Description
The LegCashSettlTermGrp is a repeating component within the InstrumentLeg component used to report cash settlement terms.
Usage of LegCashSettlTermGrp must either include a known LegCashSettlAmount <41357> or provide the cash settlement term parameters needed to derive the cash settlement amount. LegCashSettlTermXID <41362> is provided for cross-referencing from an instance of the UnderlyingInstrument component through the UnderlyingSettlTermXIDRef <41315> field.
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| 41344 | NoLegCashSettlTerms | N | ||
| → | 41345 | LegCashSettlCurrency | N |
Required if NoLegCashSettlTerms <41344> > 0. |
| → | 41346 | LegCasSettlValuationFirstBusinessDayOffset | N | |
| → | 41347 | LegCashSettlValuationSubsequentBusinessDaysOffset | N | |
| → | 41348 | LegCashSettlNumOfValuationDates | N | |
| → | 41349 | LegCashSettlValuationTime | N | |
| → | 41350 | LegCashSettlBusinessCenter | N | |
| → | 41351 | LegCashSettlQuoteMethod | N | |
| → | 41352 | LegCashSettlQuoteAmount | N | |
| → | 41353 | LegCashSettlQuoteCurrency | N | |
| → | 41354 | LegCashSettlMinimumQuoteAmount | N | |
| → | 41355 | LegCashSettlMinimumQuoteCurrency | N | |
| → | Component Block - <LegCashSettlDealerGrp> | N | ||
| → | 42308 | LegCashSettlPriceSource | N | |
| → | 42309 | LegCashSettlPriceDefault | N | |
| → | 41356 | LegCashSettlBusinessDays | N | |
| → | 41357 | LegCashSettlAmount | N | |
| → | Component Block - <LegCashSettlDate> | N | ||
| → | 41358 | LegCashSettlRecoveryFactor | N | |
| → | 41359 | LegCashSettlFixedTermIndicator | N | |
| → | 41360 | LegCashSettlAccruedInterestIndicator | N | |
| → | 41361 | LegCashSettlValuationMethod | N | |
| → | 41362 | LegCashSettlTermXID | N | |