Description
The LegPaymentStreamPaymentDates component is a subcomponent of the LegPaymentStream component used to specify the payment dates of the stream.
For equity return swaps this component is used to specify the interim price payment dates and the LegPaymentStreamFinalPricePaymentDate component is used to specify the final price payment date.
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| 40292 | LegPaymentStreamPaymentDateBusinessDayConvention | 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 stream. |
|
| Component Block - <LegPaymentStreamPaymentDateBusinessCenterGrp> | 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 stream. |
||
| Component Block - <LegPaymentStreamPaymentDateGrp> | N | |||
| 40294 | LegPaymentStreamPaymentFrequencyPeriod | N |
Conditionally required when LegPaymentStreamPaymentFrequencyUnit <40295> is specified. |
|
| 40295 | LegPaymentStreamPaymentFrequencyUnit | N |
Conditionally required when LegPaymentStreamPaymentFrequencyPeriod <40294> is specified. |
|
| 40296 | LegPaymentStreamPaymentRollConvention | N |
When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream payment dates. |
|
| 40297 | LegPaymentStreamFirstPaymentDateUnadjusted | N | ||
| 40298 | LegPaymentStreamLastRegularPaymentDateUnadjusted | N | ||
| 40299 | LegPaymentStreamPaymentDateRelativeTo | N | ||
| 40300 | LegPaymentStreamPaymentDateOffsetPeriod | N |
Conditionally required when LegPaymentStreamPaymentDateOffsetUnit <40301> is specified. |
|
| 40301 | LegPaymentStreamPaymentDateOffsetUnit | N |
Conditionally required when LegPaymentStreamPaymentDateOffsetPeriod <40300> is specified. |
|
| 40302 | LegPaymentStreamPaymentDateOffsetDayType | N | ||
| 41592 | LegPaymentStreamMasterAgreementPaymentDatesIndicator | N | ||
| Component Block - <LegPaymentStreamFinalPricePaymentDate> | N | |||