Description

LegStreamEffectivedDate is a subcomponent of the LegStreamGrp component used to specify the effective date of the stream.

Structure

Tag Field Name Req'd Comments
40249 LegStreamEffectiveDateUnadjusted N
40250 LegStreamEffectiveDateBusinessDayConvention N

When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream effective date.

Component Block - <LegStreamEffectiveDateBusinessCenterGrp> N

When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream stream effective date.

40252 LegStreamEffectiveDateRelativeTo N
40253 LegStreamEffectiveDateOffsetPeriod N

Conditionally required when LegStreamEffectiveDateOffsetUnit <40254> is specified.

40254 LegStreamEffectiveDateOffsetUnit N

Conditionally required when LegStreamEffectiveDateOffsetPeriod <40253> is specified.

40255 LegStreamEffectiveDateOffsetDayType N
40256 LegStreamEffectiveDateAdjusted N

Used In