Description
PaymentStreamCompoundingDates is a subcomponent of the PaymentStream component used to specify the compounding dates of the stream - either specific, relative or periodic dates.
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| 42609 | PaymentStreamCompoundingDatesBusinessDayConvention | N |
When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to payment stream compounding dates. |
|
| Component Block - <PaymentStreamCompoundingDatesBusinessCenterGrp> | N |
When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to payment stream compounding dates. |
||
| Component Block - <PaymentStreamCompoundingDateGrp> | N | |||
| 42610 | PaymentStreamCompoundingDatesRelativeTo | N | ||
| 42611 | PaymentStreamCompoundingDatesOffsetPeriod | N |
Conditionally required when PaymentStreamCompoundingDatesOffsetUnit <42612> is specified. |
|
| 42612 | PaymentStreamCompoundingDatesOffsetUnit | N |
Conditionally required when PaymentStreamCompoundingDatesOffsetPeriod <42611> is specified. |
|
| 42613 | PaymentStreamCompoundingDatesOffsetDayType | N | ||
| 42614 | PaymentStreamCompoundingPeriodSkip | N | ||
| Component Block - <PaymentStreamCompoundingStartDate> | N | |||
| Component Block - <PaymentStreamCompoundingEndDate> | N | |||
| 42615 | PaymentStreamCompoundingFrequencyPeriod | N |
Conditionally required when PaymentStreamCompoundingFrequencyUnit <42616> is specified. |
|
| 42616 | PaymentStreamCompoundingFrequencyUnit | N |
Conditionally required when PaymentStreamCompoundingFrequencyPeriod <42615> is specified. |
|
| 42617 | PaymentStreamCompoundingRollConvention | N |
When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream compounding dates. |
|
| 42618 | PaymentStreamBoundsFirstDateUnadjusted | N | ||
| 42619 | PaymentStreamBoundsLastDateUnadjusted | N | ||