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FIXtags

COMPONENT · SOURCE ID 4036

LegPaymentStreamPaymentDates

Definition

The LegPaymentStreamPaymentDates component is a subcomponent of the LegPaymentStream component used to specify the payment dates of the stream.

Additional detail from the official source

For equity return swaps this component is used to specify the interim price payment dates and the LegPaymentStreamFinalPricePaymentDate component is used to specify the final price payment date.

This is a reusable definition. Requiredness is relative to this structure; its use and conditions in a message remain on that message's page. Version links browse the other dictionary, not an assumed equivalent component.

Direct members

  1. 40292 LegPaymentStreamPaymentDateBusinessDayConventionfield—

    When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream.

  2. LegPaymentStreamPaymentDateBusinessCenterGrpgroup—

    When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream.

  3. LegPaymentStreamPaymentDateGrpgroup—
  4. 40294 LegPaymentStreamPaymentFrequencyPeriodfield—

    Conditionally required when LegPaymentStreamPaymentFrequencyUnit(40295) is specified.

  5. 40295 LegPaymentStreamPaymentFrequencyUnitfield—

    Conditionally required when LegPaymentStreamFrequencyPeriod(40294) is specified.

  6. 40296 LegPaymentStreamPaymentRollConventionfield—

    When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream payment dates.

  7. 40297 LegPaymentStreamFirstPaymentDateUnadjustedfield—
  8. 40298 LegPaymentStreamLastRegularPaymentDateUnadjustedfield—
  9. 40299 LegPaymentStreamPaymentDateRelativeTofield—
  10. 40300 LegPaymentStreamPaymentDateOffsetPeriodfield—

    Conditionally required when LegPaymentStreamPaymentDateOffsetUnit(40301) is specified.

  11. 40301 LegPaymentStreamPaymentDateOffsetUnitfield—

    Conditionally required when LegPaymentStreamPaymentDateOffsetPeriod(40300) is specified.

  12. 40302 LegPaymentStreamPaymentDateOffsetDayTypefield—
  13. 41592 LegPaymentStreamMasterAgreementPaymentDatesIndicatorfield—
  14. LegPaymentStreamFinalPricePaymentDatecomponent—

Used in messages

Direct parent structures