Groups
Name | ID | Category | Description | Pedigree |
|---|---|---|---|---|
| LegStipulations | 1007 | Common | The LegStipulations component block has the same usage as the Stipulations component block, but for a leg instrument in a multi-legged security. | Added FIX.4.4 |
| NestedParties | 1008 | Common | The NestedParties component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message. Use of NestedParties under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax. | Added FIX.4.3 Updated EP282 |
| NestedParties2 | 1009 | Common | The NestedParties2 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message. Use of NestedParties2 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax. | Added FIX.4.4 Updated EP282 |
| NestedParties3 | 1010 | Common | The NestedParties3 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message. Use of NestedParties3 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax. | Added FIX.4.4 Updated EP282 |
| Parties | 1012 | Common | The Parties component block is used to identify and convey information on the entities both central and peripheral to the financial transaction represented by the FIX message containing the Parties Block. The Parties block allows many different types of entites to be expressed through use of the PartyRole field and identifies the source of the PartyID through the the PartyIDSource. | Added FIX.4.3 |
| PositionAmountData | 1014 | Common | The PositionAmountData component block is used to report netted amounts associated with position quantities. In the listed derivatives market the amount is generally expressing a type of futures variation or option premium. In the equities market this may be the net pay or collect on a given position. | Added FIX.4.4 |
| PositionQty | 1015 | Common | The PositionQty component block specifies the various types of position quantity in the position life-cycle including start-of-day, intraday, trade, adjustments, and end-of-day position quantities. Quantities are expressed in terms of long and short quantities. | Added FIX.4.4 |
| SettlParties | 1017 | Common | The SettlParties component block is used in a similar manner as Parties Block within the context of settlement instruction messages to distinguish between parties involved in the settlement and parties who are expected to execute the settlement process. | Added FIX.4.4 |
| Stipulations | 1019 | Common | The Stipulations component block is used in Fixed Income to provide additional information on a given security. These additional information are usually not considered static data information. | Added FIX.4.3 |
| TrdRegTimestamps | 1020 | Common | The TrdRegTimestamps component block is used to express timestamps for an order or trade that are required by regulatory agencies These timesteamps are used to identify the timeframes for when an order or trade is received on the floor, received and executed by the broker, etc. | Added FIX.4.4 |
| UnderlyingStipulations | 1023 | Common | The UnderlyingStipulations component block has the same usage as the Stipulations component block, but for an underlying security. | Added FIX.4.4 |
| UnderlyingAmount | 1026 | PositionMaintenance | The UnderlyingAmount component block is used to supply the underlying amounts, dates, settlement status and method for derivative positions. | Added EP-1 Updated EP97 |
| ExpirationQty | 1027 | PositionMaintenance | The ExpirationQty component block identified the expiration quantities and type of expiration. | Added EP-1 Updated EP97 |
| SideTrdRegTS | 1028 | TradeCapture | The SideTrdRegTS component block is used to convey trading or regulatory timestamps associated with one side of a multi-sided trade event. | Added EP-1 Updated EP141 |
| RootParties | 1031 | Common | The RootParties component block is a version of the Parties component block used to provide root information regarding the owning and entering parties of a transaction. | Added EP-1 |
| InstrumentParties | 1032 | Common | The use of this component block is restricted to instrument definition only and is not permitted to contain transactional information. Only a specified subset of party roles will be supported within the InstrumentParty block. | Added EP-1 |
| UndlyInstrumentParties | 1033 | Common | The use of this component block is restricted to instrument definition only and is not permitted to contain transactional information. Only a specified subset of party roles will be supported within the InstrumentParty block. | Added EP-1 |
| NestedParties4 | 1059 | Common | The NestedParties4 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message. Use of NestedParties4 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax. | Added EP-1 |
| RateSource | 1062 | Common | The RateSource component is used to identify the source for the rate information as required by the trade for pricing reasons. | Added EP82 Updated EP293 |
| TargetParties | 1063 | Common | Added EP85 | |
| MatchingInstructions | 1064 | Common | Added EP99 | |
| LimitAmts | 1065 | Common | Added EP100 | |
| RelatedInstrumentGrp | 1066 | Common | The RelatedInstrumentGrp is a repeating component at the same hierarchical level as the Instrument component, describing relationships and linkages between the Instrument, UnderlyingInstrument and InstrumentLeg entries. If all instances of the UnderlyingInstrument in the message are true underliers of the Instrument then the RelatedInstrumentGrp component is not needed. If any instance of the UnderlyingInstrument has a different relationship, e.g. underlier of an InstrumentLeg, stream, equity equivalent or nearest exchange-traded contract or there are multiple instances of InstrumentLeg, then an entry for every relationship should be included in this component. When the RelatedInstrumentGrp appears within a repeating group, each entry only apply to the Instrument component at the same hierarchical level. In messages, such as Email(35=C) and News(35=B), where Instrument and the InstrumentLeg are within their repeating groups, the RelatedInstrumentGrp component may be used to link legs and underliers to their appropriate base Instrument. | Added EP103 Updated EP201 |
| ThrottleParamsGrp | 1067 | Common | Added EP116 | |
| ThrottleMsgTypeGrp | 1068 | Common | Added EP116 | |
| CommissionDataGrp | 1070 | Common | The CommissionDataGrp component block is used to carry commission information such as the type of commission and the rate. It provides an alternative to the CommissionData component if multiple commissions or enhanced attributes are needed. | Added EP204 |
| AllocCommissionDataGrp | 1071 | Common | The AllocCommissionDataGrp component block is used to carry commission information such as the type of commission and the rate at the allocation level. It provides a means to express commission applicable for the specified allocation account. | Added EP204 |
| TrdRegPublicationGrp | 1072 | Common | The TrdRegPublicationGrp component is used to express trade publication reasons that are required by regulatory agencies. Reasons may include deferrals, exemptions, waivers, etc. | Added EP216 |
| OrderAttributeGrp | 1073 | Common | The OrderAttributeGrp component provides additional attributes about the order. Attributes included in this component are primarily "indicators" that may be associated with regulatory requirements and are typically not part of normal trading activities. | Added EP222 |
| PriceQualifierGrp | 1074 | Common | The PriceQualifierGrp component clarifies the composition of the price when standard market practice for the security calls for a price that is atypical when traded in other markets, or when a price can be expressed in more than one way. | Added EP230 Updated EP259 |
| MatchExceptionGrp | 1076 | Common | The MatchExceptionGrp component details the matching exceptions and variances identified during the matching process based on the defined matching criteria and tolerances. | Added EP246 |
| MatchingDataPointGrp | 1077 | Common | The MatchingDataPointGrp component details all the trade attributes and tolerances used for trade matching. | Added EP246 |
| OrderAggregationGrp | 1078 | Common | Identifies the orders being aggregated together. | Added EP247 |
| ExecutionAggregationGrp | 1079 | Common | Identifies the fills being aggregated together. | Added EP247 |
| TradeTypeGrp | 1080 | Common | The TradeTypeGrp component is used to express multiple trade types on the same message and can be used as an alternative to the fields TrdType(828), SecondaryTrdType(855), and TertiaryTrdType(2896) when three or fewer trade types are needed. | Added EP289 |
| AffectedOrdGrp | 2001 | OrderMassHandling | Added FIX.4.4 Updated EP131 | |
| AllocAckGrp | 2002 | Allocation | This repeating group is optionally used for messages with AllocStatus(87) = 2 (Account level reject), to provide details of the individual accounts that were accepted or rejected. In the case of a reject, the reasons for the rejection should be specified. | Added FIX.4.4 Updated EP196 |
| AllocGrp | 2003 | Allocation | The AllocGrp component conveys the details of each account when a trade (or block trade) is allocated into one or more accounts. | Added FIX.4.4 Updated EP291 |
| BidCompReqGrp | 2004 | ProgramTrading | Added FIX.4.4 | |
| BidCompRspGrp | 2005 | ProgramTrading | Added FIX.4.4 | |
| BidDescReqGrp | 2006 | ProgramTrading | Added FIX.4.4 | |
| ClrInstGrp | 2007 | Common | Added FIX.4.4 | |
| CollInqQualGrp | 2008 | CollateralManagement | Added FIX.4.4 | |
| CompIDReqGrp | 2009 | Common | Added FIX.4.4 | |
| CompIDStatGrp | 2010 | Common | Added FIX.4.4 | |
| ContAmtGrp | 2011 | Common | Added FIX.4.4 | |
| ContraGrp | 2012 | Common | Added FIX.4.4 | |
| CpctyConfGrp | 2013 | Confirmation | Added FIX.4.4 Updated EP97 | |
| ExecAllocGrp | 2014 | Common | This repeating group is used to identify individual executions or trades, including key fields such as quantity and price of the execution or trade, that are part of the allocation. | Added FIX.4.4 Updated EP279 |
| ExecCollGrp | 2015 | CollateralManagement | Added FIX.4.4 | |
| InstrmtGrp | 2017 | Common | Added FIX.4.4 | |
| InstrmtLegExecGrp | 2018 | Common | Added FIX.4.4 | |
| InstrmtLegGrp | 2019 | Common | Added FIX.4.4 Updated EP192 | |
| InstrmtLegIOIGrp | 2020 | Common | Added FIX.4.4 | |
| InstrmtLegSecListGrp | 2021 | Common | Added FIX.4.4 | |
| InstrmtMDReqGrp | 2022 | Common | Added FIX.4.4 | |
| InstrmtStrkPxGrp | 2023 | ProgramTrading | Added FIX.4.4 | |
| IOIQualGrp | 2024 | Indication | Added FIX.4.4 | |
| LegOrdGrp | 2025 | Common | Added FIX.4.4 Updated EP171 | |
| LegPreAllocGrp | 2026 | Common | Added FIX.4.4 | |
| LegQuotGrp | 2027 | QuotationNegotiation | Added FIX.4.4 | |
| LegQuotStatGrp | 2028 | QuotationNegotiation | Added FIX.4.4 | |
| LinesOfTextGrp | 2029 | Common | Added FIX.4.4 | |
| ListOrdGrp | 2030 | ProgramTrading | Added FIX.4.4 | |
| MDFullGrp | 2031 | MarketData | List of market data entries for a single instrument, e.g. when reporting a snapshot of all price levels in the order book of an instrument. | Added FIX.4.4 Updated EP300 |
| MDIncGrp | 2032 | MarketData | List of incremental market data updates for one or more instruments, e.g. when reporting updates of multiple price levels in the order book. | Added FIX.4.4 Updated EP300 |
| MDReqGrp | 2033 | MarketData | Added FIX.4.4 | |
| MDRjctGrp | 2034 | MarketData | Added FIX.4.4 | |
| MiscFeesGrp | 2035 | Common | The MiscFeesGrp component is used to provide details of trade and transaction fees other than commissions, e.g. regulatory, exchange, taxes, levies, markup, trade reporting, etc. In the context of ESMA RTS 27 Best Execution Reporting, it may also be used to collect and publish the nature and level of current venue fees, rebates and payouts. Use MiscFeeQualifier(2712) to communicate whether the fee affects trade economics. | Added FIX.4.4 Updated EP254 |
| OrdAllocGrp | 2036 | Common | Added FIX.4.4 | |
| OrdListStatGrp | 2037 | ProgramTrading | Added FIX.4.4 | |
| PosUndInstrmtGrp | 2038 | PositionMaintenance | Added FIX.4.4 | |
| PreAllocGrp | 2039 | Common | Added FIX.4.4 | |
| PreAllocMlegGrp | 2040 | Common | Added FIX.4.4 | |
| QuotCxlEntriesGrp | 2041 | QuotationNegotiation | Added FIX.4.4 | |
| QuotEntryAckGrp | 2042 | QuotationNegotiation | Added FIX.4.4 | |
| QuotEntryGrp | 2043 | QuotationNegotiation | Added FIX.4.4 | |
| QuotQualGrp | 2044 | QuotationNegotiation | Added FIX.4.4 | |
| QuotReqGrp | 2045 | QuotationNegotiation | Added FIX.4.4 | |
| QuotReqLegsGrp | 2046 | QuotationNegotiation | Added FIX.4.4 | |
| QuotReqRjctGrp | 2047 | QuotationNegotiation | Added FIX.4.4 | |
| QuotSetAckGrp | 2048 | QuotationNegotiation | Added FIX.4.4 | |
| QuotSetGrp | 2049 | QuotationNegotiation | Added FIX.4.4 | |
| RelSymDerivSecGrp | 2050 | SecuritiesReferenceData | Added FIX.4.4 Updated EP97 | |
| RFQReqGrp | 2051 | QuotationNegotiation | Added FIX.4.4 | |
| RgstDistInstGrp | 2052 | RegistrationInstruction | Added FIX.4.4 | |
| RgstDtlsGrp | 2053 | RegistrationInstruction | Added FIX.4.4 | |
| RoutingGrp | 2054 | Common | The RoutingGrp is used to allow the application message sender to instruct the intermediary distributing the message who to further send the application message to. The original sender may also instruct who is not allowed to receive the message. When provided, the routing instructions provided in this component are effective on a message by message basis. | Added FIX.4.4 Updated EP257 |
| SecListGrp | 2055 | SecuritiesReferenceData | Added FIX.4.4 Updated EP97 | |
| SecTypesGrp | 2056 | SecuritiesReferenceData | Added FIX.4.4 Updated EP97 | |
| SettlInstGrp | 2057 | SettlementInstruction | Added FIX.4.4 | |
| SideCrossOrdCxlGrp | 2058 | CrossOrders | Added FIX.4.4 | |
| SideCrossOrdModGrp | 2059 | CrossOrders | Added FIX.4.4 | |
| TrdAllocGrp | 2060 | TradeCapture | Added FIX.4.4 Updated EP97 | |
| TrdCapRptSideGrp | 2061 | TradeCapture | Added FIX.4.4 | |
| TrdCollGrp | 2062 | CollateralManagement | Added FIX.4.4 Updated EP97 | |
| TrdInstrmtLegGrp | 2063 | TradeCapture | Added FIX.4.4 | |
| TrdgSesGrp | 2064 | Common | Added FIX.4.4 | |
| UndInstrmtCollGrp | 2065 | CollateralManagement | Added FIX.4.4 | |
| UndInstrmtGrp | 2066 | Common | Added FIX.4.4 Updated EP192 | |
| TrdCapDtGrp | 2069 | TradeCapture | Added FIX.4.4 | |
| EvntGrp | 2070 | Common | The EvntGrp is a repeating subcomponent of the Instrument component used to specify straightforward events associated with the instrument. Examples include put and call dates for bonds and options; first exercise date for options; inventory and delivery dates for commodities; start, end and roll dates for swaps. Use ComplexEvents for more advanced dates such as option, futures, commodities and equity swap observation and pricing events. | Added FIX.4.4 Updated EP208 |
| SecAltIDGrp | 2071 | Common | Added FIX.4.4 | |
| LegSecAltIDGrp | 2072 | Common | Added FIX.4.4 | |
| UndSecAltIDGrp | 2073 | Common | Added FIX.4.4 | |
| AttrbGrp | 2074 | Common | Added FIX.4.4 | |
| DlvyInstGrp | 2075 | Common | Added FIX.4.4 | |
| SettlPtysSubGrp | 2076 | Common | Added FIX.4.4 | |
| PtysSubGrp | 2077 | Common | Added FIX.4.4 | |
| NstdPtysSubGrp | 2078 | Common | Added FIX.4.4 | |
| NstdPtys2SubGrp | 2079 | Common | Added FIX.4.4 | |
| NstdPtys3SubGrp | 2080 | Common | Added FIX.4.4 | |
| HopGrp | 2085 | Session | Added EP-1 Updated EP95 | |
| StrategyParametersGrp | 2086 | Common | Added EP-1 Updated EP95 | |
| SecLstUpdRelSymGrp | 2087 | SecuritiesReferenceData | Added EP-1 Updated EP97 | |
| SecLstUpdRelSymsLegGrp | 2088 | SecuritiesReferenceData | Added EP-1 Updated EP97 | |
| InstrumentPtysSubGrp | 2093 | Common | Added EP-1 | |
| TrdCapRptAckSideGrp | 2094 | TradeCapture | Added EP-1 | |
| UndlyInstrumentPtysSubGrp | 2096 | Common | Added EP-1 | |
| RootSubParties | 2097 | Common | Added EP-1 | |
| MsgTypeGrp | 2098 | Session | Added EP-1 Updated EP271 | |
| TrdSessLstGrp | 2099 | Common | Added EP-1 | |
| SettlObligationInstructions | 2101 | SettlementInstruction | Added EP-1 | |
| SecSizesGrp | 2102 | MarketData | Added EP-1 | |
| StatsIndGrp | 2103 | MarketData | Added EP-1 | |
| DerivativeInstrumentPartySubIDsGrp | 2104 | Common | Added EP-1 | |
| DerivativeSecurityAltIDGrp | 2105 | Common | Added EP-1 | |
| DerivativeEventsGrp | 2106 | Common | Added EP-1 | |
| RelSymDerivSecUpdGrp | 2107 | Common | Added EP-1 | |
| UnderlyingLegSecurityAltIDGrp | 2108 | TradeCapture | Added EP-1 Updated EP97 Deprecated EP187 | |
| TradeCapLegUnderlyingsGrp | 2109 | TradeCapture | Added EP-1 Updated EP97 Deprecated EP187 | |
| NotAffectedOrdGrp | 2111 | OrderMassHandling | Added EP-1 Updated EP131 | |
| FillsGrp | 2112 | SingleGeneralOrderHandling | Added EP-1 | |
| TrdRepIndicatorsGrp | 2113 | TradeCapture | Added EP-1 Updated EP97 | |
| ApplIDRequestGrp | 2115 | Application | Added EP-1 | |
| ApplIDRequestAckGrp | 2116 | Application | Added EP-1 | |
| ApplIDReportGrp | 2117 | Application | Added EP-1 | |
| TickRules | 2118 | Common | The TickRules component specifies the rules for determining how a security ticks, i.e. the price increments which it can be quoted, traded, and for certain cases settled, depending on the current price of the security. | Added EP-1 Updated EP195 |
| StrikeRules | 2119 | Common | Added EP-1 | |
| MaturityRules | 2120 | Common | Added EP-1 | |
| MarketDataFeedTypes | 2123 | Common | The MarketDataFeedTypes component is used to specify the different available feed types and sub-types, and additional market data feed related attributes, such as the market depth of the specified feed type. | Added EP-1 Updated EP195 |
| LotTypeRules | 2124 | Common | Added EP-1 | |
| MatchRules | 2125 | Common | The MatchRules component is used to specify the details of order matching rules for specified product group or complex. | Added EP-1 Updated EP195 |
| ExecInstRules | 2126 | Common | Added EP-1 | |
| TimeInForceRules | 2127 | Common | Added EP-1 | |
| OrdTypeRules | 2128 | Common | Added EP-1 | |
| TradingSessionRulesGrp | 2130 | Common | Added EP-1 | |
| MarketSegmentGrp | 2132 | Common | Added EP-1 | |
| NestedInstrumentAttribute | 2135 | Common | Added EP-1 | |
| DerivativeInstrumentAttribute | 2136 | Common | Added EP-1 | |
| UsernameGrp | 2137 | UserManagement | Added EP-1 | |
| SettlDetails | 2139 | Common | Added EP-1 | |
| DerivativeInstrumentParties | 2141 | Common | Added EP-1 | |
| NstdPtys4SubGrp | 2142 | Common | Added EP-1 | |
| NewsRefGrp | 2144 | EventCommunication | Added EP90 | |
| ComplexEvents | 2145 | Common | The ComplexEvent Group is a repeating block which allows specifying an unlimited number and types of advanced events, such as observation and pricing over the lifetime of an option, futures, commodities or equity swap contract. Use EvntGrp to specify more straightforward events. | Added EP92 Updated EP208 |
| ComplexEventDates | 2146 | Common | The ComplexEventDate and ComplexEventTime components are used to constrain a complex event to a specific date range or time range. If specified the event is only effective on or within the specified dates and times. | Added EP92 |
| ComplexEventTimes | 2147 | Common | The ComplexEventTime component is nested within the ComplexEventDate in order to further qualify any dates placed on the event and is used to specify time ranges for which a complex event is effective. It is always provided within the context of start and end dates. The time range is assumed to be in effect for the entirety of the date or date range specified. | Added EP92 |
| StrmAsgnReqGrp | 2148 | MarketData | Added EP93 | |
| StrmAsgnRptGrp | 2149 | MarketData | Added EP93 | |
| StrmAsgnReqInstrmtGrp | 2150 | MarketData | Added EP93 | |
| StrmAsgnRptInstrmtGrp | 2151 | MarketData | Added EP93 | |
| RequestedPartyRoleGrp | 2153 | PartiesReferenceData | Used to specify one or more PartyRoles as part of a request. | Added EP105 |
| PartyRelationshipGrp | 2154 | Common | Repeating group of party relationships. | Added EP105 Updated EP217 |
| PartyDetailGrp | 2156 | Common | Contains details for a party, including related parties and alternative party identifiers. | Added EP105 Updated EP217 |
| PartyDetailAltIDGrp | 2157 | Common | Alternative identifiers for a party. | Added EP105 Updated EP217 |
| PartyDetailAltSubGrp | 2158 | Common | Alternate sub-identifiers for a party. | Added EP105 Updated EP217 |
| RiskLimitTypesGrp | 2161 | PartiesReferenceData | Repeating group of risk limit types and values. | Added EP105 |
| InstrumentScopeSecurityAltIDGrp | 2163 | Common | Alternative SecurityIDs for an instrument specified in the InstrumentScope. | Added EP105 Updated EP106 |
| RiskWarningLevelGrp | 2164 | PartiesReferenceData | Risk warning levels. | Added EP105 |
| RelatedPartyDetailGrp | 2166 | Common | Party details for parties related to the Party specified in the PartyDetailGrp. | Added EP105 Updated EP217 |
| RelatedPartyDetailSubGrp | 2167 | Common | PartySubGrp for related parties. | Added EP105 Updated EP217 |
| RelatedPartyDetailAltIDGrp | 2168 | Common | Alternative identifiers for parties related to the party specified in the PartyDetailGrp. | Added EP105 Updated EP217 |
| RelatedPartyDetailAltSubGrp | 2169 | Common | Sub identifiers for related parties alternate identifiers. | Added EP105 Updated EP217 |
| MarginReqmtInqQualGrp | 2176 | MarginRequirementManagement | Added EP102 | |
| MarginAmount | 2177 | Common | Added EP102 | |
| InstrumentScopeGrp | 2178 | Common | Repeating group of InstrumentScope Components. Used to specify the instruments to which a request applies. | Added EP105 Updated EP195 |
| RiskInstrumentScopeGrp | 2179 | PartiesReferenceData | Repeating group of InstrumentScope Components. Used to specify the instruments to which a request applies. | Added EP105 |
| RequestingPartyGrp | 2180 | Common | Identifies the party making the request. | Added EP105 Updated EP171 |
| RequestingPartySubGrp | 2181 | Common | Sub identifiers for the requesting party. | Added EP105 Updated EP171 |
| PartyDetailsUpdateGrp | 2182 | PartiesReferenceData | Party details component that includes an update action. | Added EP105 |
| RequestedRiskLimitTypesGrp | 2183 | PartiesReferenceData | List of risk limit types being requested. | Added EP105 |
| PartyRiskLimitsGrp | 2184 | PartiesReferenceData | Repeating group of parties (specified using PartyDetails) and the risk limits for the party. | Added EP105 |
| RiskLimitsGrp | 2185 | PartiesReferenceData | Repeating group of risk limits. | Added EP105 |
| SecMassStatGrp | 2186 | SecuritiesReferenceData | Added EP106 | |
| LegPositionAmountData | 2187 | TradeCapture | Added EP107 | |
| SecurityClassificationGrp | 2188 | Common | Added EP107 | |
| PartyDetailSubGrp | 2189 | Common | Additional party sub-identifiers | Added EP105 Updated EP217 |
| SettlementAmountGrp | 2190 | AccountReporting | The Settlement Amount Group component block is a repeating group of settlement amounts for an account | Added EP117 |
| CollateralAmountGrp | 2191 | Common | The Collateral Amount Group component block is a repeating group that provides the current value of the collateral type on deposit. The currency of the collateral value may be optionally included. | Added EP117 Updated EP179 |
| PayCollectGrp | 2192 | AccountReporting | The Pay Collect Group component block is a repeatable block intended to report individual pay/collect items to be considered when calculating net settlement. | Added EP117 |
| PartyRiskLimitsUpdateGrp | 2193 | PartiesReferenceData | This new block is a repeating group based on the existing block <PartyRiskLimitsGrp> with an additional field ListUpdateAction(1324) to support incremental changes of risk limit definitions. The group is part of the definition request as well as part of the update report for risk limits. | Added EP128 |
| PartyRiskLimitsAckGrp | 2194 | PartiesReferenceData | This new block is a repeating group based on the existing block <PartyRiskLimitsGrp> with an additional field RiskLimitStatus(1763) to accept (with or without changes) or reject individual risk limits. It is only used in PartyRiskLimitDefinitionRequestAck, the response to the request to define risk limits. An approval with changes requires to send <RiskLimitsGrp> with the complete set of risk limits that have been accepted for the party defined. | Added EP128 |
| PartyEntitlementGrp | 2195 | PartiesReferenceData | Conveys a list of parties (optionally including related parties) and the entitlements for each. | Added EP129 |
| EntitlementGrp | 2196 | PartiesReferenceData | Conveys a list of entitlements for one specific party, or relationship between two parties. Each entitlement may be further limited or clarified using optional fields and components. | Added EP129 |
| EntitlementAttribGrp | 2197 | PartiesReferenceData | conveys a list of one or more attributes related to an entitlement. An entitlement may contain an EntitlementType, which states what can be done at a gross level, e.g. that a party can make markets. It may be limited further within EntitlementGrp, e.g. that such market making is allowed only for a list of stocks. The EntitlementAttribGrp contains fine details clarifying or limiting the EntitlementType, e.g. that such market making must be conducted with a specific minimum quote size and a specific maximum spread. | Added EP129 |
| MarketSegmentScopeGrp | 2198 | Common | Conveys a list of markets and, optionally, their market segments. Note that the component MarketSegmentGrp exists, but is not useful for this purpose, as it conveys additional information not appropriate in this context. | Added EP129 Updated EP190 |
| TargetMarketSegmentGrp | 2199 | Common | Convey a list of market segments upon which an action is to be taken. | Added EP131 |
| AffectedMarketSegmentGrp | 2200 | Common | List of market segments that have been affected by a mass action. | Added EP131 |
| NotAffectedMarketSegmentGrp | 2201 | Common | List of market segments that were not affected by a mass action. | Added EP131 |
| OrderEventGrp | 2202 | SingleGeneralOrderHandling | List the different types of events affecting orders. These can include entry, modification and deletion of orders as well as executions (fills). Modifications can be solicited or unsolicited, e.g. triggering of stop orders, replenishment of reserve orders, orders being suspended (locked) or released from suspension. | Added EP131 |
| DisclosureInstructionGrp | 2203 | Common | Repeating group of instructions, each of which relates to one or more elements of an order. The instruction itself conveys whether the information should be disclosed, e.g. in market data, or not. | Added EP131 |
| SideCrossLegGrp | 2204 | CrossOrders | Repeating group that is similar to LegOrdGrp component in order to support leg level information per side of cross orders and is part of SideCrossOrdModGrp component. LegOrdGrp component cannot be re-used for this purpose as it contains the component blocks InstrumentLeg component and NestedParties component which are already part of the cross messages. The difference to LegOrdGrp component is that SideCrossLegGrp component does not have an InstrumentLeg component to describe the legs, it only has a single reference field to identify the leg which can be defined by the InstrumentLeg component which is present on a higher level of the message and outside of the side group. | Added EP131 |
| TradeAllocAmtGrp | 2205 | Common | The TradeAllocAmtGrp component is used to communicate the monetary amounts associated with allocated positions. This is the per-allocation portion of the per-trade amount specified in PositionAmountData component. | Added EP141 |
| TradePriceConditionGrp | 2206 | Common | Price conditions associated with a trade that impact trade price. | Added EP141 |
| TradeQtyGrp | 2207 | Common | Quantities of the trade that have been processed and the type of processing that has occurred for that trade quantity. | Added EP141 |
| TradePositionQty | 2208 | Common | The TradePositionQty component block specifies, for a single trade side, the various types of position quantity in the position life-cycle including start-of-day, intraday, trade, adjustments, and end-of-day position quantities. | Added EP141 |
| RelatedTradeGrp | 2209 | Common | This component is used to identify trades that are related to each other for a business purpose, such as netting of forwards. This component should not be used in lieu of explicit FIX fields that denote specific semantic relationships, but rather should be used when no such fields exist. | Added EP142 |
| RelatedPositionGrp | 2210 | Common | This component is used to identify positions that are related to each other or to other trades. This should not be used in lieu of explicit FIX fields that denote specific semantic relationships, but rather should be used when no such fields exist. | Added EP142 |
| ValueChecksGrp | 2211 | Common | This component can be used by the message submitter to provide a list of value types to be checked by the counterparty or message recipient. | Added EP144 |
| PartyDetailAckGrp | 2214 | PartiesReferenceData | The PartyDetailAckGrp component is used in the PartyDetailsDefinitionRequestAck(35=CY) message to provide the status of each action (add, modify or delete) requested by the PartyDetailsDefinitionRequest(35=CX) message. The PartyDetailStatus(1880) field is used to indicate the status. In the case where an add or modify request is accepted with changes, the PartyDetailGrp component is required, with the complete set of party details that have been accepted for the party included. | Added EP146 |
| PartyEntitlementUpdateGrp | 2215 | PartiesReferenceData | The PartyEntitlementUpdateGrp component is used to supply incremental entitlement definitions changes for the party(-ies) specified in the PartyDetailGrp component. The update action type is specified using ListUpdateAction(1324). | Added EP146 |
| PartyEntitlementAckGrp | 2216 | PartiesReferenceData | The PartyEntitlementAckGrp component is used in the PartyEntitlementsDefinitionRequestAck(35=DB) message to provide the status of each action (add, modify or delete) requested by the PartyEntitlementsDefinitionRequest(35=DA) message. | Added EP146 |
| InstrmtMatchSideGrp | 2217 | TradeCapture | The InstrmtMatchSideGrp component is used to convey all trades for a given match event reported by instrument and trade side. | Added EP150 |
| TrdMatchSideGrp | 2218 | TradeCapture | The TrdMatchSideGrp component conveys all trade sides for a single instance of the InstrmtMatchSideGrp component. | Added EP150 |
| TrdInstrmtLegExecGrp | 2219 | TradeCapture | The TrdInstrmtLegExecGrp component comprises individual executions for legs of the trade side of a trade match report for a specific instrument. | Added EP150 |
| RegulatoryTradeIDGrp | 2220 | Common | The RegulatoryTradeIDGrp is a repeating component within the TradeCaptureReport message used to report the source, value and relationship of multiple identifiers for the same trade or position. This component can be used to meet regulatory trade reporting requirements where identifiers such as the Unique Swaps Identifier (USI) in the US or the Unique Trade Identifier (UTI) in Europe and Canada are required to be reported, showing the chaining of these identifiers as needed. | Added EP161 Updated EP192 |
| AllocRegulatoryTradeIDGrp | 2221 | Common | The AllocRegulatoryTradeIDGrp is a repeating component within the TrdAllocGrp component used to report the source, value and relationship of multiple trade identifiers for the same trade allocation instance. This component can be used to meet regulatory trade reporting requirements where identifiers such as the Unique Swaps Identifier (USI) are required to be reported, showing the chaining of these identifiers as needed. | Added EP161 Updated EP162 |
| SideRegulatoryTradeIDGrp | 2222 | Common | The SideRegulatoryTradeIDGrp is a repeating component within the TrdCapRptSideGrp component used to report the source, value and relationship of multiple trade identifiers for the same trade side. This component can be used to meet regulatory trade reporting requirements where identifiers such as the Unique Swaps Identifier (USI) are required to be reported, showing the chaining of these identifiers as needed. | Added EP161 Updated EP162 |
| PriceMovementGrp | 2223 | SecuritiesReferenceData | The PriceMovementGrp component is a repeatable block intended to contain theoretical profit and loss data at various price movement points account type(s) for which the price movement may apply to. | Added EP160 |
| PriceMovementValueGrp | 2224 | SecuritiesReferenceData | This PriceMovementValueGrp component is a repeatable block that will be utilized to represent a value relative to a specific price movement point. | Added EP160 |
| ClearingAccountTypeGrp | 2225 | SecuritiesReferenceData | The ClearingAccountTypeGrp component is used specify the type of clearing account types. | Added EP160 |
| SecondaryAssetGrp | 2226 | Common | SecondaryAssetGrp is a repeating subcomponent of the Instrument component used to specify secondary assets of a multi-asset swap. | Added EP161 |
| UnderlyingEvntGrp | 2227 | Common | The UnderlyingEvntGrp is a repeating subcomponent of the UnderlyingInstrument component used to specify straightforward events associated with the instrument. Examples include put and call dates for bonds and options; first exercise date for options; inventory and delivery dates for commodities; start, end and roll dates for swaps. Use UnderlyingComplexEvents for more advanced dates such as option, futures, commodities and equity swap observation and pricing events. | Added EP161 Updated EP208 |
| UnderlyingComplexEvents | 2228 | Common | The UnderlyingComplexEvent Group is a repeating block which allows specifying an unlimited number and types of advanced events, such as observation and pricing in over the lifetime of an option, futures, commodities or equity swap contract. Use UnderlyingEvntGrp to specify more straightforward events. | Added EP161 Updated EP208 |
| UnderlyingComplexEventDates | 2229 | Common | The UnderlyingComplexEventDates and subcomponent UnderlyingComplexEventTimes components are used to constrain a complex event to a specific date range, and optional time range. If specified the event is only effective on or within the specified dates and times. | Added EP161 Updated EP169 |
| UnderlyingComplexEventTimes | 2230 | Common | The UnderlyingComplexEventTimes is a repeating subcomponent of the UnderlyingComplexEventDates component. It is used to further qualify any dates placed on the event and is used to specify time ranges for which a complex event is effective. It is always provided within the context of start and end dates. The time range is assumed to be in effect for the entirety of the date or date range specified. | Added EP161 Updated EP169 |
| LegEvntGrp | 2231 | Common | The LegEvntGrp is a repeating subcomponent of the InstrumentLeg component used to specify straightforward events associated with the instrument. Examples include put and call dates for bonds and options; first exercise date for options; inventory and delivery dates for commodities; start, end and roll dates for swaps. Use LegComplexEvents for more advanced dates such as option, futures, commodities and equity swap observation and pricing events. | Added EP161 Updated EP208 |
| LegSecondaryAssetGrp | 2232 | Common | LegSecondaryAssetGrp is a repeating subcomponent of the InstrumentLeg component used to specify secondary assets of a multi-asset swap. | Added EP161 |
| UnderlyingSecondaryAssetGrp | 2233 | Common | UnderlyingSecondaryAssetGrp is a repeating subcomponent of the UnderlyingInstrument component used to specify secondary assets of a multi-asset swap. | Added EP161 |
| AttachmentGrp | 2234 | Common | The AttachmentGrp component provides the ability to attach other media type documents to a FIX message for transmission. The media type can be any of the media types (previously referred to as MIME types) that are listed by IANA (www.iana.org) [RFC2046]. The AttachmentGrp is intended to be used to attach documents in other formats, such as PDF, TIFF, and Microsoft Word, for example to a FIX message. Note when the AttachmentGrp is used within a business message, such as the TradeCaptureReport(35=AE), the attachment should supplement the data already contained in the business message It is not intended to replace the content of the business message. The standard fields within the business message should be populated, even if they duplicate data expressed within the attachment(s). | Added EP167 |
| AttachmentKeywordGrp | 2235 | Common | The AttachmentKeywordGrp component provides a place to associate keywords with an attachment document to support the current approach of tagging to support metadata. | Added EP167 |
| LegComplexEvents | 2236 | Common | The LegComplexEvent Group is a repeating block which allows specifying an unlimited number and types of advanced events, such as observation and pricing over the lifetime of an option, futures, commodities or equity swap contract. Use LegEvntGrp to specify more straightforward events. | Added EP169 Updated EP208 |
| LegComplexEventDates | 2237 | Common | The LegComplexEventDates and subcomponent LegComplexEventTimes components are used to constrain a complex event to a specific date range, and optional time range. If specified the event is only effective on or within the specified dates and times. | Added EP169 |
| LegComplexEventTimes | 2238 | Common | The LegComplexEventTimes is a repeating subcomponent of the LegComplexEventDates component. It is used to further qualify any dates placed on the event and is used to specify time ranges for which a complex event is effective. It is always provided within the context of start and end dates. The time range is assumed to be in effect for the entirety of the date or date range specified. | Added EP169 |
| LegInstrumentParties | 2239 | Common | The use of this component block is restricted to instrument definition only and is not permitted to contain transactional information. Only a specified subset of party roles will be supported within the LegInstrumentParty block. | Added EP169 |
| LegInstrumentPtysSubGrp | 2240 | Common | Added EP169 | |
| AssetAttributeGrp | 2241 | Common | The AssetAttributeGrp is a repeating subcomponent of the Instrument component used to detail attributes of the instrument asset. | Added EP169 |
| LegAssetAttributeGrp | 2242 | Common | The LegAssetAttributeGrp is a repeating subcomponent of the InstrumentLeg component used to detail attributes of the instrument asset. | Added EP169 |
| UnderlyingAssetAttributeGrp | 2243 | Common | The UnderlyingAssetAttributeGrp is a repeating subcomponent of the UnderlyingInstrument component used to detail attributes of the instrument asset. | Added EP169 |
| EntitlementTypeGrp | 2244 | PartiesReferenceData | The EntitlementTypeGrp conveys a list of entitlement types. | Added EP173 |
| OrderEntryGrp | 2245 | OrderMassHandling | Group of order transactions across one or more instruments. | Added EP188 |
| OrderEntryAckGrp | 2246 | OrderMassHandling | Acknowledgment for a group of order transactions across one or more instruments. | Added EP188 |
| TargetPtysSubGrp | 2247 | Common | Repeating group of target party sub-identifiers. | Added EP189 |
| MDStatisticReqGrp | 2248 | MarketData | This component block is used within the MarketDataStatisticsRequest(35=DO) message to define a set of parameters describing the desired statistics. | Added EP191 |
| MDStatisticRptGrp | 2249 | MarketData | This component block is used within the MarketDataStatisticsReport(35=DP) message to provide results together with the related set of parameters. | Added EP191 |
| RelativeValueGrp | 2252 | Common | The RelativeValueGrp component is used to convey relative valuation metrics or analytics for a given instrument. | Added EP194 |
| AuctionTypeRuleGrp | 2253 | Common | The AuctionTypeRuleGrp component is used to specify the auction rule applicable for a given product group or complex, for example. | Added EP195 |
| FlexProductEligibilityGrp | 2254 | Common | The FlexProductEligibilityGrp component is used to specify whether securities within a product group or complex are eligible for creating flexible securities. | Added EP195 |
| PriceRangeRuleGrp | 2255 | Common | The PriceRangeRulesGrp component is used to specify the price range rules for a given product group or complex. | Added EP195 |
| QuoteSizeRuleGrp | 2256 | Common | Rules for minimum bid and offer sizes of quotes. | Added EP195 |
| RelatedMarketSegmentGrp | 2257 | Common | This component is used to identify market segments that are related to each other for a business purpose. This component should not be used in lieu of available explicit FIX fields that denote specific relationships (e.g. ParentMktSegmID(1325) for parent market segments), but rather should be used when no such fields exist. | Added EP195 |
| ClearingPriceParametersGrp | 2258 | Common | This component is used convey parameters that are relevant for the calculation of clearing prices that are different from the trading prices due to the nature of the product, e.g. variance futures. | Added EP195 |
| MiscFeesSubGrp | 2259 | Common | The MiscFeesSubGrp component is used to provide further details for a given MiscFeeType(139) value. | Added EP196 |
| SideCollateralAmountGrp | 2260 | Common | The SideCollateralAmountGrp component block is a repeating group that provides the current value of the collateral type on deposit for a side of the trade report. The currency of the collateral value may be optionally included. | Added EP227 |
| QuoteAttributeGrp | 2261 | Common | The QuoteAttributeGrp component provides additional attributes about the quote. Attributes included in this component are primarily "indicators" that may be associated with regulatory requirements and are typically not part of normal trading activities. | Added EP229 |
| IndexRollMonthGrp | 2262 | Common | Used for specifying multiple roll months in a given year for an index. | Added EP235 |
| ReferenceDataDateGrp | 2263 | Common | Used to carry the different date-time stamps related to the reference data entry. | Added EP235 |
| CollateralReinvestmentGrp | 2266 | Common | The CollateralReinvestmentGrp component block is a repeating group that may be used to provide a breakdown of the cash collateral's reinvestment types and amounts (e.g. CollateralType(1704)="CASH"). | Added EP254 Updated EP257 |
| FundingSourceGrp | 2267 | Common | This component is used to specify the funding source(s) used to finance a margin loan or collateralized loan. | Added EP254 |
| TransactionAttributeGrp | 2268 | Common | The TransactionAttributeGrp component block is a repeating group that may be used to provide additional transaction attributes for the trade and other post-trade events. | Added EP254 |
| SideCollateralReinvestmentGrp | 2269 | Common | The SideCollateralReinvestmentGrp component block is a repeating group that may be used to provide a breakdown of the cash collateral's reinvestment types and amounts (e.g. SideCollateralType(2701)="CASH"). | Added EP254 |
| RelatedOrderGrp | 2270 | Common | This component is used to identify orders that are related to the order identified outside of this component for a business purpose. For example, the bundling of multiple orders into a single order. This component should not be used in lieu of explicit FIX fields that denote specific semantic relationships, but rather should be used when no such fields exist. | Added EP259 |
| AllocGroupSubQtyGrp | 2272 | Allocation | This repeating group is used to identify subgroups of an average pricing group. The total and remaining quantities of the average pricing group are split into sub-quantities based on trade attributes. | Added EP285 |
| AllocGroupSubQtyAttributeGrp | 2273 | Allocation | This repeating group is used to identify attributes of trades in subgroups of an average pricing group. | Added EP285 |
| SecurityRiskMetricGrp | 2274 | SecuritiesReferenceData | List of option securities on an underlying with related calculations (e.g. theoretical valuations, implied volatilities, and other hedge statistics). | Added EP288 |
| AllocTrdRegTimestamps | 2275 | Allocation | The AllocTrdRegTimestamps component block is used to convey trading or regulatory timestamps associated with an allocation for one account. | Added EP291 |
| AlgoSystemModuleGrp | 2276 | Testing | AlgoSystemModuleGrp is a repeating group used to provide information regarding the modules of a system for algorithmic trading. | Added EP292 |
| TestScenarioGrp | 2277 | Testing | TestScenarioGrp provides details for a collection of test cases/scenarios that makes up a test suite. | Added EP292 |
| TestStepGrp | 2278 | Testing | TestStepGrp is a repeating group used to provide information regarding the steps of a test case/scenario for a testing system. | Added EP292 |
| TestStepParameterGrp | 2279 | Testing | TestStepParameterGrp is a repeating group used to provide information regarding the input parameters of a test step for testing. | Added EP292 |
| TestSystemModuleGrp | 2280 | Testing | TestSystemModuleGrp is a repeating group used to provide information regarding the software components of a testing system. | Added EP292 Updated EP295 |
| TestMeasureGrp | 2281 | Testing | Provides details for a collection of test measures or criteria that a test case/scenario is assessed against. | Added EP292 |
| TestOrderGrp | 2282 | Testing | Provides list of orders for the execution of test scenarios. | Added EP295 |
| TestGatewayDetailGrp | 2283 | Testing | Provides information about gateways for testing applications, e.g. for order entry or market data. | Added EP295 |
| IndividualAllocSubQtyAttributeGrp | 2284 | Allocation | This repeating group is used to specify the trade attributes used to define a subgroup of an average pricing group for an individual allocation. | Added EP298 |
| MDAckGrp | 2285 | MarketData | List of market data entries with their acknowledgement status. | Added EP300 |
| AdditionalTermBondRefGrp | 4000 | Common | The AdditionalTermBondRefGrp is a repeating group subcomponent of the AdditionalTermGrp component used to identify an underlying reference bond for a swap. | Added EP161 |
| AdditionalTermGrp | 4001 | Common | The AdditionalTermGrp is a repeating subcomponent of the Instrument component used to report additional contract terms. | Added EP161 |
| CashSettlTermGrp | 4002 | Common | The CashSettlTermGrp is a repeating component within the Instrument component used to report cash settlement terms referenced from UnderlyingInstruments. | Added EP161 |
| FinancingContractualDefinitionGrp | 4003 | Common | The FinancingContractualDefinitionGrp is a repeating component within the FinancingDetails component used to report the definitions published by ISDA that define the terms of a derivative trade. | Added EP161 |
| FinancingContractualMatrixGrp | 4004 | Common | The FinancingContractualMatrixGrp is a repeating component within the FinancingDetails component used to report the ISDA Physical Settlement Matrix Transaction Type. | Added EP161 Updated EP192 |
| FinancingTermSupplementGrp | 4005 | Common | The FinancingTermSupplementGrp is a repeating component within the FinancingDetails component used to report contractual terms supplements of derivative trades. | Added EP161 |
| StreamGrp | 4006 | Common | The StreamGrp is a repeating subcomponent of the Instrument component used to detail the swap streams associated with the instrument. | Added EP161 |
| SettlRateDisruptionFallbackGrp | 4010 | Common | The SettlRateDisruptionsFallbackGrp is a repeating subcomponent of the PaymentStreamNonDeliverableSettlTermGrp component used to specify the method, prioritized by the order it is listed, to get a replacement rate for a disrupted settlement rate option for a non-deliverable settlement currency. | Added EP161 |
| ProvisionGrp | 4011 | Common | The ProvisionGrp is a repeating subcomponent of the Instrument component used to detail the additional terms and conditions associated with the instrument. | Added EP161 |
| ProvisionOptionExerciseFixedDateGrp | 4014 | Common | The ProvisionOptionExerciseFixedDateGrp is a repeating component within the ProvisionOptionExerciseDates component used to report an array of unadjusted or adjusted fixed exercise dates. | Added EP161 |
| ProvisionCashSettlPaymentFixedDateGrp | 4018 | Common | The ProvisionCashSettlPaymentFixedDateGrp is a repeating component within the ProvisionCashSettlPaymentDates component used to report fixed cash settlement payment dates defined in the provision. | Added EP161 |
| ProvisionParties | 4019 | Common | ProvisionParties is a repeating component within the Provision component used to report the parties identified in the contract provision. | Added EP161 |
| ProvisionPtysSubGrp | 4020 | Common | ProvisionPtysSubGrp is a repeating component within the ProvisionParties component used to extend information to be reported for the party. | Added EP161 |
| ProtectionTermGrp | 4021 | Common | The ProtectionTermGrp is a repeating component within the Instrument component used to report protection term details referenced from UnderlyingInstrument component. | Added EP161 |
| ProtectionTermEventGrp | 4022 | Common | The ProtectionTermEventGrp is a repeating component within the ProtectionTermGrp component used to report applicable CDS credit events. | Added EP161 |
| ProtectionTermEventQualifierGrp | 4023 | Common | The ProtectionTermEventQualifierGrp is a repeating component within the ProtectionTermEventGrp component used to specify qualifying attributes to the event. | Added EP161 |
| ProtectionTermObligationGrp | 4024 | Common | The ProtectionTermObligationGrp is a repeating component within the ProtectionTermGrp component used to report applicable CDS obligations. | Added EP161 |
| PhysicalSettlTermGrp | 4025 | Common | The PhysicalSettlTermGrp is a repeating component within the Instrument component used to report physical settlement terms referenced from UnderlyingInstrument component. | Added EP161 |
| PhysicalSettlDeliverableObligationGrp | 4026 | Common | The PhysicalSettlDeliverableObligationGrp is a repeating component within the PhysicalSettlTermGrp component used to report CDS physical settlement delivery obligations. | Added EP161 |
| PaymentGrp | 4027 | Common | The PaymentGrp is a repeating component used to report additional payments or bullet payments. | Added EP161 Updated EP254 |
| PaymentSettlGrp | 4028 | Common | The PaymentSettlGrp is a repeating subcomponent of the PaymentGrp component used to report payment settlement as a single or split payment. | Added EP161 |
| PaymentSettlParties | 4029 | Common | PaymentSettlParties is a repeating subcomponent of the PaymentSettlGrp component used to report payment settlement routing. | Added EP161 |
| PaymentSettlPtysSubGrp | 4030 | Common | PaymentSettlSubParties is a repeating component within the PaymentSettlParties component used to extend information to be reported for the party. | Added EP161 |
| LegStreamGrp | 4031 | Common | The LegStreamGrp is a repeating subcomponent of the InstrumentLeg component used to detail the swap streams associated with the instrument. | Added EP161 |
| LegPaymentStreamNonDeliverableFixingDateGrp | 4041 | Common | LegPaymentStreamNonDeliverableFixingDate is a subcomponent of the LegPaymentStreamNonDeliverableSettlTerms component used to specify predetermined fixing dates. | Added EP161 Updated EP253 |
| LegPaymentScheduleGrp | 4043 | Common | The LegPaymentScheduleGrp is a repeating subcomponent of the LegPaymentStream component used to specify notional and rate steps in the payment stream. | Added EP161 Updated EP271 |
| LegPaymentScheduleRateSourceGrp | 4044 | Common | LegPaymentScheduleRateSourceGrp is a repeating component within the LegPaymentScheduleGrp component used to identify primary and secondary rate sources. | Added EP161 |
| LegPaymentStubGrp | 4045 | Common | The LegPaymentStubGrp is a repeating subcomponent of the LegPaymentStream component used to specify front and back stubs in the payment stream. | Added EP161 |
| LegProvisionGrp | 4046 | Common | The LegProvisionGrp is a repeating subcomponent of the InstrumentLeg component used to detail the provisions associated with the instrument. | Added EP161 |
| LegProvisionCashSettlPaymentFixedDateGrp | 4047 | Common | The ProvisionCashSettlPaymentFixedDateGrp is a repeating component within the ProvisionCashSettlPaymentDates component used to report fixed cash settlement payment dates defined in the provision. | Added EP161 |
| LegProvisionOptionExerciseFixedDateGrp | 4049 | Common | The LegProvisionOptionExerciseFixedDateGrp is a repeating component within the LegProvisionOptionExerciseDates component used to report an array of unadjusted or adjusted fixed exercise dates. | Added EP161 |
| LegProvisionParties | 4054 | Common | LegProvisionParties is a repeating component within the LegProvision component used to report the parties identified in the contract provision. | Added EP161 |
| LegProvisionPtysSubGrp | 4055 | Common | LegProvisionSubParties is a repeating component within the LegProvisionParties component used to extend information to be reported for the party. | Added EP161 |
| UnderlyingStreamGrp | 4056 | Common | The UnderlyingStreamGrp is a repeating subcomponent of the UnderlyingInstrument component used to detail the swap streams associated with the instrument. | Added EP161 |
| UnderlyingPaymentStreamNonDeliverableFixingDateGrp | 4065 | Common | UnderlyingPaymentStreamNonDeliverableFixingDate is a subcomponent of the UnderlyingPaymentStreamNonDeliverableSettlTerms component used to specify predetermined fixing dates. | Added EP161 Updated EP253 |
| UnderlyingSettlRateDisruptionFallbackGrp | 4066 | Common | The UnderlyingSettlRateDisruptionFallbackGrp is a repeating subcomponent of the UnderlyingPaymentStreamNonDeliverableSettlTermGrp component used to specify the method, prioritized by the order it is listed, to get a replacement rate for a disrupted settlement rate option for a non-deliverable settlement currency. | Added EP161 |
| UnderlyingPaymentScheduleGrp | 4067 | Common | The UnderlyingPaymentScheduleGrp is a repeating subcomponent of the UnderlyingPaymentStream component used to specify notional and rate steps in the payment stream. | Added EP161 Updated EP271 |
| UnderlyingPaymentScheduleRateSourceGrp | 4068 | Common | UnderlyingPaymentScheduleRateSourceGrp is a repeating component within the UnderlyingPaymentScheduleGrp component used to identify primary and secondary rate sources. | Added EP161 |
| UnderlyingPaymentStubGrp | 4069 | Common | The UnderlyingPaymentStubGrp is a repeating subcomponent of the UnderlyingPaymentStream component used to specify front and back stubs in the payment stream. | Added EP161 |
| PaymentStreamNonDeliverableFixingDateGrp | 4076 | Common | PaymentStreamNonDeliverableFixingDate is a subcomponent of the PaymentStreamNonDeliverableSettlTerms component used to specify predetermined fixing dates. | Added EP161 Updated EP253 |
| PaymentScheduleGrp | 4077 | Common | The PaymentScheduleGrp is a repeating subcomponent of the StreamGrp component used to specify notional and rate steps of the payment stream. | Added EP161 Updated EP271 |
| PaymentScheduleRateSourceGrp | 4078 | Common | PaymentScheduleRateSourceGrp is a repeating component within the PaymentScheduleGrp component used to identify primary and secondary rate sources. | Added EP161 |
| PaymentStubGrp | 4079 | Common | The PaymentStubGrp is a repeating subcomponent of the StreamGrp component used to specify front and back stubs of the payment stream. | Added EP161 |
| LegSettlRateDisruptionFallbackGrp | 4080 | Common | The LegSettlRateDisruptionsFallbackGrp is a repeating subcomponent of the LegPaymentStreamNonDeliverableSettlTerms component used to specify the method, prioritized by the order it is listed, to get a replacement rate for a disrupted settlement rate option for a non-deliverable settlement currency. | Added EP161 |
| CashSettlDealerGrp | 4083 | Common | CashSettlDealerGrp is a repeating subcomponent within the CashSettlTermGrp component. It is used to specify the dealers from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation. | Added EP161 |
| BusinessCenterGrp | 4084 | Common | BusinessCenterGrp is a repeating subcomponent within the DateAdjustment component. It is used to specify the set of business centers whose calendars drive the date adjustment. The business centers defined here apply to all adjustable dates in the instrument unless specifically overridden in the respective specified components elsewhere. | Added EP161 |
| LegBusinessCenterGrp | 4086 | Common | LegBusinessCenterGrp is a repeating subcomponent within the LegDateAdjustment component. It is used to specify the set of business centers whose calendars drive the date adjustment. The business centers defined here apply to all adjustable dates in the instrument leg unless specifically overridden elsewhere in the respective specified components further within the InstrumentLeg component. | Added EP161 |
| LegPaymentScheduleFixingDateBusinessCenterGrp | 4088 | Common | LegPaymentScheduleFixingDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentScheduleGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP161 |
| LegPaymentScheduleInterimExchangeDateBusinessCenterGrp | 4089 | Common | LegPaymentScheduleInterimExchangeDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentScheduleGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP161 |
| LegPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp | 4090 | Common | LegPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp is a repeating subcomponent within the LegPaymentStreamNonDeliverableSettlTerms component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP161 |
| LegPaymentStreamPaymentDateBusinessCenterGrp | 4091 | Common | LegPaymentStreamPaymentDateBusinessCenterGrp is a repeating subcomponent of the LegPaymentStreamPaymentDates component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP161 |
| LegPaymentStreamResetDateBusinessCenterGrp | 4092 | Common | LegPaymentStreamResetDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP161 |
| LegPaymentStreamInitialFixingDateBusinessCenterGrp | 4093 | Common | LegPaymentStreamInitialFixingDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentStreamResetDates component used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP161 |
| LegPaymentStreamFixingDateBusinessCenterGrp | 4094 | Common | LegPaymentStreamFixingDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP161 |
| LegProvisionCashSettlPaymentDateBusinessCenterGrp | 4095 | Common | LegProvisionCashSettlPaymentDateBusinessCenterGrp is a repeating subcomponent within the LegProvisionCashSettlPaymentDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP161 |
| LegProvisionCashSettlValueDateBusinessCenterGrp | 4096 | Common | LegProvisionCashSettlValueDateBusinessCenterGrp is a repeating subcomponent within the LegProvisionCashSettlValueDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP161 |
| LegProvisionOptionExerciseBusinessCenterGrp | 4097 | Common | LegProvisionOptionExerciseBusinessCenterGrp is a repeating subcomponent within the LegProvisionOptionExerciseDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP161 |
| LegProvisionOptionExpirationDateBusinessCenterGrp | 4098 | Common | LegProvisionOptionExpirationDateBusinessCenterGrp is a repeating subcomponent within the LegProvisionOptionExpirationDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP161 |
| LegProvisionOptionRelevantUnderlyingDateBusinessCenterGrp | 4099 | Common | LegProvisionOptionRelevantUnderlyingDateBusinessCenterGrp is a repeating subcomponent within the LegProvisionOptionRelevantUnderlyingDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP161 |
| LegProvisionDateBusinessCenterGrp | 4100 | Common | LegProvisionDateBusinessCenterGrp is a repeating subcomponent within the LegProvisionGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP161 |
| LegStreamCalculationPeriodBusinessCenterGrp | 4101 | Common | LegStreamCalculationPeriodBusinessCenterGrp is a repeating subcomponent within the LegStreamCalculationPeriodDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP161 |
| LegStreamFirstPeriodStartDateBusinessCenterGrp | 4102 | Common | LegStreamFirstPeriodStartDateBusinessCenterGrp is a repeating subcomponent within the LegStreamCalculationPeriodDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP161 |
| LegStreamEffectiveDateBusinessCenterGrp | 4103 | Common | LegStreamEffectiveDateBusinessCenterGrp is a repeating subcomponent within the LegStreamEffectiveDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP161 |
| LegStreamTerminationDateBusinessCenterGrp | 4104 | Common | LegStreamTerminationDateBusinessCenterGrp is a repeating subcomponent within the LegStreamTerminationDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP161 |
| PaymentBusinessCenterGrp | 4105 | Common | PaymentBusinessCenterGrp is a repeating subcomponent within the PaymentGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP161 |
| PaymentScheduleFixingDateBusinessCenterGrp | 4106 | Common | PaymentScheduleFixingDateBusinessCenterGrp is a repeating subcomponent within the PaymentScheduleGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP161 |
| PaymentScheduleInterimExchangeDateBusinessCenterGrp | 4107 | Common | PaymentScheduleInterimExchangeDateBusinessCenterGrp is a repeating subcomponent within the PaymentScheduleGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP161 |
| PaymentStreamNonDeliverableFixingDatesBusinessCenterGrp | 4108 | Common | PaymentStreamNonDeliverableFixingDatesBusinessCenterGrp is a repeating subcomponent within the PaymentStreamNonDeliverableSettlTerms component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP161 |
| PaymentStreamPaymentDateBusinessCenterGrp | 4109 | Common | PaymentStreamPaymentDateBusinessCenterGrp is a repeating subcomponent within the PaymentStreamPaymentDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP161 |
| PaymentStreamResetDateBusinessCenterGrp | 4110 | Common | PaymentStreamResetDateBusinessCenterGrp is a repeating subcomponent within the PaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP161 |
| PaymentStreamInitialFixingDateBusinessCenterGrp | 4111 | Common | PaymentStreamInitialFixingDateBusinessCenterGrp is a repeating subcomponent within the PaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP161 |
| PaymentStreamFixingDateBusinessCenterGrp | 4112 | Common | PaymentStreamFixingDateBusinessCenterGrp is a repeating subcomponent within the PaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP161 |
| ProtectionTermEventNewsSourceGrp | 4113 | Common | ProtectionTermEventNewsSourceGrp is a repeating subcomponent within the ProtectionTermGrp component. It is used to specify the particular newspapers or electronic news services and sources that may publish relevant information used in the determination of whether or not a credit event has occurred. | Added EP161 |
| ProvisionCashSettlPaymentDateBusinessCenterGrp | 4114 | Common | ProvisionCashSettlPaymentDateBusinessCenterGrp is a repeating subcomponent within the ProvisionCashSettlPaymentDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP161 |
| ProvisionCashSettlValueDateBusinessCenterGrp | 4115 | Common | ProvisionCashSettlValueDateBusinessCenterGrp is a repeating subcomponent within the ProvisionCashSettlValueDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP161 |
| ProvisionOptionExerciseBusinessCenterGrp | 4116 | Common | ProvisionOptionExerciseBusinessCenterGrp is a repeating subcomponent within the ProvisionOptionExerciseDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP161 |
| ProvisionOptionExpirationDateBusinessCenterGrp | 4117 | Common | ProvisionOptionExpirationDateBusinessCenterGrp is a repeating subcomponent within the ProvisionOptionExpirationDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP161 |
| ProvisionOptionRelevantUnderlyingDateBusinessCenterGrp | 4118 | Common | ProvisionOptionRelevantUnderlyingDateBusinessCenterGrp is a repeating subcomponent within the ProvisionOptionRelevantUnderlyingDate component. It is used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP161 |
| ProvisionDateBusinessCenterGrp | 4119 | Common | ProvisionDateBusinessCenterGrp is a repeating subcomponent within the ProvisionGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP161 |
| StreamCalculationPeriodBusinessCenterGrp | 4120 | Common | StreamCalculationPeriodBusinessCenterGrp is a repeating subcomponent within the StreamCalculationPeriodDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP161 |
| StreamFirstPeriodStartDateBusinessCenterGrp | 4121 | Common | StreamFirstPeriodStartDateBusinessCenterGrp is a repeating subcomponent within the StreamCalculationPeriodDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP161 |
| StreamEffectiveDateBusinessCenterGrp | 4122 | Common | StreamEffectiveDateBusinessCenterGrp is a repeating subcomponent of the StreamEffectiveDate component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP161 Updated EP271 |
| StreamTerminationDateBusinessCenterGrp | 4123 | Common | StreamTerminationDateBusinessCenterGrp is a repeating subcomponent within the StreamTerminationDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in the Instrument component. | Added EP161 |
| UnderlyingBusinessCenterGrp | 4124 | Common | UnderlyingBusinessCenterGrp is a repeating subcomponent within the UnderlyingDateAdjustment component. It is used to specify the set of business centers whose calendars drive the date adjustment. The business centers defined here apply to all adjustable dates in the instrument unless specifically overridden. | Added EP161 |
| UnderlyingPaymentScheduleFixingDateBusinessCenterGrp | 4126 | Common | UnderlyingPaymentScheduleFixingDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentScheduleGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in the UnderlyingInstrument component. | Added EP161 |
| UnderlyingPaymentScheduleInterimExchangeDateBusinessCenterGrp | 4127 | Common | UnderlyingPaymentScheduleInterimExchangeDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentScheduleGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in the UnderlyingInstrument component. | Added EP161 |
| UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp | 4128 | Common | UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStreamNonDeliverableSettlTerms component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in the UnderlyingInstrument component. | Added EP161 |
| UnderlyingPaymentStreamPaymentDateBusinessCenterGrp | 4129 | Common | UnderlyingPaymentStreamPaymentDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStreamPaymentDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in the UnderlyingInstrument component. | Added EP161 |
| UnderlyingPaymentStreamResetDateBusinessCenterGrp | 4130 | Common | UnderlyingPaymentStreamResetDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. | Added EP161 |
| UnderlyingPaymentStreamInitialFixingDateBusinessCenterGrp | 4131 | Common | UnderlyingPaymentStreamInitialFixingDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. | Added EP161 |
| UnderlyingPaymentStreamFixingDateBusinessCenterGrp | 4132 | Common | UnderlyingPaymentStreamFixingDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. | Added EP161 |
| UnderlyingStreamCalculationPeriodBusinessCenterGrp | 4133 | Common | UnderlyingStreamCalculationPeriodBusinessCenterGrp is a repeating subcomponent within the UnderlyingStreamCalculationPeriodDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. | Added EP161 |
| UnderlyingStreamFirstPeriodStartDateBusinessCenterGrp | 4134 | Common | UnderlyingStreamFirstPeriodStartDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingStreamCalculationPeriodDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. | Added EP161 |
| UnderlyingStreamEffectiveDateBusinessCenterGrp | 4135 | Common | UnderlyingStreamEffectiveDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingStreamEffectiveDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. | Added EP161 |
| UnderlyingStreamTerminationDateBusinessCenterGrp | 4136 | Common | UnderlyingStreamTerminationDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingStreamTerminationDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. | Added EP161 |
| ComplexEventAveragingObservationGrp | 4142 | Common | The ComplexEventAveragingObservationGrp is an optional subcomponent of ComplexEventPeriodGrp for specifying the weight of each of the dated observations. | Added EP169 |
| ComplexEventCreditEventGrp | 4143 | Common | The ComplexEventCreditEventGrp is a repeating component within the ComplexEventGrp component used to report applicable option credit events. | Added EP169 |
| ComplexEventCreditEventQualifierGrp | 4144 | Common | The ComplexEventCreditEventQualifierGrp is a repeating component within the ComplexEventCreditEventGrp component used to specify qualifying attributes to an event. | Added EP169 |
| ComplexEventPeriodDateGrp | 4145 | Common | The ComplexEventPeriodDateGrp is a subcomponent of ComplexEventPeriodGrp for specifying fixed period dates and times for an Asian or Strike Schedule option or trigger dates for a Barrier or Knock option. | Added EP169 |
| ComplexEventPeriodGrp | 4146 | Common | The ComplexEventPeriodGrp is a subcomponent of ComplexEvents for specifying the periods for an Asian, Barrier, Knock or Strike Schedule option feature. | Added EP169 |
| ComplexEventRateSourceGrp | 4147 | Common | The ComplexEventRateSourceGrp is a subcomponent of ComplexEvents for specifying primary and secondary rate sources. | Added EP169 |
| ComplexEventDateBusinessCenterGrp | 4148 | Common | The ComplexEventDateBusinessCenterGrp is a repeating subcomponent of the ComplexEventRelativeDate component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP169 |
| ComplexEventCreditEventSourceGrp | 4150 | Common | The ComplexEventCreditEventSourceGrp is a repeating subcomponent of the ComplexEvents component used to specify the particular newspapers or electronic news services that may publish relevant information used in the determination of whether or not a credit event has occurred. | Added EP169 |
| ComplexEventScheduleGrp | 4151 | Common | The ComplexEventScheduleGrp is a subcomponent of ComplexEventPeriodGrp for specifying a periodic schedule for an Asian, Barrier or Strike Schedule option feature. | Added EP169 |
| DeliveryScheduleGrp | 4152 | Common | The DeliveryScheduleGrp is a repeating subcomponent of the Stream component used to detail step schedules associated with a delivery stream. | Added EP169 |
| DeliveryScheduleSettlDayGrp | 4153 | Common | The DeliveryScheduleSettlDayGrp is a repeating subcomponent of the DeliveryScheduleGrp component used to detail commodity delivery days. | Added EP169 |
| DeliveryScheduleSettlTimeGrp | 4154 | Common | The DeliveryScheduleSettlTimeGrp is a repeating subcomponent of the DeliveryScheduleSettlDayGrp component used to detail commodity delivery time period. | Added EP169 |
| DeliveryStreamCycleGrp | 4156 | Common | The DeliveryStreamCycleGrp is a repeating subcomponent of the DeliveryStream component used to detail delivery cycles during which the oil product will be transported in the pipeline. | Added EP169 |
| DeliveryStreamCommoditySourceGrp | 4157 | Common | The DeliveryStreamCommoditySourceGrp is a repeating subcomponent of the DeliveryStream component used to detail the origins or sources of the commodity. | Added EP169 |
| MarketDisruptionEventGrp | 4159 | Common | The MarketDisruptionEventGrp is a repeating subcomponent of the MarketDisruption component used to specify the market disruption events. | Added EP169 |
| MarketDisruptionFallbackGrp | 4160 | Common | The MarketDisruptionFallbackGrp is a repeating subcomponent of the MarketDisruption component used to specify the market disruption fallback provisions. | Added EP169 |
| MarketDisruptionFallbackReferencePriceGrp | 4161 | Common | The MarketDisruptionFallbackReferencePriceGrp is a repeating subcomponent of the MarketDisruption component used to specify the fallback reference price and underlying security provisions | Added EP169 |
| OptionExerciseBusinessCenterGrp | 4163 | Common | The OptionExerciseBusinessCenterGrp is a repeating subcomponent of the OptionExerciseDates component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP169 |
| OptionExerciseDateGrp | 4165 | Common | The OptionExerciseDateGrp is a repeating subcomponent of the OptionExerciseDates component used to specify fixed dates for exercise. | Added EP169 |
| OptionExerciseExpirationDateBusinessCenterGrp | 4166 | Common | The OptionExerciseExpirationDateBusinessCenterGrp is a repeating subcomponent of the OptionExerciseExpiration component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP169 |
| OptionExerciseExpirationDateGrp | 4168 | Common | The OptionExerciseExpirationDateGrp is a repeating subcomponent of the OptionExerciseExpiration component used to specify fixed dates for expiration. | Added EP169 |
| PaymentScheduleFixingDayGrp | 4169 | Common | The PaymentScheduleFixingDayGrp is a repeating subcomponent of the PaymentScheduleGrp component used to detail periodic fixing days. | Added EP169 |
| PaymentStreamPricingBusinessCenterGrp | 4170 | Common | The PaymentStreamPricingBusinessCenterGrp is a repeating subcomponent of the PaymentStreamFloatingRate component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP169 |
| PaymentStreamPaymentDateGrp | 4171 | Common | The PaymentStreamPaymentDateGrp is a repeating subcomponent of the PaymentStreamPaymentDates component used to detail fixed dates for swap stream payments. | Added EP169 |
| PaymentStreamPricingDateGrp | 4172 | Common | The PaymentStreamPricingDateGrp is a repeating subcomponent of the PaymentStreamFloatingRate component used to detail fixed pricing dates. | Added EP169 |
| PaymentStreamPricingDayGrp | 4173 | Common | The PaymentStreamPricingDayGrp is a repeating subcomponent of the PaymentStreamFloatingRate component used to detail periodic pricing days. | Added EP169 |
| PricingDateBusinessCenterGrp | 4174 | Common | PricingDateBusinessCenterGrp is a repeating subcomponent of the PricingDateTime component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP169 |
| StreamAssetAttributeGrp | 4176 | Common | The StreamAssetAttributeGrp is a repeating subcomponent of the StreamCommodity component used to detail commodity attributes, quality standards and reject limits. | Added EP169 |
| StreamCalculationPeriodDateGrp | 4177 | Common | The StreamCalculationPeriodDateGrp is a repeating subcomponent of the StreamCalculationPeriodDates component used to detail fixed dates for the swap stream. | Added EP169 |
| StreamCommoditySettlBusinessCenterGrp | 4178 | Common | StreamCommoditySettlBusinessCenterGrp is a repeating subcomponent of the StreamCommodity component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP169 |
| StreamCommodityAltIDGrp | 4180 | Common | StreamCommodityAltIDGrp is a subcomponent of the StreamCommodity component used to specify alternate identifiers. | Added EP169 |
| StreamCommodityDataSourceGrp | 4181 | Common | StreamCommodityDataSourceGrp is a subcomponent of the StreamCommodity component used to specify sources of data, e.g. weather stations. The order of entry determines priority – first is the main source, second is fallback, third is second fallback. | Added EP169 |
| StreamCommoditySettlDayGrp | 4182 | Common | The StreamCommoditySettlDayGrp is a repeating subcomponent of the StreamCommoditySettlPeriodGrp component used to define the settlement days associated with the commodity contract. | Added EP169 |
| StreamCommoditySettlTimeGrp | 4183 | Common | The StreamCommoditySettlTimeGrp is a repeating subcomponent of the StreamCommoditySettlDayGrp component used to define the settlement time periods associated with the commodity contract. | Added EP169 |
| StreamCommoditySettlPeriodGrp | 4184 | Common | The StreamCommoditySettlPeriodGrp is a repeating subcomponent of the StreamCommodity component used to define the settlement period details associated with the commodity contract. | Added EP169 |
| MandatoryClearingJurisdictionGrp | 4185 | Common | MandatoryClearingJurisdictionGrp is a repeating component of TradeCaptureReport used to specify the set of jurisdictions to which mandatory clearing applies. | Added EP169 |
| LegAdditionalTermBondRefGrp | 4186 | Common | The LegAdditionalTermBondRefGrp is a repeating group subcomponent of the LegAdditionalTermGrp component used to identify an underlying reference bond for a swap. | Added EP169 |
| LegAdditionalTermGrp | 4187 | Common | The LegAdditionalTermGrp is a repeating subcomponent of the InstrumentLeg component used to report additional contract terms. | Added EP169 |
| LegCashSettlDealerGrp | 4189 | Common | LegCashSettlDealerGrp is a repeating subcomponent of the LegCashSettlTermGrp component used to specify the dealers from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation. | Added EP169 |
| LegCashSettlTermGrp | 4190 | Common | The LegCashSettlTermGrp is a repeating component within the InstrumentLeg component used to report cash settlement terms. | Added EP169 |
| LegComplexEventAveragingObservationGrp | 4191 | Common | LegComplexEventAveragingObservationGrp is an optional subcomponent of LegComplexEventPeriodGrp for specifying the weight of each of the dated observations. | Added EP169 |
| LegComplexEventCreditEventGrp | 4192 | Common | The LegComplexEventCreditEventGrp is a repeating component within the LegComplexEventGrp component used to report applicable option credit events. | Added EP169 |
| LegComplexEventCreditEventQualifierGrp | 4193 | Common | The LegComplexEventCreditEventQualifierGrp is a repeating component within the LegComplexEventCreditEventGrp component used to specify qualifying attributes to an event. | Added EP169 |
| LegComplexEventPeriodDateGrp | 4194 | Common | LegComplexEventPeriodDateGrp is a subcomponent of LegComplexEventPeriodGrp for specifying fixed period dates and times for an Asian or Strike Schedule option or trigger dates for a Barrier or Knock option. | Added EP169 |
| LegComplexEventPeriodGrp | 4195 | Common | LegComplexEventPeriodGrp is a subcomponent of LegComplexEvents for specifying the periods for an Asian, Barrier, Knock or Strike Schedule option feature. | Added EP169 |
| LegComplexEventRateSourceGrp | 4196 | Common | LegComplexEventRateSourceGrp is a subcomponent of LegComplexEvents for specifying primary and secondary rate sources. | Added EP169 |
| LegComplexEventDateBusinessCenterGrp | 4197 | Common | LegComplexEventDateBusinessCenterGrp is a repeating subcomponent of the LegComplexEventRelativeDate component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP169 |
| LegComplexEventCreditEventSourceGrp | 4199 | Common | LegComplexEventCreditEventSourceGrp is a repeating subcomponent of the LegComplexEvents component used to specify the particular newspapers or electronic news services that may publish relevant information used in the determination of whether or not a credit event has occurred. | Added EP169 |
| LegComplexEventScheduleGrp | 4200 | Common | LegComplexEventScheduleGrp is a subcomponent of LegComplexEventPeriodGrp for specifying a periodic schedule for an Asian, Barrier or Strike Schedule option feature. | Added EP169 |
| LegDeliveryScheduleGrp | 4203 | Common | The LegDeliveryScheduleGrp is a repeating subcomponent of the LegStream component used to detail step schedules associated with a delivery stream. | Added EP169 |
| LegDeliveryScheduleSettlDayGrp | 4204 | Common | The LegDeliveryScheduleSettlDayGrp is a repeating subcomponent of the LegDeliveryScheduleGrp component used to detail commodity delivery days. | Added EP169 |
| LegDeliveryScheduleSettlTimeGrp | 4205 | Common | The LegDeliveryScheduleSettlTimeGrp is a repeating subcomponent of the LegDeliveryScheduleSettlDayGrp component used to detail commodity delivery time periods. | Added EP169 |
| LegStreamAssetAttributeGrp | 4207 | Common | The LegStreamAssetAttributeGrp is a repeating subcomponent of the LegStreamCommodity component used to detail commodity attributes, quality standards and reject limits. | Added EP169 |
| LegDeliveryStreamCycleGrp | 4208 | Common | The LegDeliveryStreamCycleGrp is a repeating subcomponent of the LegDeliveryStream component used to detail delivery cycles during which the oil product will be transported in the pipeline. | Added EP169 |
| LegDeliveryStreamCommoditySourceGrp | 4209 | Common | The LegDeliveryStreamCommoditySourceGrp is a repeating subcomponent of the LegDeliveryStream component used to detail the origins or sources of the commodity. | Added EP169 |
| LegMarketDisruptionEventGrp | 4211 | Common | The LegMarketDisruptionEventGrp is a repeating subcomponent of the LegMarketDisruption component used to specify the market disruption events. | Added EP169 |
| LegMarketDisruptionFallbackGrp | 4212 | Common | The LegMarketDisruptionFallbackGrp is a repeating subcomponent of the LegMarketDisruption component used to specify the market disruption fallback provisions. | Added EP169 |
| LegMarketDisruptionFallbackReferencePriceGrp | 4213 | Common | The LegMarketDisruptionFallbackReferencePriceGrp is a repeating subcomponent of the LegMarketDisruption component used to specify the fallback reference price and underlying security provisions | Added EP169 |
| LegOptionExerciseBusinessCenterGrp | 4215 | Common | LegOptionExerciseBusinessCenterGrp is a repeating subcomponent of the LegOptionExerciseDates component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP169 |
| LegOptionExerciseDateGrp | 4217 | Common | The LegOptionExerciseDateGrp is a repeating subcomponent of the LegOptionExerciseDates component used to specify fixed dates for exercise. | Added EP169 |
| LegOptionExerciseExpirationDateBusinessCenterGrp | 4218 | Common | LegOptionExerciseExpirationDateBusinessCenterGrp is a repeating subcomponent of the LegOptionExerciseExpiration component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP169 |
| LegOptionExerciseExpirationDateGrp | 4220 | Common | The LegOptionExerciseExpirationDateGrp is a repeating subcomponent of the LegOptionExerciseExpiration component used to specify fixed dates for expiration. | Added EP169 |
| LegPaymentScheduleFixingDayGrp | 4221 | Common | The LegPaymentScheduleFixingDayGrp is a repeating subcomponent of the LegPaymentScheduleGrp component used to detail periodic fixing days. | Added EP169 |
| LegPaymentStreamPricingBusinessCenterGrp | 4222 | Common | LegPaymentStreamPricingBusinessCenterGrp is a repeating subcomponent of the LegPaymentStreamFloatingRate component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP169 |
| LegPaymentStreamPaymentDateGrp | 4223 | Common | The LegPaymentStreamPaymentDateGrp is a repeating subcomponent of the LegPaymentStreamPaymentDates component used to detail fixed dates for swap stream payments. | Added EP169 |
| LegPaymentStreamPricingDateGrp | 4224 | Common | The LegPaymentStreamPricingDateGrp is a repeating subcomponent of the LegPaymentStreamFloatingRate component used to detail fixed pricing dates. | Added EP169 |
| LegPaymentStreamPricingDayGrp | 4225 | Common | The LegPaymentStreamPricingDayGrp is a repeating subcomponent of the LegPaymentStreamFloatingRate component used to detail periodic pricing days. | Added EP169 |
| LegPhysicalSettlTermGrp | 4226 | Common | The LegPhysicalSettlTermGrp is a repeating component within the InstrumentLeg component used to report physical settlement terms. | Added EP169 |
| LegPhysicalSettlDeliverableObligationGrp | 4227 | Common | The LegPhysicalSettlDeliverableObligationGrp is a repeating component within the LegPhysicalSettlTermGrp component used to report credit default swap (CDS) physical settlement delivery obligations. | Added EP169 |
| LegPricingDateBusinessCenterGrp | 4228 | Common | LegPricingDateBusinessCenterGrp is a repeating subcomponent of the LegPricingDateTime component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP169 |
| LegProtectionTermEventNewsSourceGrp | 4230 | Common | LegProtectionTermEventNewsSourceGrp is a repeating subcomponent of the LegProtectionTermGrp component used to specify the particular newspapers or electronic news services that may publish relevant information used in the determination of whether or not a credit event has occurred. | Added EP169 |
| LegProtectionTermGrp | 4231 | Common | The LegProtectionTermGrp is a repeating component within the InstrumentLeg component used to report protection term details. | Added EP169 |
| LegProtectionTermEventGrp | 4232 | Common | The LegProtectionTermEventGrp is a repeating component within the LegProtectionTermGrp component used to report applicable CDS credit events. | Added EP169 |
| LegProtectionTermEventQualifierGrp | 4233 | Common | The LegProtectionTermEventQualifierGrp is a repeating component within the LegProtectionTermEventGrp component used to specify qualifying attributes to the event. | Added EP169 |
| LegProtectionTermObligationGrp | 4234 | Common | The LegProtectionTermObligationGrp is a repeating component within the LegProtectionTermGrp component used to report applicable credit default swap (CDS) obligations. | Added EP169 |
| LegStreamCalculationPeriodDateGrp | 4235 | Common | The LegStreamCalculationPeriodDateGrp is a repeating subcomponent of the LegStreamCalculationPeriodDates component used to detail fixed dates for the swap stream. | Added EP169 |
| LegStreamCommoditySettlBusinessCenterGrp | 4236 | Common | LegStreamCommoditySettlBusinessCenterGrp is a repeating subcomponent of the LegStreamCommodity component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP169 |
| LegStreamCommodityAltIDGrp | 4238 | Common | LegStreamCommodityAltIDGrp is a subcomponent of the LegStreamCommodity component used to specify alternate identifiers. | Added EP169 |
| LegStreamCommodityDataSourceGrp | 4239 | Common | LegStreamCommodityDataSourceGrp is a subcomponent of the LegStreamCommodity component used to specify sources of data, e.g. weather stations. The order of entry determines priority – first is the main source, second is fallback, third is second fallback. | Added EP169 |
| LegStreamCommoditySettlDayGrp | 4240 | Common | The LegStreamCommoditySettlDayGrp is a repeating subcomponent of the LegStreamCommoditySettlPeriodGrp component used to define the settlement days associated with the commodity contract. | Added EP169 |
| LegStreamCommoditySettlTimeGrp | 4241 | Common | The LegStreamCommoditySettlTimeGrp is a repeating subcomponent of the LegStreamCommoditySettlDayGrp component used to define the settlement time periods associated with the commodity contract. | Added EP169 |
| LegStreamCommoditySettlPeriodGrp | 4242 | Common | The LegStreamCommoditySettlPeriodGrp is a repeating subcomponent of the LegStreamCommodiry component used to to define the settlement period details associated with the commodity contract. | Added EP169 |
| UnderlyingComplexEventAveragingObservationGrp | 4244 | Common | UnderlyingComplexEventAveragingObservationGrp is an optional subcomponent of UnderlyingComplexEventPeriodGrp for specifying the weight of each of the dated observations. | Added EP169 |
| UnderlyingComplexEventCreditEventGrp | 4245 | Common | The UnderlyingComplexEventCreditEventGrp is a repeating component within the UnderlyingComplexEventGrp component used to report applicable option credit events. | Added EP169 |
| UnderlyingComplexEventCreditEventQualifierGrp | 4246 | Common | The UnderlyingComplexEventCreditEventQualifierGrp is a repeating component within the UnderlyingComplexEventCreditEventGrp component used to specify qualifying attributes to an event. | Added EP169 |
| UnderlyingComplexEventPeriodDateGrp | 4247 | Common | UnderlyingComplexEventPeriodDateGrp is a subcomponent of UnderlyingComplexEventPeriodGrp for specifying fixed period dates and times for an Asian or Strike Schedule option or trigger dates for a Barrier or Knock option. | Added EP169 |
| UnderlyingComplexEventPeriodGrp | 4248 | Common | UnderlyingComplexEventPeriodGrp is a subcomponent of UnderlyingComplexEvents for specifying the periods for an Asian, Barrier, Knock or Strike Schedule option feature. | Added EP169 |
| UnderlyingComplexEventRateSourceGrp | 4249 | Common | UnderlyingComplexEventRateSourceGrp is a subcomponent of UnderlyingComplexEvents for specifying primary and secondary rate sources. | Added EP169 |
| UnderlyingComplexEventDateBusinessCenterGrp | 4250 | Common | UnderlyingComplexEventDateBusinessCenterGrp is a repeating subcomponent of the UnderlyingComplexEventRelativeDate component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. | Added EP169 |
| UnderlyingComplexEventCreditEventSourceGrp | 4252 | Common | UnderlyingComplexEventCreditEventSourceGrp is a repeating subcomponent of the UnderlyingComplexEvents component used to specify the particular newspapers or electronic news services that may publish relevant information used in the determination of whether or not a credit event has occurred. | Added EP169 |
| UnderlyingComplexEventScheduleGrp | 4253 | Common | UnderlyingComplexEventScheduleGrp is a subcomponent of UnderlyingComplexEventPeriodGrp for specifying a periodic schedule for an Asian, Barrier or Strike Schedule option feature. | Added EP169 |
| UnderlyingDeliveryScheduleGrp | 4254 | Common | The UnderlyingDeliveryScheduleGrp is a repeating subcomponent of the UnderlyingStream component used to detail step schedules associated with a delivery stream. | Added EP169 |
| UnderlyingDeliveryScheduleSettlDayGrp | 4255 | Common | The UnderlyingDeliveryScheduleSettlDayGrp is a repeating subcomponent of the UnderlyingDeliveryScheduleGrp component used to detail commodity delivery days. | Added EP169 |
| UnderlyingDeliveryScheduleSettlTimeGrp | 4256 | Common | The UnderlyingDeliveryScheduleSettlTimeGrp is a repeating subcomponent of the UnderlyingDeliveryScheduleSettlDayGrp component used to detail commodity delivery time periods. | Added EP169 |
| UnderlyingStreamAssetAttributeGrp | 4258 | Common | The UnderlyingStreamAssetAttributeGrp is a repeating subcomponent of the UnderlyingStreamCommodity component used to detail commodity attributes, quality standards and reject limits. | Added EP169 |
| UnderlyingDeliveryStreamCycleGrp | 4259 | Common | The UnderlyingDeliveryStreamCycleGrp is a repeating subcomponent of the UnderlyingDeliveryStream component used to detail delivery cycles during which the oil product will be transported in the pipeline. | Added EP169 |
| UnderlyingDeliveryStreamCommoditySourceGrp | 4260 | Common | The UnderlyingDeliveryStreamCommoditySourceGrp is a repeating subcomponent of the UnderlyingDeliveryStream component used to detail the origins or sources of the commodity. | Added EP169 |
| UnderlyingOptionExerciseBusinessCenterGrp | 4262 | Common | UnderlyingOptionExerciseBusinessCenterGrp is a repeating subcomponent of the UnderlyingOptionExerciseDates component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. | Added EP169 |
| UnderlyingOptionExerciseDateGrp | 4264 | Common | The UnderlyingOptionExerciseDateGrp is a repeating subcomponent of the UnderlyingOptionExerciseDates component used to specify fixed dates for exercise. | Added EP169 |
| UnderlyingOptionExerciseExpirationDateBusinessCenterGrp | 4265 | Common | UnderlyingOptionExerciseExpirationDateBusinessCenterGrp is a repeating subcomponent of the UnderlyingOptionExerciseExpiration component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. | Added EP169 |
| UnderlyingOptionExerciseExpirationDateGrp | 4267 | Common | The UnderlyingOptionExerciseExpirationDateGrp is a repeating subcomponent of the UnderlyingOptionExerciseExpiration component used to specify fixed dates for expiration. | Added EP169 |
| UnderlyingMarketDisruptionEventGrp | 4269 | Common | The UnderlyingMarketDisruptionEventGrp is a repeating subcomponent of the UnderlyingMarketDisruption component used to specify the market disruption events. | Added EP169 |
| UnderlyingMarketDisruptionFallbackGrp | 4270 | Common | The UnderlyingMarketDisruptionFallbackGrp is a repeating subcomponent of the UnderlyingMarketDisruption component used to specify the market disruption fallback provisions. | Added EP169 |
| UnderlyingMarketDisruptionFallbackReferencePriceGrp | 4271 | Common | The UnderlyingMarketDisruptionFallbackReferencePriceGrp is a repeating subcomponent of the UnderlyingMarketDisruption component used to specify the fallback reference price and underlying security provisions | Added EP169 |
| UnderlyingPaymentScheduleFixingDayGrp | 4272 | Common | The UnderlyingPaymentScheduleFixingDayGrp is a repeating subcomponent of the UnderlyingPaymentScheduleGrp component used to detail periodic fixing days. | Added EP169 |
| UnderlyingPaymentStreamPricingBusinessCenterGrp | 4273 | Common | UnderlyingPaymentStreamPricingBusinessCenterGrp is a repeating subcomponent of the UnderlyingPaymentStreamFloatingRate component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. | Added EP169 |
| UnderlyingPaymentStreamPaymentDateGrp | 4274 | Common | The UnderlyingPaymentStreamPaymentDateGrp is a repeating subcomponent of the UnderlyingPaymentStreamPaymentDates component used to detail fixed dates for swap stream payments. | Added EP169 |
| UnderlyingPaymentStreamPricingDateGrp | 4275 | Common | The UnderlyingPaymentStreamPricingDateGrp is a repeating subcomponent of the UnderlyingPaymentStreamFloatingRate component used to detail fixed pricing dates. | Added EP169 |
| UnderlyingPaymentStreamPricingDayGrp | 4276 | Common | The UnderlyingPaymentStreamPricingDayGrp is a repeating subcomponent of the UnderlyingPaymentStreamFloatingRate component used to detail periodic pricing days. | Added EP169 |
| UnderlyingPricingDateBusinessCenterGrp | 4277 | Common | UnderlyingPricingDateBusinessCenterGrp is a repeating subcomponent of the UnderlyingPricingDateTime component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. | Added EP169 |
| UnderlyingStreamCalculationPeriodDateGrp | 4279 | Common | The UnderlyingStreamCalculationPeriodDateGrp is a repeating subcomponent of the UnderlyingStreamCalculationPeriodDates component used to detail fixed dates for the swap stream. | Added EP169 |
| UnderlyingStreamCommoditySettlBusinessCenterGrp | 4280 | Common | UnderlyingStreamCommoditySettlBusinessCenterGrp is a repeating subcomponent of the UnderlyingStreamCommodity component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. | Added EP169 |
| UnderlyingStreamCommodityAltIDGrp | 4282 | Common | UnderlyingStreamCommodityAltIDGrp is a subcomponent of the UnderlyingStreamCommodity component used to specify alternate identifiers. | Added EP169 |
| UnderlyingStreamCommodityDataSourceGrp | 4283 | Common | UnderlyingStreamCommodityDataSourceGrp is a subcomponent of the UnderlyingStreamCommodity component used to specify sources of data, e.g. weather stations. The order of entry determines priority – first is the main source, second is fallback, third is second fallback. | Added EP169 |
| UnderlyingStreamCommoditySettlDayGrp | 4284 | Common | The UnderlyingStreamCommoditySettlDayGrp is a repeating subcomponent of the UnderlyingStreamCommoditySettlPeriodGrp component used to define the settlement days associated with the commodity contract. | Added EP169 |
| UnderlyingStreamCommoditySettlTimeGrp | 4285 | Common | The UnderlyingStreamCommoditySettlTimeGrp is a repeating subcomponent of the UnderlyingStreamCommoditySettlDayGrp component used to define the settlement time periods associated with the commodity contract. | Added EP169 |
| UnderlyingStreamCommoditySettlPeriodGrp | 4286 | Common | The UnderlyingStreamCommoditySettlPeriodGrp is a repeating subcomponent of the UnderlyingStreamCommodiry component used to defined the settlement period details associated with the commodity contract. | Added EP169 |
| UnderlyingAdditionalTermBondRefGrp | 4287 | Common | The UnderlyingAdditionalTermBondRefGrp is a repeating group subcomponent of the UnderlyingAdditionalTermGrp component used to identify an underlying reference bond for a swap. | Added EP187 |
| UnderlyingAdditionalTermGrp | 4288 | Common | The UnderlyingAdditionalTermGrp is a repeating subcomponent of the UnderlyingInstrument component used to report additional contract terms. | Added EP187 |
| UnderlyingCashSettlDealerGrp | 4289 | Common | UnderlyingCashSettlDealerGrp is a repeating subcomponent within the UnderlyingCashSettlTermGrp component. It is used to specify the dealers from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation. | Added EP187 |
| UnderlyingCashSettlTermGrp | 4290 | Common | The UnderlyingCashSettlTermGrp is a repeating component within the UnderlyingInstrument component used to report cash settlement terms. | Added EP187 |
| UnderlyingPhysicalSettlTermGrp | 4291 | Common | The UnderlyingPhysicalSettlTermGrp is a repeating component within the UnderlyingInstrument component used to report physical settlement terms. | Added EP187 |
| UnderlyingPhysicalSettlDeliverableObligationGrp | 4292 | Common | The UnderlyingPhysicalSettlDeliverableObligationGrp is a repeating component within the UnderlyingPhysicalSettlTermGrp component used to report CDS physical settlement delivery obligations. | Added EP187 |
| UnderlyingProtectionTermGrp | 4293 | Common | The UnderlyingProtectionTermGrp is a repeating component within the UnderlyingInstrument component used to report contract protection term details. | Added EP187 |
| UnderlyingProtectionTermEventGrp | 4294 | Common | The UnderlyingProtectionTermEventGrp is a repeating component within the UnderlyingProtectionTermGrp component used to report applicable CDS credit events. | Added EP187 |
| UnderlyingProtectionTermEventQualifierGrp | 4295 | Common | The UnderlyingProtectionTermEventQualifierGrp is a repeating component within the UnderlyingProtectionTermEventGrp component used to specify qualifying attributes to the event. | Added EP187 |
| UnderlyingProtectionTermObligationGrp | 4296 | Common | The UnderlyingProtectionTermObligationGrp is a repeating component within the UnderlyingProtectionTermGrp component used to report applicable CDS obligations. | Added EP187 |
| UnderlyingProtectionTermEventNewsSourceGrp | 4297 | Common | UnderlyingProtectionTermEventNewsSourceGrp is a repeating subcomponent within the UnderlyingProtectionTermGrp component. It is used to specify the particular newspapers or electronic news services and sources that may publish relevant information used in the determination of whether or not a credit event has occurred. | Added EP187 |
| UnderlyingProvisionCashSettlPaymentFixedDateGrp | 4299 | Common | The UnderlyingProvisionCashSettlPaymentFixedDateGrp is a repeating component within the UnderlyingProvisionCashSettlPaymentDates component used to report fixed cash settlement payment dates defined in the provision. | Added EP187 |
| UnderlyingProvisionOptionExerciseFixedDateGrp | 4302 | Common | The UnderlyingProvisionOptionExerciseFixedDateGrp is a repeating component within the UnderlyingProvisionOptionExerciseDates component used to report an array of unadjusted or adjusted fixed exercise dates. | Added EP187 |
| UnderlyingProvisionGrp | 4306 | Common | The UnderlyingProvisionGrp is a repeating subcomponent of the UnderlyingInstrument component used to detail additional terms and conditions associated with the instrument. | Added EP187 |
| UnderlyingProvisionParties | 4307 | Common | UnderlyingProvisionParties is a repeating component within the UnderlyingProvisionGrp component used to report the parties identified in the contract provision. | Added EP187 |
| UnderlyingProvisionPtysSubGrp | 4308 | Common | UnderlyingProvisionPtysSubGrp is a repeating component within the UnderlyingProvisionParties component used to extend information to be reported for the party. | Added EP187 |
| UnderlyingProvisionCashSettlPaymentDateBusinessCenterGrp | 4309 | Common | UnderlyingProvisionCashSettlPaymentDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingProvisionCashSettlPaymentDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. | Added EP187 |
| UnderlyingProvisionCashSettlValueDateBusinessCenterGrp | 4310 | Common | UnderlyingProvisionCashSettlValueDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingProvisionCashSettlValueDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. | Added EP187 |
| UnderlyingProvisionOptionExerciseBusinessCenterGrp | 4311 | Common | UnderlyingProvisionOptionExerciseBusinessCenterGrp is a repeating subcomponent within the UnderlyingProvisionOptionExerciseDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. | Added EP187 |
| UnderlyingProvisionOptionExpirationDateBusinessCenterGrp | 4312 | Common | UnderlyingProvisionOptionExpirationDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingProvisionOptionExpirationDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. | Added EP187 |
| UnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenterGrp | 4313 | Common | UnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingProvisionOptionRelevantUnderlyingDate component. It is used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. | Added EP187 |
| UnderlyingProvisionDateBusinessCenterGrp | 4314 | Common | UnderlyingProvisionDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingProvisionGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. | Added EP187 |
| LegFinancingContractualDefinitionsGrp | 4315 | Common | The LegFinancingContractualDefinitionGrp is a repeating component within the LegFinancingDetails component used to report the definitions published by ISDA that define the terms of a derivative trade. | Added EP192 |
| LegFinancingTermSupplementGrp | 4316 | Common | The LegFinancingTermSupplementGrp is a repeating component within the LegFinancingDetails component used to report contractual terms supplements of derivative trades. | Added EP192 |
| LegFinancingContractualMatrixGrp | 4317 | Common | The LegFinancingContractualMatrixGrp is a repeating component within the LegFinancingDetails component used to report the ISDA Physical Settlement Matrix Transaction Type. | Added EP192 |
| CashSettlDateBusinessCenterGrp | 4319 | Common | CashSettlDateBusinessCenterGrp is a repeating subcomponent within the CashSettlDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component within the Instrument component. | Added EP208 |
| DividendAccrualPaymentDateBusinessCenterGrp | 4321 | Common | DividendAccrualPaymentDateBusinessCenterGrp is a repeating subcomponent within the DividendAccrualPaymentDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. | Added EP208 |
| DividendFXTriggerDateBusinessCenterGrp | 4325 | Common | DividendFXTriggerDateBusinessCenterGrp is a repeating subcomponent within the DividendFXTriggerDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. | Added EP208 |
| DividendPeriodGrp | 4326 | Common | DividendPeriodGrp is a repeating subcomponent within the DividendConditions component. It is used to specify the valuation and payments dates of the dividend leg of a dividend swap. | Added EP208 |
| ExtraordinaryEventGrp | 4327 | Common | The ExtraordinaryEventGrp is a repeating component within the Instrument component. It is used to report extraordinary and disruptive events applicable to the reference entity that affects the contract. | Added EP208 |
| LegCashSettlDateBusinessCenterGrp | 4329 | Common | LegCashSettlDateBusinessCenterGrp is a repeating subcomponent within the LegCashSettlDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP208 |
| LegDividendAccrualPaymentDateBusinessCenterGrp | 4330 | Common | LegDividendAccrualPaymentDateBusinessCenterGrp is a repeating subcomponent within the LegDividendAccrualPaymentDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. | Added EP208 |
| LegDividendFXTriggerDateBusinessCenterGrp | 4335 | Common | LegDividendFXTriggerDateBusinessCenterGrp is a repeating subcomponent within the LegDividendFXTriggerDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. | Added EP208 |
| LegDividendPeriodGrp | 4336 | Common | LegDividendPeriodGrp is a repeating subcomponent within the LegDividendConditions component. It is used to specify the valuation and payments dates of the dividend leg of a dividend swap. | Added EP208 |
| LegExtraordinaryEventGrp | 4337 | Common | The LegExtraordinaryEventGrp is a repeating component within the InstrumentLeg component. It is used to report extraordinary and disruptive events applicable to the reference entity that affects the contract. | Added EP208 |
| LegPaymentStreamCompoundingDateGrp | 4338 | Common | LegPaymentStreamCompoundingDateGrp is a subcomponent of the LegPaymentStreamCompoundingDates component used to specify predetermined compounding dates. | Added EP208 |
| LegPaymentStreamCompoundingDatesBusinessCenterGrp | 4340 | Common | LegPaymentStreamCompoundingDatesBusinessCenterGrp is a repeating subcomponent within the LegPaymentStreamCompoundingDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP208 |
| LegPaymentStreamFixingDateGrp | 4346 | Common | LegPaymentStreamFixingDateGrp is a subcomponent of the LegPaymentStreamResetDates component used to specify predetermined fixing dates. | Added EP208 |
| LegPaymentStreamFormulaMathGrp | 4348 | Common | LegPaymentStreamFormulaMathGrp is a repeating subcomponent within the LegPaymentStreamFormula component. It is used to specify the set of formulas, sub-formulas and descriptions from which the rate is derived. | Added EP208 Updated EP253 |
| LegPaymentStubEndDateBusinessCenterGrp | 4350 | Common | LegPaymentStubEndDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentStubEndDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP208 |
| LegPaymentStubStartDateBusinessCenterGrp | 4352 | Common | LegPaymentStubStartDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentStubStartDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP208 |
| LegReturnRateDateGrp | 4353 | Common | LegReturnRateDateGrp is a repeating subcomponent within the LegReturnRateGrp component. It is used to specify the equity and dividend valuation dates for an equity return swap payment stream. | Added EP208 |
| LegReturnRateFXConversionGrp | 4354 | Common | LegReturnRateFXConversionGrp is a repeating subcomponent within the LegReturnRateGrp component. It is used to specify the FX conversion rates for an equity return swap payment stream. | Added EP208 |
| LegReturnRateGrp | 4355 | Common | LegReturnRateGrp is a repeating subcomponent within the LegPaymentStreamFloatingRate component. It is used to specify the multiple return rates for an equity return swap payment stream. | Added EP208 Updated EP259 |
| LegReturnRateInformationSourceGrp | 4356 | Common | LegReturnRateInformationSourceGrp is a repeating subcomponent within the LegReturnRateGrp component. It is used to specify the information sources for equity prices and FX rates for an equity return swap payment stream. | Added EP208 |
| LegReturnRatePriceGrp | 4357 | Common | LegReturnRatePriceGrp is a repeating subcomponent within the LegReturnRateGrp component. It is used to specify the return rate prices for an equity return swap payment stream. | Added EP208 |
| LegReturnRateValuationDateBusinessCenterGrp | 4358 | Common | LegReturnRateValuationDateBusinessCenterGrp is a repeating subcomponent within the LegReturnRateValuationDateGrp component. It is used to specify the valuation date business center adjustments for an equity return swap payment stream. | Added EP208 |
| LegReturnRateValuationDateGrp | 4359 | Common | LegReturnRateValuationDateGrp is a repeating subcomponent within the LegReturnRateDateGrp component. It is used to specify the fixed valuation dates for an equity return swap payment stream. | Added EP208 |
| LegSettlMethodElectionDateBusinessCenterGrp | 4361 | Common | LegSettlMethodElectionDateBusinessCenterGrp is a repeating subcomponent within the LegSettlMethodElectionDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. | Added EP208 |
| PaymentStreamCompoundingDateGrp | 4363 | Common | PaymentStreamCompoundingDateGrp is a subcomponent of the PaymentStreamCompoundingDates component used to specify predetermined compounding dates. | Added EP208 Updated EP253 |
| PaymentStreamCompoundingDatesBusinessCenterGrp | 4365 | Common | PaymentStreamCompoundingDatesBusinessCenterGrp is a repeating subcomponent within the PaymentStreamCompoundingDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP208 |
| PaymentStreamFixingDateGrp | 4371 | Common | PaymentStreamFixingDateGrp is a subcomponent of the PaymentStreamResetDates component used to specify predetermined fixing dates. | Added EP208 Updated EP253 |
| PaymentStreamFormulaMathGrp | 4372 | Common | PaymentStreamFormulaMathGrp is a repeating subcomponent within the PaymentStreamFormula component. It is used to specify the set of formulas, sub-formulas and descriptions from which the rate is derived. | Added EP208 Updated EP253 |
| PaymentStubEndDateBusinessCenterGrp | 4375 | Common | PaymentStubEndDateBusinessCenterGrp is a repeating subcomponent within the PaymentStubEndDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP208 |
| PaymentStubStartDateBusinessCenterGrp | 4377 | Common | PaymentStubStartDateBusinessCenterGrp is a repeating subcomponent within the PaymentStubStartDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP208 |
| ReturnRateDateGrp | 4378 | Common | ReturnRateDateGrp is a repeating subcomponent within the ReturnRateGrp component. It is used to specify the equity and dividend valuation dates for an equity return swap payment stream. | Added EP208 |
| ReturnRateFXConversionGrp | 4379 | Common | ReturnRateFXConversionGrp is a repeating subcomponent within the ReturnRateGrp component. It is used to specify the FX conversion rates for an equity return swap payment stream. | Added EP208 |
| ReturnRateGrp | 4380 | Common | ReturnRateGrp is a repeating subcomponent within the PaymentStreamFloatingRate component. It is used to specify the multiple return rates for an equity return swap payment stream. | Added EP208 |
| ReturnRateInformationSourceGrp | 4381 | Common | ReturnRateInformationSourceGrp is a repeating subcomponent within the ReturnRateGrp component. It is used to specify the information sources for equity prices and FX rates for an equity return swap payment stream. | Added EP208 |
| ReturnRatePriceGrp | 4382 | Common | ReturnRatePriceGrp is a repeating subcomponent within the ReturnRateGrp component. It is used to specify the return rate prices for an equity return swap payment stream. | Added EP208 |
| ReturnRateValuationDateBusinessCenterGrp | 4383 | Common | ReturnRateValuationDateBusinessCenterGrp is a repeating subcomponent within the ReturnRateValuationDateGrp component. It is used to specify the valuation date business center adjustments for an equity return swap payment stream. | Added EP208 |
| ReturnRateValuationDateGrp | 4384 | Common | ReturnRateValuationDateGrp is a repeating subcomponent within the ReturnRateDateGrp component. It is used to specify the fixed valuation dates for an equity return swap payment stream. | Added EP208 |
| SettlMethodElectionDateBusinessCenterGrp | 4385 | Common | SettlMethodElectionDateBusinessCenterGrp is a repeating subcomponent within the SettlMethodElectionDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP208 |
| UnderlyingCashSettlDateBusinessCenterGrp | 4387 | Common | UnderlyingCashSettlDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingCashSettlDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument. | Added EP208 |
| UnderlyingDividendAccrualPaymentDateBusinessCenterGrp | 4389 | Common | UnderlyingDividendAccrualPaymentDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingDividendAccrualPaymentDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. | Added EP208 |
| UnderlyingDividendFXTriggerDateBusinessCenterGrp | 4394 | Common | UnderlyingDividendFXTriggerDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingDividendFXTriggerDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. | Added EP208 |
| UnderlyingDividendPaymentGrp | 4395 | Common | UnderlyingDividendPaymentGrp is a repeating subcomponent of UnderlyingDividendPayout used to specify the anticipated dividend or coupon payment dates and amounts of an equity or bond underlier. | Added EP208 |
| UnderlyingDividendPeriodGrp | 4397 | Common | UnderlyingDividendPeriodGrp is a repeating subcomponent within the UnderlyingDividendConditions component. It is used to specify the valuation and payments dates of the dividend leg of a dividend swap. | Added EP208 |
| UnderlyingExtraordinaryEventGrp | 4398 | Common | The UnderlyingExtraordinaryEventGrp is a repeating component within the UnderlyingInstrument component. It is used to report extraordinary and disruptive events applicable to the reference entity that affects the contract. | Added EP208 |
| UnderlyingPaymentStreamCompoundingDateGrp | 4399 | Common | UnderlyingPaymentStreamCompoundingDateGrp is a subcomponent of the UnderlyingPaymentStreamCompoundingDates component used to specify predetermined compounding dates. | Added EP208 Updated EP253 |
| UnderlyingPaymentStreamCompoundingDatesBusinessCenterGrp | 4401 | Common | UnderlyingPaymentStreamCompoundingDatesBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStreamCompoundingDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. | Added EP208 |
| UnderlyingPaymentStreamFixingDateGrp | 4407 | Common | UnderlyingPaymentStreamFixingDateGrp is a subcomponent of the UnderlyingPaymentStreamResetDates component used to specify predetermined fixing dates. | Added EP208 Updated EP253 |
| UnderlyingPaymentStreamFormulaMathGrp | 4409 | Common | UnderlyingPaymentStreamFormulaMathGrp is a repeating subcomponent within the UnderlyingPaymentStreamFormula component. It is used to specify the set of formulas, sub-formulas and descriptions from which the rate is derived. | Added EP208 Updated EP253 |
| UnderlyingPaymentStubEndDateBusinessCenterGrp | 4411 | Common | UnderlyingPaymentStubEndDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStubEndDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. | Added EP208 |
| UnderlyingPaymentStubStartDateBusinessCenterGrp | 4413 | Common | UnderlyingPaymentStubStartDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStubStartDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. | Added EP208 |
| UnderlyingRateSpreadStepGrp | 4415 | Common | UnderlyingRateSpreadStepGrp is a repeating subcomponent of UnderlyingRateSpreadSchedule used to specify the step dates and amounts of a basket spread schedule. | Added EP208 |
| UnderlyingReturnRateDateGrp | 4416 | Common | UnderlyingReturnRateDateGrp is a repeating subcomponent within the UnderlyingReturnRateGrp component. It is used to specify the equity and dividend valuation dates for an equity return swap payment stream. | Added EP208 |
| UnderlyingReturnRateFXConversionGrp | 4417 | Common | UnderlyingReturnRateFXConversionGrp is a repeating subcomponent within the UnderlyingReturnRateGrp component. It is used to specify the FX conversion rates for an equity return swap payment stream. | Added EP208 |
| UnderlyingReturnRateGrp | 4418 | Common | UnderlyingReturnRateGrp is a repeating subcomponent within the UnderlyingPaymentStreamFloatingRate component. It is used to specify the multiple return rates for an equity return swap payment stream. | Added EP208 Updated EP259 |
| UnderlyingReturnRateInformationSourceGrp | 4419 | Common | UnderlyingReturnRateInformationSourceGrp is a repeating subcomponent within the UnderlyingReturnRateGrp component. It is used to specify the information sources for equity prices and FX rates for an equity return swap payment stream. | Added EP208 |
| UnderlyingReturnRatePriceGrp | 4420 | Common | UnderlyingReturnRatePriceGrp is a repeating subcomponent within the UnderlyingReturnRateGrp component. It is used to specify the return rate prices for an equity return swap payment stream. | Added EP208 |
| UnderlyingReturnRateValuationDateBusinessCenterGrp | 4421 | Common | UnderlyingReturnRateValuationDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingReturnRateValuationDateGrp component. It is used to specify the valuation date business center adjustments for an equity return swap payment stream. | Added EP208 |
| UnderlyingReturnRateValuationDateGrp | 4422 | Common | UnderlyingReturnRateValuationDateGrp is a repeating subcomponent within the UnderlyingReturnRateDateGrp component. It is used to specify the fixed valuation dates for an equity return swap payment stream. | Added EP208 |
| UnderlyingSettlMethodElectionDateBusinessCenterGrp | 4423 | Common | UnderlyingSettlMethodElectionDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingSettlMethodElectionDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. | Added EP208 |
| DividendPeriodBusinessCenterGrp | 4425 | Common | DividendPeriodBusinessCenterGrp is a repeating subcomponent within the DividendPeriodGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. | Added EP208 |
| LegDividendPeriodBusinessCenterGrp | 4426 | Common | LegDividendPeriodBusinessCenterGrp is a repeating subcomponent within the LegDividendPeriodGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. | Added EP208 |
| UnderlyingDividendPeriodBusinessCenterGrp | 4427 | Common | UnderlyingDividendPeriodBusinessCenterGrp is a repeating subcomponent within the UnderlyingDividendPeriodGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. | Added EP208 |
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