Description

LegPaymentStreamCompoundingDates is a subcomponent of the LegPaymentStream component used to specify the compounding dates of the stream - either specific, relative or periodic dates.

Structure

Tag Field Name Req'd Comments
42408 LegPaymentStreamCompoundingDatesBusinessDayConvention N

When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to payment stream compounding dates.

Component Block - <LegPaymentStreamCompoundingDatesBusinessCenterGrp> N

When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to payment stream compounding dates.

Component Block - <LegPaymentStreamCompoundingDateGrp> N
42409 LegPaymentStreamCompoundingDatesRelativeTo N
42410 LegPaymentStreamCompoundingDatesOffsetPeriod N

Conditionally required when LegPaymentStreamCompoundingDatesOffsetUnit <42411> is specified.

42411 LegPaymentStreamCompoundingDatesOffsetUnit N

Conditionally required when LegPaymentStreamCompoundingDatesOffsetPeriod <42410> is specified.

42412 LegPaymentStreamCompoundingDatesOffsetDayType N
42413 LegPaymentStreamCompoundingPeriodSkip N
Component Block - <LegPaymentStreamCompoundingStartDate> N
Component Block - <LegPaymentStreamCompoundingEndDate> N
42414 LegPaymentStreamCompoundingFrequencyPeriod N

Conditionally required when LegPaymentStreamCompoundingFrequencyUnit <42415> is specified.

42415 LegPaymentStreamCompoundingFrequencyUnit N

Conditionally required when LegPaymentStreamCompoundingFrequencyPeriod <42414> is specified.

42416 LegPaymentStreamCompoundingRollConvention N

When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of payment stream compounding dates.

42417 LegPaymentStreamBoundsFirstDateUnadjusted N
42418 LegPaymentStreamBoundsLastDateUnadjusted N

Used In