UnderlyingPaymentStreamFormula is a subcomponent of the UnderlyingPaymentStreamFloatingRate component used to report the parameters for determining the floating rate of the stream e.g. for equity swaps.
Used in :
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| 42978 | UnderlyingPaymentStreamFormulaCurrency | @Ccy | N |
The currency in which the formula amount is denominated. Uses ISO 4217 currency codes. |
|||
| 42979 | UnderlyingPaymentStreamFormulaCurrencyDeterminationMethod | @CcyDtrmnMeth | N |
Specifies the method according to which the formula amount currency is determined. See http://www.fpml.org/coding-scheme/determination-method for values. |
|||
| 42980 | UnderlyingPaymentStreamFormulaReferenceAmount | @RefAmt | N |
Specifies the reference amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or refers to a term defined elsewhere in the swap document. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of reference amounts. |
|||
| <UnderlyingPaymentStreamFormulaMathGrp> | N | ||||||
| <UnderlyingPaymentStreamFormulaImage> | N | ||||||
© 2026.
EPAM Systems. All Rights Reserved.
All material contained within the website is copyright of EPAM Systems, Inc. No material contained herein can be copied or otherwise used without the express permission of the copyright holder.