UnderlyingPaymentStreamFixedRate is a subcomponent of the UnderlyingPaymentStream component used to report the fixed rate or fixed payment amount of the stream.
Used in :
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| 40615 | UnderlyingPaymentStreamRate | @Rt | N |
Mutually exclusive with UnderlyingPaymentStreamFixedAmount(40616). |
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| 40616 | UnderlyingPaymentStreamFixedAmount | @Amt | N |
Mutually exclusive with UnderlyingPaymentStreamRate(40615). |
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| 40617 | UnderlyingPaymentStreamRateOrAmountCurrency | @Ccy | N |
Specifies the currency in which UnderlyingPaymentStreamFixedAmount(40616) or UnderlyingPaymentStreamRate(40615) is denominated. Users ISO 4271 currency codes. |
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| 41904 | UnderlyingPaymentStreamFixedAmountUnitOfMeasure | @FixedAmtUOM | N |
Fixed payment amount unit of measure (UOM). |
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| 41905 | UnderlyingPaymentStreamTotalFixedAmount | @FixedAmt | N |
Specifies the total fixed payment amount. |
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| 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. |
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| 40619 | UnderlyingPaymentStreamFutureValueDateAdjusted | @FutValDt | N |
The adjusted value date of the future value amount. |
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| 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. |
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| 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. |
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| 41908 | UnderlyingPaymentStreamContractPriceCurrency | @CtrctPxCcy | N |
Specifies the currency of UnderlyingPaymentStreamContractPrice(41907). Uses ISO 4217 currency codes. |
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