Description
The CashSettlTermGrp is a repeating component within the Instrument component used to report cash settlement terms referenced from UnderlyingInstruments.
Usage of CashSettlTermGrp must either include a known CashSettlAmount <40034> or provide the cash settlement term parameters needed to derive the cash settlement amount.
CashSettlTermXID <40039> is provided for cross-referencing from an instance of the UnderlyingInstrument component through the UnderlyingSettlTermXIDRef <41315> field.
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| 40022 | NoCashSettlTerms | N | ||
| → | 40023 | CashSettlCurrency | N |
Required if NoCashSettlTerms <40022> > 0. |
| → | 40024 | CashSettlValuationFirstBusinessDayOffset | N | |
| → | 40916 | CashSettlValuationSubsequentBusinessDaysOffset | N | |
| → | 40917 | CashSettlNumOfValuationDates | N | |
| → | 40025 | CashSettlValuationTime | N | |
| → | 40026 | CashSettlBusinessCenter | N | |
| → | 40027 | CashSettlQuoteMethod | N | |
| → | 40028 | CashSettlQuoteAmount | N | |
| → | 40029 | CashSettlQuoteCurrency | N | |
| → | 40030 | CashSettlMinimumQuoteAmount | N | |
| → | 40031 | CashSettlMinimumQuoteCurrency | N | |
| → | Component Block - <CashSettlDealerGrp> | N | ||
| → | 42216 | CashSettlPriceSource | N | |
| → | 42217 | CashSettlPriceDefault | N | |
| → | 40033 | CashSettlBusinessDays | N | |
| → | 40034 | CashSettlAmount | N | |
| → | Component Block - <CashSettlDate> | N | ||
| → | 40035 | CashSettlRecoveryFactor | N | |
| → | 40036 | CashSettlFixedTermIndicator | N | |
| → | 40037 | CashSettlAccruedInterestIndicator | N | |
| → | 40038 | CashSettlValuationMethod | N | |
| → | 40039 | CashSettlTermXID | N | |