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<LegPaymentScheduleGrp> component block

FIX 5.0 SP2 EP264

Description

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

The Fixing Lag Interval (LegPaymentScheduleFixingLagPeriod <41545> and LegPaymentScheduleFixingLagUnit <41546>) and the First Observation Offset Duration (LegPaymentScheduleFixingFirstObservationDateOffsetPeriod <41547> and LegPaymentScheduleFixingFirstObservationDateOffsetUnit <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 preceeding each calculation.

Structure

Tag Field Name Req'd Comments
40374 NoLegPaymentSchedules N
→ 40375 LegPaymentScheduleType N

Required if NoLegPaymentSchedules <40374> > 0.

→ 41533 LegPaymentScheduleXID N
→ 41534 LegPaymentScheduleXIDRef N
→ 40376 LegPaymentScheduleStubType N
→ 40377 LegPaymentScheduleStartDateUnadjusted N
→ 40378 LegPaymentScheduleEndDateUnadjusted N
→ 40379 LegPaymentSchedulePaySide N
→ 40380 LegPaymentScheduleReceiveSide N
→ 40381 LegPaymentScheduleNotional N
→ 40382 LegPaymentScheduleCurrency N
→ 40383 LegPaymentScheduleRate N
→ 40384 LegPaymentScheduleRateMultiplier N
→ 40385 LegPaymentScheduleRateSpread N
→ 41535 LegPaymentScheduleRateCurrency N
→ 41536 LegPaymentScheduleRateUnitOfMeasure N
→ 41537 LegPaymentScheduleRateConversionFactor N
→ 41538 LegPaymentScheduleRateSpreadType N
→ 40386 LegPaymentScheduleRateSpreadPositionType N
→ 40387 LegPaymentScheduleRateTreatment N
→ 40388 LegPaymentScheduleFixedAmount N
→ 40389 LegPaymentScheduleFixedCurrency N
→ 41539 LegPaymentScheduleSettlPeriodPrice N
→ 41540 LegPaymentScheduleSettlPeriodPriceCurrency N
→ 41541 LegPaymentScheduleSettlPeriodPriceUnitOfMeasure N
→ 41542 LegPaymentScheduleStepUnitOfMeasure N
→ 40390 LegPaymentScheduleStepFrequencyPeriod N

Conditionally required when LegPaymentScheduleStepFrequencyUnit <40391> is specified.

→ 40391 LegPaymentScheduleStepFrequencyUnit N

Conditionally required when LegPaymentScheduleStepFrequencyPeriod <40390> is specified.

→ 40392 LegPaymentScheduleStepOffsetValue N
→ 40393 LegPaymentScheduleStepRate N
→ 40394 LegPaymentScheduleStepOffsetRate N
→ 40395 LegPaymentScheduleStepRelativeTo N
→ Component Block - <LegPaymentScheduleRateSourceGrp> N
→ 40396 LegPaymentScheduleFixingDateUnadjusted N
→ 40397 LegPaymentScheduleWeight N
→ 40398 LegPaymentScheduleFixingDateRelativeTo N
→ 40399 LegPaymentScheduleFixingDateBusinessDayConvention N

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.

→ Component Block - <LegPaymentScheduleFixingDateBusinessCenterGrp> N

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.

→ 40401 LegPaymentScheduleFixingDateOffsetPeriod N

Conditionally required when LegPaymentScheduleFixingDateOffsetUnit <40402> is specified.

→ 40402 LegPaymentScheduleFixingDateOffsetUnit N

Conditionally required when LegPaymentScheduleFixingDateOffsetPeriod <40401> is specified.

→ 40403 LegPaymentScheduleFixingDateOffsetDayType N
→ 41543 LegPaymentScheduleFixingDayDistribution N
→ 41544 LegPaymentScheduleFixingDayCount N
→ 40404 LegPaymentScheduleFixingDateAdjusted N
→ Component Block - <LegPaymentScheduleFixingDayGrp> N
→ 41545 LegPaymentScheduleFixingLagPeriod N

Conditionally required when LegPaymentScheduleFixingLagUnit <41546> is specified.

→ 41546 LegPaymentScheduleFixingLagUnit N

Conditionally required when LegPaymentScheduleFixingLagPeriod <41545> is specified.

→ 41547 LegPaymentScheduleFixingFirstObservationDateOffsetPeriod N

Conditionally required when LegPaymentScheduleFixingFirstObservationDateOffsetUnit <41548> is specified.

→ 41548 LegPaymentScheduleFixingFirstObservationDateOffsetUnit N

Conditionally required when LegPaymentScheduleFixingFirstObservationDateOffsetPeriod <41547> is specified.

→ 40405 LegPaymentScheduleFixingTime N
→ 40406 LegPaymentScheduleFixingTimeBusinessCenter N
→ 40407 LegPaymentScheduleInterimExchangePaymentDateRelativeTo N
→ 40408 LegPaymentScheduleInterimExchangeDatesBusinessDayConvention N

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.

→ Component Block - <LegPaymentScheduleInterimExchangeDateBusinessCenterGrp> N

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.

→ 40410 LegPaymentScheduleInterimExchangeDatesOffsetPeriod N

Conditionally required when LegPaymentScheduleInterimExchangeDatesOffsetUnit <40411> is specified.

→ 40411 LegPaymentScheduleInterimExchangeDatesOffsetUnit N

Conditionally required when LegPaymentScheduleInterimExchangeDatesOffsetPeriod <40410> is specified.

→ 40412 LegPaymentScheduleInterimExchangeDatesOffsetDayType N
→ 40413 LegPaymentScheduleInterimExchangeDateAdjusted N

Used In

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