Description
UnderlyingPaymentStreamResetDates is a subcomponent of the UnderlyingPaymentStream component used to specify the floating rate reset dates of the stream.
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| 40592 | UnderlyingPaymentStreamResetDateRelativeTo | N | ||
| 40593 | UnderlyingPaymentStreamResetDateBusinessDayConvention | N |
When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's reset dates. |
|
| Component Block - <UnderlyingPaymentStreamResetDateBusinessCenterGrp> | N |
When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's reset dates. |
||
| 40595 | UnderlyingPaymentStreamResetFrequencyPeriod | N |
Conditionally required when UnderlyingPaymentStreamResetFrequencyUnit <40596> is specified. |
|
| 40596 | UnderlyingPaymentStreamResetFrequencyUnit | N |
Conditionally required when UnderlyingPaymentStreamResetFrequencyPeriod <40595> is specified. |
|
| 40597 | UnderlyingPaymentStreamResetWeeklyRollConvention | N |
When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the reset dates. |
|
| 40598 | UnderlyingPaymentStreamInitialFixingDateRelativeTo | N | ||
| 40599 | UnderlyingPaymentStreamInitialFixingDateBusinessDayConvention | N |
When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's reset dates. |
|
| Component Block - <UnderlyingPaymentStreamInitialFixingDateBusinessCenterGrp> | N |
When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's reset dates. |
||
| 40601 | UnderlyingPaymentStreamInitialFixingDateOffsetPeriod | N |
Conditionally required when UnderlyingPaymentStreamInitialFixingDateOffsetUnit <40602> is specified. |
|
| 40602 | UnderlyingPaymentStreamInitialFixingDateOffsetUnit | N |
Conditionally required when UnderlyingPaymentStreamInitialFixingDateOffsetPeriod <40601> is specified. |
|
| 40603 | UnderlyingPaymentStreamInitialFixingDateOffsetDayType | N | ||
| 40604 | UnderlyingPaymentStreamInitialFixingDateAdjusted | N | ||
| 40605 | UnderlyingPaymentStreamFixingDateRelativeTo | N | ||
| 40606 | UnderlyingPaymentStreamFixingDateBusinessDayConvention | N |
When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's reset dates. |
|
| Component Block - <UnderlyingPaymentStreamFixingDateBusinessCenterGrp> | N |
When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's reset dates. |
||
| 40608 | UnderlyingPaymentStreamFixingDateOffsetPeriod | N |
Conditionally required when UnderlyingPaymentStreamFixingDateOffsetUnit <40609> is specified. |
|
| 40609 | UnderlyingPaymentStreamFixingDateOffsetUnit | N |
Conditionally required when UnderlyingPaymentStreamFixingDateOffsetPeriod <40608> is specified. |
|
| 40610 | UnderlyingPaymentStreamFixingDateOffsetDayType | N | ||
| 40611 | UnderlyingPaymentStreamFixingDateAdjusted | N | ||
| 40612 | UnderlyingPaymentStreamRateCutoffDateOffsetPeriod | N |
Conditionally required when UnderlyingPaymentStreamRateCutoffDateOffsetUnit <40613> is specified. |
|
| 40613 | UnderlyingPaymentStreamRateCutoffDateOffsetUnit | N |
Conditionally required when UnderlyingPaymentStreamRateCutoffDateOffsetPeriod <40612> is specified. |
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| 40614 | UnderlyingPaymentStreamRateCutoffDateOffsetDayType | N | ||
| Component Block - <UnderlyingPaymentStreamFixingDateGrp> | N | |||