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COMPONENT · SOURCE ID 4060

UnderlyingPaymentStreamPaymentDates

Definition

UnderlyingPaymentStreamPaymentDates is a subcomponent of the UnderlyingPaymentStream 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 UnderlyingPaymentStreamFinalPricePaymentDate 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. 40581 UnderlyingPaymentStreamPaymentDateBusinessDayConventionfield—

    When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's payment dates.

  2. UnderlyingPaymentStreamPaymentDateBusinessCenterGrpgroup—

    When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's payment dates.

  3. UnderlyingPaymentStreamPaymentDateGrpgroup—
  4. 40583 UnderlyingPaymentStreamPaymentFrequencyPeriodfield—

    Conditionally required when UnderlyingPaymentStreamPaymentFrequencyUnit(40584) is specified.

  5. 40584 UnderlyingPaymentStreamPaymentFrequencyUnitfield—

    Conditionally required when UnderlyingPaymentStreamPaymentFrequencyPeriod(40583) is specified.

  6. 40585 UnderlyingPaymentStreamPaymentRollConventionfield—

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

  7. 40586 UnderlyingPaymentStreamFirstPaymentDateUnadjustedfield—
  8. 40587 UnderlyingPaymentStreamLastRegularPaymentDateUnadjustedfield—
  9. 40588 UnderlyingPaymentStreamPaymentDateRelativeTofield—
  10. 40589 UnderlyingPaymentStreamPaymentDateOffsetPeriodfield—

    Conditionally required when UnderlyingPaymentStreamPaymentOffsetUnit(40590) is specified.

  11. 40590 UnderlyingPaymentStreamPaymentDateOffsetUnitfield—

    Conditionally required when UnderlyingPaymentStreamPaymentOffsetPeriod(40589) is specified.

  12. 40591 UnderlyingPaymentStreamPaymentDateOffsetDayTypefield—
  13. 41940 UnderlyingPaymentStreamMasterAgreementPaymentDatesIndicatorfield—
  14. UnderlyingPaymentStreamFinalPricePaymentDatecomponent—

Used in messages

Direct parent structures