Description
UnderlyingPaymentStreamNonDeliverableFixingDate is a subcomponent of the UnderlyingPaymentStreamNonDeliverableSettlTerms component used to specify predetermined fixing dates.
For the purpose of optimization, the UnderlyingNonDeliverableFixingDateType <40658> field may optionally be omitted after the first instance provided the instance(s) which immediately follow is of the same date type. When the next instance requires a different date type from the prior instance, the UnderlyingNonDeliverableFixingDateType <40658> is required to specify the date type.
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| 40656 | NoUnderlyingNonDeliverableFixingDates | N | ||
| → | 40657 | UnderlyingNonDeliverableFixingDate | N |
Required if NoUnderlyingNonDeliverableFixingDates <40656> > 0. |
| → | 40658 | UnderlyingNonDeliverableFixingDateType | N |
When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. |