<UnderlyingPaymentStreamFixedRate> Component Block

UnderlyingPaymentStreamFixedRate is a subcomponent of the UnderlyingPaymentStream component used to report the fixed rate or fixed payment amount of the stream.

Used in :

<UnderlyingPaymentStream>

Tag	Field Name	FIXML	Req'd	Comments
40615	UnderlyingPaymentStreamRate	@Rt	N	Mutually exclusive with UnderlyingPaymentStreamFixedAmount(40616).
40616	UnderlyingPaymentStreamFixedAmount	@Amt	N	Mutually exclusive with UnderlyingPaymentStreamRate(40615).
40617	UnderlyingPaymentStreamRateOrAmountCurrency	@Ccy	N	Specifies the currency in which UnderlyingPaymentStreamFixedAmount(40616) or UnderlyingPaymentStreamRate(40615) is denominated. Users ISO 4271 currency codes.
41904	UnderlyingPaymentStreamFixedAmountUnitOfMeasure	@FixedAmtUOM	N	Fixed payment amount unit of measure (UOM).
41905	UnderlyingPaymentStreamTotalFixedAmount	@FixedAmt	N	Specifies the total fixed payment amount.
40618	UnderlyingPaymentStreamFutureValueNotional	@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.
40619	UnderlyingPaymentStreamFutureValueDateAdjusted	@FutValDt	N	The adjusted value date of the future value amount.
41906	UnderlyingPaymentStreamWorldScaleRate	@WorldScaleRt	N	The number of Worldscale points for purposes of the calculation of a fixed amount for a wet voyage charter commodity swap.
41907	UnderlyingPaymentStreamContractPrice	@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.
41908	UnderlyingPaymentStreamContractPriceCurrency	@CtrctPxCcy	N	Specifies the currency of UnderlyingPaymentStreamContractPrice(41907). Uses ISO 4217 currency codes.