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COMPONENT · SOURCE ID 4061

UnderlyingPaymentStreamResetDates

Definition

UnderlyingPaymentStreamResetDates is a subcomponent of the UnderlyingPaymentStream component used to specify the floating rate reset dates of the stream.

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. 40592 UnderlyingPaymentStreamResetDateRelativeTofield—
  2. 40593 UnderlyingPaymentStreamResetDateBusinessDayConventionfield—

    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 reset dates.

  3. UnderlyingPaymentStreamResetDateBusinessCenterGrpgroup—

    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 reset dates.

  4. 40595 UnderlyingPaymentStreamResetFrequencyPeriodfield—

    Conditionally required when UnderlyingPaymentStreamResetFrequencyUnit(40596) is specified.

  5. 40596 UnderlyingPaymentStreamResetFrequencyUnitfield—

    Conditionally required when UnderlyingPaymentStreamResetFrequencyPeriod(40595) is specified.

  6. 40597 UnderlyingPaymentStreamResetWeeklyRollConventionfield—

    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 reset dates.

  7. 40598 UnderlyingPaymentStreamInitialFixingDateRelativeTofield—
  8. 40599 UnderlyingPaymentStreamInitialFixingDateBusinessDayConventionfield—

    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 reset dates.

  9. UnderlyingPaymentStreamInitialFixingDateBusinessCenterGrpgroup—

    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 reset dates.

  10. 40601 UnderlyingPaymentStreamInitialFixingDateOffsetPeriodfield—

    Conditionally required when UnderlyingPaymentStreamInitialFixingDateOffsetUnit(40602) is specified.

  11. 40602 UnderlyingPaymentStreamInitialFixingDateOffsetUnitfield—

    Conditionally required when UnderlyingPaymentStreamInitialFixingDateOffsetPeriod(40601) is specified.

  12. 40603 UnderlyingPaymentStreamInitialFixingDateOffsetDayTypefield—
  13. 40604 UnderlyingPaymentStreamInitialFixingDateAdjustedfield—
  14. 40605 UnderlyingPaymentStreamFixingDateRelativeTofield—
  15. 40606 UnderlyingPaymentStreamFixingDateBusinessDayConventionfield—

    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 reset dates.

  16. UnderlyingPaymentStreamFixingDateBusinessCenterGrpgroup—

    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 reset dates.

  17. 40608 UnderlyingPaymentStreamFixingDateOffsetPeriodfield—

    Conditionally required when UnderlyingPaymentStreamFixingDateOffsetUnit(40609) is specified.

  18. 40609 UnderlyingPaymentStreamFixingDateOffsetUnitfield—

    Conditionally required when UnderlyingPaymentStreamFixingDateOffsetPeriod(40608) is specified.

  19. 40610 UnderlyingPaymentStreamFixingDateOffsetDayTypefield—
  20. 40611 UnderlyingPaymentStreamFixingDateAdjustedfield—
  21. 40612 UnderlyingPaymentStreamRateCutoffDateOffsetPeriodfield—

    Conditionally required when UnderlyingPaymentStreamRateCutoffDateOffsetUnit(40613) is specified.

  22. 40613 UnderlyingPaymentStreamRateCutoffDateOffsetUnitfield—

    Conditionally required when UnderlyingPaymentStreamRateCutoffDateOffsetPeriod(40612) is specified.

  23. 40614 UnderlyingPaymentStreamRateCutoffDateOffsetDayTypefield—
  24. UnderlyingPaymentStreamFixingDateGrpgroup—

Used in messages

Direct parent structures