Description
PaymentStreamResetDates is a subcomponent of the PaymentStream component used to specify the floating rate reset dates of the stream.
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| 40761 | PaymentStreamResetDateRelativeTo | N | ||
| 40762 | PaymentStreamResetDateBusinessDayConvention | 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 stream's reset dates. |
|
| Component Block - <PaymentStreamResetDateBusinessCenterGrp> | 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 stream's reset dates. |
||
| 40764 | PaymentStreamResetFrequencyPeriod | N |
Conditionally required when PaymentStreamResetFrequencyUnit <40765> is specified. |
|
| 40765 | PaymentStreamResetFrequencyUnit | N |
Conditionally required when PaymentStreamResetFrequencyPeriod <40764> is specified. |
|
| 40766 | PaymentStreamResetWeeklyRollConvention | N |
When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream floating rate reset dates. |
|
| 40767 | PaymentStreamInitialFixingDateRelativeTo | N | ||
| 40768 | PaymentStreamInitialFixingDateBusinessDayConvention | 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 stream's reset dates. |
|
| Component Block - <PaymentStreamInitialFixingDateBusinessCenterGrp> | 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 stream's reset dates. |
||
| 40770 | PaymentStreamInitialFixingDateOffsetPeriod | N |
Conditionally required when PaymentStreamInitialFixingDateOffsetUnit <40771> is specified. |
|
| 40771 | PaymentStreamInitialFixingDateOffsetUnit | N |
Conditionally required when PaymentStreamInitialFixingDateOffsetPeriod <40770> is specified. |
|
| 40772 | PaymentStreamInitialFixingDateOffsetDayType | N | ||
| 40773 | PaymentStreamInitialFixingDateAdjusted | N | ||
| 40774 | PaymentStreamFixingDateRelativeTo | N | ||
| 40775 | PaymentStreamFixingDateBusinessDayConvention | 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 stream's reset dates. |
|
| Component Block - <PaymentStreamFixingDateBusinessCenterGrp> | 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 stream's reset dates. |
||
| 40777 | PaymentStreamFixingDateOffsetPeriod | N |
Conditionally required when PaymentStreamFixingDateOffsetUnit <40778> is specified. |
|
| 40778 | PaymentStreamFixingDateOffsetUnit | N |
Conditionally required when PaymentStreamFixingDateOffsetPeriod <40777> is specified. |
|
| 40779 | PaymentStreamFixingDateOffsetDayType | N | ||
| 40780 | PaymentStreamFixingDateAdjusted | N | ||
| 40781 | PaymentStreamRateCutoffDateOffsetPeriod | N |
Conditionally required when PaymentStreamRateCutoffDateOffsetUnit <40782> is specified. |
|
| 40782 | PaymentStreamRateCutoffDateOffsetUnit | N |
Conditionally required when PaymentStreamRateCutoffDateOffsetDayType <40783> is specified. |
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| 40783 | PaymentStreamRateCutoffDateOffsetDayType | N | ||
| Component Block - <PaymentStreamFixingDateGrp> | N | |||