Description

LegDividendPeriodGrp is a repeating subcomponent within the LegDividendConditions component. It is used to specify the valuation and payments dates of the dividend leg of a dividend swap.

Structure

Tag Field Name Req'd Comments
42366 NoLegDividendPeriods N
42367 LegDividendPeriodSequence N

Required if NoLegDividendPeriods <42366> > 0.

42368 LegDividendPeriodStartDateUnadjusted N
42369 LegDividendPeriodEndDateUnadjusted N
42370 LegDividendPeriodUnderlierRefID N

When specified, this overrides LegDividendUnderlierRefID <42340>. The specified value would be specific to this dividend period instance.

42371 LegDividendPeriodStrikePrice N
42372 LegDividendPeriodBusinessDayConvention N

When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this dividend period instance.

Component Block - <LegDividendPeriodBusinessCenterGrp> N

When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this dividend period instance.

42373 LegDividendPeriodValuationDateUnadjusted N
42374 LegDividendPeriodValuationDateRelativeTo N
42375 LegDividendPeriodValuationDateOffsetPeriod N

Conditionally required when LegDividendPeriodValuationDateOffsetUnit <42376> is specified.

42376 LegDividendPeriodValuationDateOffsetUnit N

Conditionally required when LegDividendPeriodValuationDateOffsetPeriod <42375> is specified.

42377 LegDividendPeriodValuationDateOffsetDayType N
42378 LegDividendPeriodValuationDateAdjusted N
42379 LegDividendPeriodPaymentDateUnadjusted N
42380 LegDividendPeriodPaymentDateRelativeTo N
42381 LegDividendPeriodPaymentDateOffsetPeriod N

Conditionally required when LegDividendPeriodPaymentDateOffsetUnit <42382> is specified.

42382 LegDividendPeriodPaymentDateOffsetUnit N

Conditionally required when LegDividendPeriodPaymentDateOffsetPeriod <42381> is specified.

42383 LegDividendPeriodPaymentDateOffsetDayType N
42384 LegDividendPeriodPaymentDateAdjusted N
42385 LegDividendPeriodXID N

Used In