Description

The LegAdditionalTermBondRefGrp is a repeating group subcomponent of the LegAdditionalTermGrp component used to identify an underlying reference bond for a swap.

Structure

Tag Field Name Req'd Comments
41316 NoLegAdditionalTermBondRefs N
41317 LegAdditionalTermBondSecurityID N

Required if NoLegAdditionalTermBondRefs <41316> > 0.

41318 LegAdditionalTermBondSecurityIDSource N

Conditionally required when LegAdditionalTermBondSecurityID <41317> is specified.

41319 LegAdditionalTermBondDesc N
41320 EncodedLegAdditionalTermBondDescLen N

Must be set if EncodedLegAdditionalTermBondDesc <41321> field is specified and must immediately precede it.

41321 EncodedLegAdditionalTermBondDesc N

Encoded (non-ASCII characters) representation of the LegAdditionalTermBondDesc <41319> field in the encoded format specified via the MessageEncoding <347> field.

41322 LegAdditionalTermBondCurrency N
41323 LegAdditionalTermBondIssuer N
41324 EncodedLegAdditionalTermBondIssuerLen N

Must be set if EncodedLegAdditionalTermBondIssuer <41325> field is specified and must immediately precede it.

41325 EncodedLegAdditionalTermBondIssuer N

Encoded (non-ASCII characters) representation of the LegAdditionalTermBondIssuer <41323> field in the encoded format specified via the MessageEncoding <347> field.

41326 LegAdditionalTermBondSeniority N
41327 LegAdditionalTermBondCouponType N
41328 LegAdditionalTermBondCouponRate N
41329 LegAdditionalTermBondMaturityDate N
41330 LegAdditionalTermBondParValue N
41331 LegAdditionalTermBondCurrentTotalIssuedAmount N
41332 LegAdditionalTermBondCouponFrequencyPeriod N

Conditionally required when LegAdditionalTermBondCouponFrequencyUnit <41333> is specified.

41333 LegAdditionalTermBondCouponFrequencyUnit N

Conditionally required when LegAdditionalTermBondCouponFrequencyPeriod <41332> is specified.

41334 LegAdditionalTermBondDayCount N

Used In