Component LegPaymentStreamCompoundingDates (Block)

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

Added in protocol FIX.5.0SP2 (208)

Field or Component Name Description Is Required Added Is Deprecated
42408 LegPaymentStreamCompoundingDatesBusinessDayConvention 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. FIX.5.0SP2 (208)
BlockRepeating LegPaymentStreamCompoundingDatesBusinessCenterGrp 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. FIX.5.0SP2 (208)
BlockRepeating LegPaymentStreamCompoundingDateGrp FIX.5.0SP2 (208)
42409 LegPaymentStreamCompoundingDatesRelativeTo FIX.5.0SP2 (208)
42410 LegPaymentStreamCompoundingDatesOffsetPeriod Conditionally required when LegPaymentStreamCompoundingDatesOffsetUnit (42411) is specified. FIX.5.0SP2 (208)
42411 LegPaymentStreamCompoundingDatesOffsetUnit Conditionally required when LegPaymentStreamCompoundingDatesOffsetPeriod (42410) is specified. FIX.5.0SP2 (208)
42412 LegPaymentStreamCompoundingDatesOffsetDayType FIX.5.0SP2 (208)
42413 LegPaymentStreamCompoundingPeriodSkip FIX.5.0SP2 (208)
Block LegPaymentStreamCompoundingStartDate FIX.5.0SP2 (208)
Block LegPaymentStreamCompoundingEndDate FIX.5.0SP2 (208)
42414 LegPaymentStreamCompoundingFrequencyPeriod Conditionally required when LegPayamentStreamCompoundingFrequencyUnit(42415) is specified. FIX.5.0SP2 (208)
42415 LegPaymentStreamCompoundingFrequencyUnit Conditionally required when LegPayamentStreamCompoundingFrequencyPeriod(42414) is specified. FIX.5.0SP2 (208)
42416 LegPaymentStreamCompoundingRollConvention 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. FIX.5.0SP2 (208)
42417 LegPaymentStreamBoundsFirstDateUnadjusted FIX.5.0SP2 (208)
42418 LegPaymentStreamBoundsLastDateUnadjusted FIX.5.0SP2 (208)

Used in components