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FIXtags

GROUP · SOURCE ID 4336

LegDividendPeriodGrp

Definition

LegDividendPeriodGrp is a repeating subcomponent within the LegDividendConditions component. It is used to specify the valuation and payments dates of the dividend leg of a dividend swap.

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. 42366 NoLegDividendPeriodsGroup countFrom usage
  2. 42367 LegDividendPeriodSequencefield—

    Required if NoLegDividendPeriods(42366) > 0.

  3. 42368 LegDividendPeriodStartDateUnadjustedfield—
  4. 42369 LegDividendPeriodEndDateUnadjustedfield—
  5. 42370 LegDividendPeriodUnderlierRefIDfield—

    When specified, this overrides LegDividendUnderlierRefID(42340). The specified value would be specific to this dividend period instance.

  6. 42371 LegDividendPeriodStrikePricefield—
  7. 42372 LegDividendPeriodBusinessDayConventionfield—

    When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this dividend period instance.

  8. LegDividendPeriodBusinessCenterGrpgroup—

    When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this dividend period instance.

  9. 42373 LegDividendPeriodValuationDateUnadjustedfield—
  10. 42374 LegDividendPeriodValuationDateRelativeTofield—
  11. 42375 LegDividendPeriodValuationDateOffsetPeriodfield—

    Conditionally required when LegDividendPeriodValuationDateOffsetUnit(42376) is specified.

  12. 42376 LegDividendPeriodValuationDateOffsetUnitfield—

    Conditionally required when LegDividendPeriodValuationDateOffsetPeriod(42375) is specified.

  13. 42377 LegDividendPeriodValuationDateOffsetDayTypefield—
  14. 42378 LegDividendPeriodValuationDateAdjustedfield—
  15. 42379 LegDividendPeriodPaymentDateUnadjustedfield—
  16. 42380 LegDividendPeriodPaymentDateRelativeTofield—
  17. 42381 LegDividendPeriodPaymentDateOffsetPeriodfield—

    Conditionally required when LegDividendPeriodPaymentDateOffsetUnit(42382) is specified.

  18. 42382 LegDividendPeriodPaymentDateOffsetUnitfield—

    Conditionally required when LegDividendPeriodPaymentDateOffsetPeriod(42381) is specified.

  19. 42383 LegDividendPeriodPaymentDateOffsetDayTypefield—
  20. 42384 LegDividendPeriodPaymentDateAdjustedfield—
  21. 42385 LegDividendPeriodXIDfield—

Used in messages

Direct parent structures