<UnderlyingPaymentStubGrp> Component Block

The UnderlyingPaymentStubGrp is a repeating subcomponent of the UnderlyingPaymentStream component used to specify front and back stubs in the payment stream.

Used in :

<UnderlyingStreamGrp>

Tag		Field Name	FIXML	Req'd	Comments
40708		NoUnderlyingPaymentStubs		N	Number of stubs in the repeating group
=>	40709	UnderlyingPaymentStubType	@Typ	C	Required if NoUnderlyingPaymentStubs(40708) > 0.
=>	40710	UnderlyingPaymentStubLength	@Lngth	N	Optional indication whether stub is shorter or longer than the regular swap period.
=>	<UnderlyingPaymentStubStartDate>			N
=>	<UnderlyingPaymentStubEndDate>			N
=>	40711	UnderlyingPaymentStubRate	@Rt	N	The agreed upon fixed rate for this stub.
=>	40712	UnderlyingPaymentStubFixedAmount	@FixedAmt	N	A fixed payment amount for the stub.
=>	40713	UnderlyingPaymentStubFixedCurrency	@FixedCcy	N	The currency of the fixed payment amount. Uses ISO 4217 currency codes.
=>	40714	UnderlyingPaymentStubIndex	@Ndx	N	The stub floating rate index.
=>	40715	UnderlyingPaymentStubIndexSource	@NdxSrc	N	The source for the underlying payment stub floating rate index.
=>	40716	UnderlyingPaymentStubIndexCurvePeriod	@NdxPeriod	N	Conditionally required when UnderlyingPaymentStubIndexCurveUnit(40717) is specified.
=>	40717	UnderlyingPaymentStubIndexCurveUnit	@NdxUnit	N	Conditionally required when UnderlyingPaymentStubIndexCurvePeriod(40716) is specified.
=>	40718	UnderlyingPaymentStubIndexRateMultiplier	@RtMult	N	A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.
=>	40719	UnderlyingPaymentStubIndexRateSpread	@Spread	N	Spread from floating rate index.
=>	40720	UnderlyingPaymentStubIndexRateSpreadPositionType	@SpreadPosTyp	N	Identifies whether the rate spread is applied to a long or short position.
=>	40721	UnderlyingPaymentStubIndexRateTreatment	@RtTrtmt	N	Specifies the yield calculation treatment for the stub index.
=>	40722	UnderlyingPaymentStubIndexCapRate	@CapRt	N	The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.
=>	40723	UnderlyingPaymentStubIndexCapRateBuySide	@CapRtBuy	N	Reference to the buyer of the cap rate option through its trade side.
=>	40724	UnderlyingPaymentStubIndexCapRateSellSide	@CapRtSell	N	Reference to the seller of the cap rate option through its trade side.
=>	40725	UnderlyingPaymentStubIndexFloorRate	@FlrRt	N	The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05.
=>	40726	UnderlyingPaymentStubIndexFloorRateBuySide	@FlrRtBuy	N	Reference to the buyer of the floor rate option through its trade side.
=>	40727	UnderlyingPaymentStubIndexFloorRateSellSide	@FlrRtSell	N	Reference to the seller of the floor rate option through its trade side.
=>	40728	UnderlyingPaymentStubIndex2	@Ndx2	N	The second stub floating rate index.
=>	40729	UnderlyingPaymentStubIndex2Source	@Ndx2Src	N	The source of the second stub floating rate index.
=>	40730	UnderlyingPaymentStubIndex2CurvePeriod	@Ndx2Period	N	Conditionally required when UnderlyingPaymentStubIndex2CurveUnit(40731) is specified.
=>	40731	UnderlyingPaymentStubIndex2CurveUnit	@Ndx2Unit	N	Conditionally required when UnderlyingPaymentStubIndex2CurvePeriod(40730) is specified.
=>	40732	UnderlyingPaymentStubIndex2RateMultiplier	@RtMult2	N	A rate multiplier to apply to the second floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.
=>	40733	UnderlyingPaymentStubIndex2RateSpread	@Spread2	N	Spread from the second floating rate index.
=>	40734	UnderlyingPaymentStubIndex2RateSpreadPositionType	@Spread2PosTyp	N	Identifies whether the rate spread is applied to a long or short position.
=>	40735	UnderlyingPaymentStubIndex2RateTreatment	@RtTrtmt2	N	Specifies the yield calculation treatment for the second stub index.
=>	40736	UnderlyingPaymentStubIndex2CapRate	@CapRt2	N	The cap rate, if any, which applies to the second floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.
=>	40737	UnderlyingPaymentStubIndex2FloorRate	@FlrRt2	N	The floor rate, if any, which applies to the second floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05.

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