Description

UnderlyingDividendPeriodGrp is a repeating subcomponent within the UnderlyingDividendConditions component. It is used to specify the valuation and payments dates of the dividend leg of a dividend swap.

Structure

Tag Field Name Req'd Comments
42862 NoUnderlyingDividendPeriods N
42863 UnderlyingDividendPeriodSequence N

Required if NoUnderlyingDividendPeriods <42862> > 0.

42864 UnderlyingDividendPeriodStartDateUnadjusted N
42865 UnderlyingDividendPeriodEndDateUnadjusted N
42866 UnderlyingDividendPeriodUnderlierRefID N

When specified, this overrides UnderlyingDividendUnderlierRefID <42829>. The specified value would be specific to this dividend period instance.

42867 UnderlyingDividendPeriodStrikePrice N
42868 UnderlyingDividendPeriodBusinessDayConvention N

When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this dividend period instance.

Component Block - <UnderlyingDividendPeriodBusinessCenterGrp> N

When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this dividend period instance.

42869 UnderlyingDividendPeriodValuationDateUnadjusted N
42870 UnderlyingDividendPeriodValuationDateRelativeTo N
42871 UnderlyingDividendPeriodValuationDateOffsetPeriod N

Conditionally required when UnderlyingDividendPeriodValuationDateOffsetUnit <42872> is specified.

42872 UnderlyingDividendPeriodValuationDateOffsetUnit N

Conditionally required when UnderlyingDividendPeriodValuationDateOffsetPeriod <42871> is specified.

42873 UnderlyingDividendPeriodValuationDateOffsetDayType N
42874 UnderlyingDividendPeriodValuationDateAdjusted N
42875 UnderlyingDividendPeriodPaymentDateUnadjusted N
42876 UnderlyingDividendPeriodPaymentDateRelativeTo N
42877 UnderlyingDividendPeriodPaymentDateOffsetPeriod N

Conditionally required when UnderlyingDividendPeriodPaymentDateOffsetUnit <42878> is specified.

42878 UnderlyingDividendPeriodPaymentDateOffsetUnit N

Conditionally required when UnderlyingDividendPeriodPaymentDateOffsetPeriod <42877> is specified.

42879 UnderlyingDividendPeriodPaymentDateOffsetDayType N
42880 UnderlyingDividendPeriodPaymentDateAdjusted N
42881 UnderlyingDividendPeriodXID N

Used In