	@TotNotlUOM	N	Specifies the unit of measure (UOM) for the total notional or delivery quantity over the term of the contract.
=>	<StreamCommodity>			N
=>	<StreamEffectiveDate>			N
=>	<StreamTerminationDate>			N
=>	<StreamCalculationPeriodDates>			N
=>	<PaymentStream>			N
=>	<PaymentScheduleGrp>			N
=>	<PaymentStubGrp>			N
=>	<DeliveryStream>			N
=>	<DeliveryScheduleGrp>			N
=>	40056	StreamText	@Txt	N	Free form text to specify additional information or enumeration description when a standard value does not apply.
=>	40982	EncodedStreamTextLen	@EncTxtLen	N	Must be set if EncodedStreamText(40983) field is specified and must immediately precede it.
=>	40983	EncodedStreamText	@EncTxt	N	Encoded (non-ASCII characters) representation of the StreamText(40056) field in the encoded format specified via the MessageEncoding(347) field.