Description
The LegPaymentStreamResetDates component is a subcomponent of the LegPaymentStream component used to specify the floating rate reset dates of the stream.
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| 40303 | LegPaymentStreamResetDateRelativeTo | N | ||
| 40304 | LegPaymentStreamResetDateBusinessDayConvention | 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 reset dates. |
|
| Component Block - <LegPaymentStreamResetDateBusinessCenterGrp> | 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 reset dates. |
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| 40306 | LegPaymentStreamResetFrequencyPeriod | N |
Conditionally required when LegPaymentStreamResetFrequencyUnit <40307> is specified. |
|
| 40307 | LegPaymentStreamResetFrequencyUnit | N |
Conditionally required when LegPaymentStreamResetFrequencyPeriod <40306> is specified. |
|
| 40308 | LegPaymentStreamResetWeeklyRollConvention | 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. |
|
| 40309 | LegPaymentStreamInitialFixingDateRelativeTo | N | ||
| 40310 | LegPaymentStreamInitialFixingDateBusinessDayConvention | 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 reset dates. |
|
| Component Block - <LegPaymentStreamInitialFixingDateBusinessCenterGrp> | 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 reset dates. |
||
| 40312 | LegPaymentStreamInitialFixingDateOffsetPeriod | N |
Conditionally required when LegPaymentStreamInitialFixingDateOffsetUnit <40313> is specified. |
|
| 40313 | LegPaymentStreamInitialFixingDateOffsetUnit | N |
Conditionally required when LegPaymentStreamInitialFixingDateOffsetPeriod <40312> is specified. |
|
| 40314 | LegPaymentStreamInitialFixingDateOffsetDayType | N | ||
| 40315 | LegPaymentStreamInitialFixingDateAdjusted | N | ||
| 40316 | LegPaymentStreamFixingDateRelativeTo | N | ||
| 40317 | LegPaymentStreamFixingDateBusinessDayConvention | 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 reset dates. |
|
| Component Block - <LegPaymentStreamFixingDateBusinessCenterGrp> | 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 reset dates. |
||
| 40319 | LegPaymentStreamFixingDateOffsetPeriod | N |
Conditionally required when LegPaymentStreamFixingDateOffsetUnit <40320> is specified. |
|
| 40320 | LegPaymentStreamFixingDateOffsetUnit | N |
Conditionally required when LegPaymentStreamFixingDateOffsetPeriod <40319> is specified. |
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| 40321 | LegPaymentStreamFixingDateOffsetDayType | N | ||
| 40322 | LegPaymentStreamFixingDateAdjusted | N | ||
| 40323 | LegPaymentStreamRateCutoffDateOffsetPeriod | N |
Conditionally required when LegPaymentStreamRateCutoffDateOffsetUnit <40324> is specified. |
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| 40324 | LegPaymentStreamRateCutoffDateOffsetUnit | N |
Conditionally required when LegPaymentStreamRateCutoffDateOffsetPeriod <40323> is specified. |
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| 40325 | LegPaymentStreamRateCutoffDateOffsetDayType | N | ||
| Component Block - <LegPaymentStreamFixingDateGrp> | N | |||