| 42904 |
UnderlyingPaymentStreamCompoundingDatesBusinessDayConvention |
When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to payment stream compounding dates. |
|
FIX.5.0SP2 (208) |
|
| BlockRepeating |
UnderlyingPaymentStreamCompoundingDatesBusinessCenterGrp |
When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to payment stream compounding dates. |
|
FIX.5.0SP2 (208) |
|
| Block |
UnderlyingPaymentStreamCompoundingDateGrp |
|
|
FIX.5.0SP2 (208) |
|
| 42905 |
UnderlyingPaymentStreamCompoundingDatesRelativeTo |
|
|
FIX.5.0SP2 (208) |
|
| 42906 |
UnderlyingPaymentStreamCompoundingDatesOffsetPeriod |
Conditionally required when UnderlyingPaymentStreamCompoundingDatesOffsetUnit (42907) is specified. |
|
FIX.5.0SP2 (208) |
|
| 42907 |
UnderlyingPaymentStreamCompoundingDatesOffsetUnit |
Conditionally required when UnderlyingPaymentStreamCompoundingDatesOffsetPeriod (42906) is specified. |
|
FIX.5.0SP2 (208) |
|
| 42908 |
UnderlyingPaymentStreamCompoundingDatesOffsetDayType |
|
|
FIX.5.0SP2 (208) |
|
| 42909 |
UnderlyingPaymentStreamCompoundingPeriodSkip |
|
|
FIX.5.0SP2 (208) |
|
| Block |
UnderlyingPaymentStreamCompoundingStartDate |
|
|
FIX.5.0SP2 (208) |
|
| Block |
UnderlyingPaymentStreamCompoundingEndDate |
|
|
FIX.5.0SP2 (208) |
|
| 42910 |
UnderlyingPaymentStreamCompoundingFrequencyPeriod |
Conditionally required when UnderlyingPaymentStreamCompoundingFrequencyUnit (42911) is specified. |
|
FIX.5.0SP2 (208) |
|
| 42911 |
UnderlyingPaymentStreamCompoundingFrequencyUnit |
Conditionally required when UnderlyingPaymentStreamCompoundingFrequencyPeriod (42910) is specified. |
|
FIX.5.0SP2 (208) |
|
| 42912 |
UnderlyingPaymentStreamCompoundingRollConvention |
When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the payment stream dates. |
|
FIX.5.0SP2 (208) |
|
| 42913 |
UnderlyingPaymentStreamBoundsFirstDateUnadjusted |
|
|
FIX.5.0SP2 (208) |
|
| 42914 |
UnderlyingPaymentStreamBoundsLastDateUnadjusted |
|
|
FIX.5.0SP2 (208) |
|
