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FIXtags

GROUP · SOURCE ID 4067

UnderlyingPaymentScheduleGrp

Definition

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

Additional detail from the official source

The Fixing Lag Interval (UnderlyingPaymentScheduleFixingLagPeriod(41893) and UnderlyingPaymentScheduleFixingLagUnit(41894)) and the First Observation Offset Duration (UnderlyingPaymentScheduleFixingFirstObservationOffsetPeriod(41895) and UnderlyingPaymentScheduleFixingFirstObservationOffsetUnit(41896)) 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. 40664 NoUnderlyingPaymentSchedulesGroup countFrom usage
  2. 40665 UnderlyingPaymentScheduleTypefield—

    Required if NoUnderlyingPaymentScheules(40664) > 0.

  3. 41881 UnderlyingPaymentScheduleXIDfield—
  4. 41882 UnderlyingPaymentScheduleXIDReffield—
  5. 40666 UnderlyingPaymentScheduleStubTypefield—
  6. 40667 UnderlyingPaymentScheduleStartDateUnadjustedfield—
  7. 40668 UnderlyingPaymentScheduleEndDateUnadjustedfield—
  8. 40669 UnderlyingPaymentSchedulePaySidefield—
  9. 40670 UnderlyingPaymentScheduleReceiveSidefield—
  10. 40671 UnderlyingPaymentScheduleNotionalfield—
  11. 40672 UnderlyingPaymentScheduleCurrencyfield—
  12. 40673 UnderlyingPaymentScheduleRatefield—
  13. 40674 UnderlyingPaymentScheduleRateMultiplierfield—
  14. 40675 UnderlyingPaymentScheduleRateSpreadfield—
  15. 41883 UnderlyingPaymentScheduleRateCurrencyfield—
  16. 41884 UnderlyingPaymentScheduleRateUnitOfMeasurefield—
  17. 41885 UnderlyingPaymentScheduleRateConversionFactorfield—
  18. 41886 UnderlyingPaymentScheduleRateSpreadTypefield—
  19. 40676 UnderlyingPaymentScheduleRateSpreadPositionTypefield—
  20. 40677 UnderlyingPaymentScheduleRateTreatmentfield—
  21. 40678 UnderlyingPaymentScheduleFixedAmountfield—
  22. 40679 UnderlyingPaymentScheduleFixedCurrencyfield—
  23. 41887 UnderlyingPaymentScheduleSettlPeriodPricefield—
  24. 41888 UnderlyingPaymentScheduleSettlPeriodPriceCurrencyfield—
  25. 41889 UnderlyingPaymentScheduleSettlPeriodPriceUnitOfMeasurefield—
  26. 41890 UnderlyingPaymentScheduleStepUnitOfMeasurefield—
  27. 40680 UnderlyingPaymentScheduleStepFrequencyPeriodfield—

    Conditionally required when UnderlyingPaymentScheduleStepFrequeencyUnit(40681) is specified.

  28. 40681 UnderlyingPaymentScheduleStepFrequencyUnitfield—

    Conditionally required when UnderlyingPaymentScheduleStepFrequeencyPeriod(40680) is specified.

  29. 40682 UnderlyingPaymentScheduleStepOffsetValuefield—
  30. 40683 UnderlyingPaymentScheduleStepRatefield—
  31. 40684 UnderlyingPaymentScheduleStepOffsetRatefield—
  32. 40685 UnderlyingPaymentScheduleStepRelativeTofield—
  33. UnderlyingPaymentScheduleRateSourceGrpgroup—
  34. 40686 UnderlyingPaymentScheduleFixingDateUnadjustedfield—
  35. 40687 UnderlyingPaymentScheduleWeightfield—
  36. 40688 UnderlyingPaymentScheduleFixingDateRelativeTofield—
  37. 40689 UnderlyingPaymentScheduleFixingDateBusinessDayCnvtnfield—

    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 schedule.

  38. UnderlyingPaymentScheduleFixingDateBusinessCenterGrpgroup—

    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 schedule.

  39. 40691 UnderlyingPaymentScheduleFixingDateOffsetPeriodfield—

    Conditionally required when UnderlyingPaymentScheduleFixingDateOffsetUnit(40692) is specified.

  40. 40692 UnderlyingPaymentScheduleFixingDateOffsetUnitfield—

    Conditionally required when UnderlyingPaymentScheduleFixingDateOffsetPeriod(40691) is specified.

  41. 40693 UnderlyingPaymentScheduleFixingDateOffsetDayTypefield—
  42. 41891 UnderlyingPaymentScheduleFixingDayDistributionfield—
  43. 41892 UnderlyingPaymentScheduleFixingDayCountfield—
  44. 40694 UnderlyingPaymentScheduleFixingDateAdjustedfield—
  45. UnderlyingPaymentScheduleFixingDayGrpgroup—
  46. 41893 UnderlyingPaymentScheduleFixingLagPeriodfield—

    Conditionally required when UnderlyingPaymentScheduleFixingLagUnit(41894) is specified.

  47. 41894 UnderlyingPaymentScheduleFixingLagUnitfield—

    Conditionally required when UnderlyingPaymentScheduleFixingLagPeriod(41893) is specified.

  48. 41895 UnderlyingPaymentScheduleFixingFirstObservationDateOffsetPeriodfield—

    Conditionally required when UnderlyingPaymentScheduleFixingFirstObservationDateOffsetUnit(41896) is specified.

  49. 41896 UnderlyingPaymentScheduleFixingFirstObservationDateOffsetUnitfield—

    Conditionally required when UnderlyingPaymentScheduleFixingFirstObservationDateOffsetPeriod(41895) is specified.

  50. 40695 UnderlyingPaymentScheduleFixingTimefield—
  51. 40696 UnderlyingPaymentScheduleFixingTimeBusinessCenterfield—
  52. 40697 UnderlyingPaymentScheduleInterimExchangePaymentDateRelativeTofield—
  53. 40698 UnderlyingPaymentScheduleInterimExchangeDatesBizDayConventionfield—

    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 schedule.

  54. UnderlyingPaymentScheduleInterimExchangeDateBusinessCenterGrpgroup—

    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 schedule.

  55. 40700 UnderlyingPaymentScheduleInterimExchangeDatesOffsetPeriodfield—

    Conditionally required when UnderlyingPaymentScheduleInterimExchangeDatesOffsetUnit(40701) is specified.

  56. 40701 UnderlyingPaymentScheduleInterimExchangeDatesOffsetUnitfield—

    Conditionally required when UnderlyingPaymentScheduleInterimExchangeDatesOffsetPeriod(40700) is specified.

  57. 40702 UnderlyingPaymentScheduleInterimExchangeDatesOffsetDayTypefield—
  58. 40703 UnderlyingPaymentScheduleInterimExchangeDateAdjustedfield—

Used in messages

Direct parent structures