Description
PaymentStreamPaymentDates is a subcomponent of the PaymentStream component used to specify the payment dates of the stream.
For equity return swaps this component is used to specify the interim price payment dates and the PaymentStreamFinalPricePaymentDate component is used to specify the final price payment date.
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| 40751 | PaymentStreamPaymentDateBusinessDayConvention | 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 payment dates. |
|
| Component Block - <PaymentStreamPaymentDateBusinessCenterGrp> | 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 payment dates. |
||
| Component Block - <PaymentStreamPaymentDateGrp> | N | |||
| 40753 | PaymentStreamPaymentFrequencyPeriod | N |
Conditionally required when PaymentStreamPaymentFrequencyUnit <40754> is specified. |
|
| 40754 | PaymentStreamPaymentFrequencyUnit | N |
Conditionally required when PaymentStreamPaymentFrequencyPeriod <40753> is specified. |
|
| 40755 | PaymentStreamPaymentRollConvention | 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 payment dates |
|
| 40756 | PaymentStreamFirstPaymentDateUnadjusted | N | ||
| 40757 | PaymentStreamLastRegularPaymentDateUnadjusted | N | ||
| 40758 | PaymentStreamPaymentDateRelativeTo | N | ||
| 40759 | PaymentStreamPaymentDateOffsetPeriod | N |
Conditionally required when PaymentStreamPaymentDateOffsetUnit <40760> is specified. |
|
| 40760 | PaymentStreamPaymentDateOffsetUnit | N |
Conditionally required when PaymentStreamPaymentDateOffsetPeriod <40759> is specified. |
|
| 40920 | PaymentStreamPaymentDateOffsetDayType | N | ||
| 41223 | PaymentStreamMasterAgreementPaymentDatesIndicator | N | ||
| Component Block - <PaymentStreamFinalPricePaymentDate> | N | |||