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FIXtags

COMPONENT · SOURCE ID 4339

LegPaymentStreamCompoundingDates

Definition

LegPaymentStreamCompoundingDates is a subcomponent of the LegPaymentStream component used to specify the compounding dates of the stream - either specific, relative or periodic dates.

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. 42408 LegPaymentStreamCompoundingDatesBusinessDayConventionfield—

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

  2. LegPaymentStreamCompoundingDatesBusinessCenterGrpgroup—

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

  3. LegPaymentStreamCompoundingDateGrpgroup—
  4. 42409 LegPaymentStreamCompoundingDatesRelativeTofield—
  5. 42410 LegPaymentStreamCompoundingDatesOffsetPeriodfield—

    Conditionally required when LegPaymentStreamCompoundingDatesOffsetUnit(42411) is specified.

  6. 42411 LegPaymentStreamCompoundingDatesOffsetUnitfield—

    Conditionally required when LegPaymentStreamCompoundingDatesOffsetPeriod(42410) is specified.

  7. 42412 LegPaymentStreamCompoundingDatesOffsetDayTypefield—
  8. 42413 LegPaymentStreamCompoundingPeriodSkipfield—
  9. LegPaymentStreamCompoundingStartDatecomponent—
  10. LegPaymentStreamCompoundingEndDatecomponent—
  11. 42414 LegPaymentStreamCompoundingFrequencyPeriodfield—

    Conditionally required when LegPayamentStreamCompoundingFrequencyUnit(42415) is specified.

  12. 42415 LegPaymentStreamCompoundingFrequencyUnitfield—

    Conditionally required when LegPayamentStreamCompoundingFrequencyPeriod(42414) is specified.

  13. 42416 LegPaymentStreamCompoundingRollConventionfield—

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

  14. 42417 LegPaymentStreamBoundsFirstDateUnadjustedfield—
  15. 42418 LegPaymentStreamBoundsLastDateUnadjustedfield—

Used in messages

Direct parent structures