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<PaymentScheduleGrp> component block

FIX 5.0 SP2 EP264

Description

The PaymentScheduleGrp is a repeating subcomponent of the StreamGrp component used to specify notional and rate steps of the payment stream.

The Fixing Lag Interval (PaymentScheduleFixingLagPeriod <41176> and PaymentScheduleFixingLagUnit <41177>) and the First Observation Offset Duration (PaymentScheduleFixingFirstObservationDateOffsetPeriod <41178> and PaymentScheduleFixingFirstObservationDateOffsetUnit <41179>) 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
40828 NoPaymentSchedules N
→ 40829 PaymentScheduleType N

Required if NoPaymentSchedules <40828> > 0.

→ 41164 PaymentScheduleXID N
→ 41165 PaymentScheduleXIDRef N
→ 40830 PaymentScheduleStubType N
→ 40831 PaymentScheduleStartDateUnadjusted N
→ 40832 PaymentScheduleEndDateUnadjusted N
→ 40833 PaymentSchedulePaySide N
→ 40834 PaymentScheduleReceiveSide N
→ 40835 PaymentScheduleNotional N
→ 40836 PaymentScheduleCurrency N
→ 40837 PaymentScheduleRate N
→ 40838 PaymentScheduleRateMultiplier N
→ 40839 PaymentScheduleRateSpread N
→ 41166 PaymentScheduleRateCurrency N
→ 41167 PaymentScheduleRateUnitOfMeasure N
→ 41168 PaymentScheduleRateConversionFactor N
→ 41169 PaymentScheduleRateSpreadType N
→ 40840 PaymentScheduleRateSpreadPositionType N
→ 40841 PaymentScheduleRateTreatment N
→ 40842 PaymentScheduleFixedAmount N
→ 40843 PaymentScheduleFixedCurrency N
→ 41170 PaymentScheduleSettlPeriodPrice N
→ 41171 PaymentScheduleSettlPeriodPriceCurrency N
→ 41172 PaymentScheduleSettlPeriodPriceUnitOfMeasure N
→ 41173 PaymentScheduleStepUnitOfMeasure N
→ 40844 PaymentScheduleStepFrequencyPeriod N

Conditionally required when PaymentScheduleStepFrequencyUnit <40845> is specified.

→ 40845 PaymentScheduleStepFrequencyUnit N

Conditionally required when PaymentScheduleStepFrequencyPeriod <40844> is specified.

→ 40846 PaymentScheduleStepOffsetValue N
→ 40847 PaymentScheduleStepRate N
→ 40848 PaymentScheduleStepOffsetRate N
→ 40849 PaymentScheduleStepRelativeTo N
→ Component Block - <PaymentScheduleRateSourceGrp> N
→ 40850 PaymentScheduleFixingDateUnadjusted N
→ 40851 PaymentScheduleWeight N
→ 40852 PaymentScheduleFixingDateRelativeTo N
→ 40853 PaymentScheduleFixingDateBusinessDayConvention N

When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment schedule.

→ Component Block - <PaymentScheduleFixingDateBusinessCenterGrp> N

When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment schedule.

→ 40855 PaymentScheduleFixingDateOffsetPeriod N

Conditionally required when PaymentScheduleFixingDateOffsetUnit <40856> is specified.

→ 40856 PaymentScheduleFixingDateOffsetUnit N

Conditionally required when PaymentScheduleFixingDateOffsetPeriod <40855> is specified.

→ 40857 PaymentScheduleFixingDateOffsetDayType N
→ 41174 PaymentScheduleFixingDayDistribution N
→ 41175 PaymentScheduleFixingDayCount N
→ 40858 PaymentScheduleFixingDateAdjusted N
→ Component Block - <PaymentScheduleFixingDayGrp> N
→ 41176 PaymentScheduleFixingLagPeriod N

Conditionally required when PaymentScheduleFixingLagUnit <41177> is specified.

→ 41177 PaymentScheduleFixingLagUnit N

Conditionally required when PaymentScheduleFixingLagPeriod <41176> is specified.

→ 41178 PaymentScheduleFixingFirstObservationDateOffsetPeriod N

Conditionally required when PaymentScheduleFixingFirstObservationDateOffsetUnit <41179> is specified.

→ 41179 PaymentScheduleFixingFirstObservationDateOffsetUnit N

Conditionally required when PaymentScheduleFixingFirstObservationDateOffsetPeriod <41178> is specified.

→ 40859 PaymentScheduleFixingTime N
→ 40860 PaymentScheduleFixingTimeBusinessCenter N
→ 40861 PaymentScheduleInterimExchangePaymentDateRelativeTo N
→ 40862 PaymentScheduleInterimExchangeDatesBusinessDayConvention N

When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment schedule.

→ Component Block - <PaymentScheduleInterimExchangeDateBusinessCenterGrp> N

When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment schedule.

→ 40864 PaymentScheduleInterimExchangeDatesOffsetPeriod N

Conditionally required when PaymentScheduleInterimExchangeDatesOffsetUnit <40865> is specified.

→ 40865 PaymentScheduleInterimExchangeDatesOffsetUnit N

Conditionally required when PaymentScheduleInterimExchangeDatesOffsetPeriod <40864> is specified.

→ 40866 PaymentScheduleInterimExchangeDatesOffsetDayType N
→ 40867 PaymentScheduleInterimExchangeDateAdjusted N

Used In

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