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FIXtags

GROUP · SOURCE ID 4043

LegPaymentScheduleGrp

Definition

The LegPaymentScheduleGrp is a repeating subcomponent of the LegPaymentStream component used to specify notional and rate steps in the payment stream.

Additional detail from the official source

The Fixing Lag Interval (LegPaymentScheduleFixingLagPeriod(41545) and LegPaymentScheduleFixingLagUnit(41546)) and the First Observation Offset Duration (LegPaymentScheduleFixingFirstObservationOffsetPeriod(41547) and LegPaymentScheduleFixingFirstObservationOffsetUnit(41548)) are used together. If the First Observation Offset Duration is specified, the observation starts the Fixing Lag Interval prior to each calculation. If the First Observation Offset Duration is not specified, the observation starts immediately preceding each calculation.

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. 40374 NoLegPaymentSchedulesGroup countFrom usage
  2. 40375 LegPaymentScheduleTypefield—

    Required if NoLegPaymentSchedules(40374) > 0.

  3. 41533 LegPaymentScheduleXIDfield—
  4. 41534 LegPaymentScheduleXIDReffield—
  5. 40376 LegPaymentScheduleStubTypefield—
  6. 40377 LegPaymentScheduleStartDateUnadjustedfield—
  7. 40378 LegPaymentScheduleEndDateUnadjustedfield—
  8. 40379 LegPaymentSchedulePaySidefield—
  9. 40380 LegPaymentScheduleReceiveSidefield—
  10. 40381 LegPaymentScheduleNotionalfield—
  11. 40382 LegPaymentScheduleCurrencyfield—
  12. 40383 LegPaymentScheduleRatefield—
  13. 40384 LegPaymentScheduleRateMultiplierfield—
  14. 40385 LegPaymentScheduleRateSpreadfield—
  15. 41535 LegPaymentScheduleRateCurrencyfield—
  16. 41536 LegPaymentScheduleRateUnitOfMeasurefield—
  17. 41537 LegPaymentScheduleRateConversionFactorfield—
  18. 41538 LegPaymentScheduleRateSpreadTypefield—
  19. 40386 LegPaymentScheduleRateSpreadPositionTypefield—
  20. 40387 LegPaymentScheduleRateTreatmentfield—
  21. 40388 LegPaymentScheduleFixedAmountfield—
  22. 40389 LegPaymentScheduleFixedCurrencyfield—
  23. 41539 LegPaymentScheduleSettlPeriodPricefield—
  24. 41540 LegPaymentScheduleSettlPeriodPriceCurrencyfield—
  25. 41541 LegPaymentScheduleSettlPeriodPriceUnitOfMeasurefield—
  26. 41542 LegPaymentScheduleStepUnitOfMeasurefield—
  27. 40390 LegPaymentScheduleStepFrequencyPeriodfield—

    Conditionally required when LegPaymentScheduleStepFrequencyUnit(40391) is specified.

  28. 40391 LegPaymentScheduleStepFrequencyUnitfield—

    Conditionally required when LegPaymentScheduleStepFrequencyPeriod(40390) is specified.

  29. 40392 LegPaymentScheduleStepOffsetValuefield—
  30. 40393 LegPaymentScheduleStepRatefield—
  31. 40394 LegPaymentScheduleStepOffsetRatefield—
  32. 40395 LegPaymentScheduleStepRelativeTofield—
  33. LegPaymentScheduleRateSourceGrpgroup—
  34. 40396 LegPaymentScheduleFixingDateUnadjustedfield—
  35. 40397 LegPaymentScheduleWeightfield—
  36. 40398 LegPaymentScheduleFixingDateRelativeTofield—
  37. 40399 LegPaymentScheduleFixingDateBusinessDayConventionfield—

    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 schedule.

  38. LegPaymentScheduleFixingDateBusinessCenterGrpgroup—

    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 schedule.

  39. 40401 LegPaymentScheduleFixingDateOffsetPeriodfield—

    Conditionally required when LegPaymentScheduleFixingDatesOffsetUnit(40402) is specified.

  40. 40402 LegPaymentScheduleFixingDateOffsetUnitfield—

    Conditionally required when LegPaymentScheduleFixingDatesOffsetPeriod(40401) is specified.

  41. 40403 LegPaymentScheduleFixingDateOffsetDayTypefield—
  42. 41543 LegPaymentScheduleFixingDayDistributionfield—
  43. 41544 LegPaymentScheduleFixingDayCountfield—
  44. 40404 LegPaymentScheduleFixingDateAdjustedfield—
  45. LegPaymentScheduleFixingDayGrpgroup—
  46. 41545 LegPaymentScheduleFixingLagPeriodfield—

    Conditionally required when LegPaymentScheduleFixingLagUnit(41546) is specified.

  47. 41546 LegPaymentScheduleFixingLagUnitfield—

    Conditionally required when LegPaymentScheduleFixingLagPeriod(41545) is specified.

  48. 41547 LegPaymentScheduleFixingFirstObservationDateOffsetPeriodfield—

    Conditionally required when LegPaymentScheduleFixingFirstObservationDateOffsetUnit(41548) is specified.

  49. 41548 LegPaymentScheduleFixingFirstObservationDateOffsetUnitfield—

    Conditionally required when LegPaymentScheduleFixingFirstObservationDateOffsetPeriod(41547) is specified.

  50. 40405 LegPaymentScheduleFixingTimefield—
  51. 40406 LegPaymentScheduleFixingTimeBusinessCenterfield—
  52. 40407 LegPaymentScheduleInterimExchangePaymentDateRelativeTofield—
  53. 40408 LegPaymentScheduleInterimExchangeDatesBusinessDayConventionfield—

    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 schedule.

  54. LegPaymentScheduleInterimExchangeDateBusinessCenterGrpgroup—

    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 schedule.

  55. 40410 LegPaymentScheduleInterimExchangeDatesOffsetPeriodfield—

    Conditionally required when LegPaymentScheduleInterimExchangeDatesOffsetUnit(40411) is specified.

  56. 40411 LegPaymentScheduleInterimExchangeDatesOffsetUnitfield—

    Conditionally required when LegPaymentScheduleInterimExchangeDatesOffsetPeriod(40410) is specified.

  57. 40412 LegPaymentScheduleInterimExchangeDatesOffsetDayTypefield—
  58. 40413 LegPaymentScheduleInterimExchangeDateAdjustedfield—

Used in messages

Direct parent structures