Skip to content
FIXtags

COMPONENT · SOURCE ID 4400

UnderlyingPaymentStreamCompoundingDates

Definition

UnderlyingPaymentStreamCompoundingDates is a subcomponent of the UnderlyingPaymentStream 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. 42904 UnderlyingPaymentStreamCompoundingDatesBusinessDayConventionfield—

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

  2. UnderlyingPaymentStreamCompoundingDatesBusinessCenterGrpgroup—

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

  3. UnderlyingPaymentStreamCompoundingDateGrpgroup—
  4. 42905 UnderlyingPaymentStreamCompoundingDatesRelativeTofield—
  5. 42906 UnderlyingPaymentStreamCompoundingDatesOffsetPeriodfield—

    Conditionally required when UnderlyingPaymentStreamCompoundingDatesOffsetUnit(42907) is specified.

  6. 42907 UnderlyingPaymentStreamCompoundingDatesOffsetUnitfield—

    Conditionally required when UnderlyingPaymentStreamCompoundingDatesOffsetPeriod(42906) is specified.

  7. 42908 UnderlyingPaymentStreamCompoundingDatesOffsetDayTypefield—
  8. 42909 UnderlyingPaymentStreamCompoundingPeriodSkipfield—
  9. UnderlyingPaymentStreamCompoundingStartDatecomponent—
  10. UnderlyingPaymentStreamCompoundingEndDatecomponent—
  11. 42910 UnderlyingPaymentStreamCompoundingFrequencyPeriodfield—

    Conditionally required when UnderlyingPaymentStreamCompoundingFrequencyUnit(42911) is specified.

  12. 42911 UnderlyingPaymentStreamCompoundingFrequencyUnitfield—

    Conditionally required when UnderlyingPaymentStreamCompoundingFrequencyPeriod(42910) is specified.

  13. 42912 UnderlyingPaymentStreamCompoundingRollConventionfield—

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

  14. 42913 UnderlyingPaymentStreamBoundsFirstDateUnadjustedfield—
  15. 42914 UnderlyingPaymentStreamBoundsLastDateUnadjustedfield—

Used in messages

Direct parent structures