| 42904 |
UnderlyingPaymentStreamCompoundingDatesBusinessDayConvention
|
N |
When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in
UnderlyingInstrument. The specified value would be specific to payment stream compounding dates.
|
|
Component Block - <UnderlyingPaymentStreamCompoundingDatesBusinessCenterGrp>
|
N |
When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in
UnderlyingInstrument. The specified values would be specific to payment stream compounding dates.
|
|
Component Block - <UnderlyingPaymentStreamCompoundingDateGrp>
|
N |
|
| 42905 |
UnderlyingPaymentStreamCompoundingDatesRelativeTo
|
N |
|
| 42906 |
UnderlyingPaymentStreamCompoundingDatesOffsetPeriod
|
N |
Conditionally required when UnderlyingPaymentStreamCompoundingDatesOffsetUnit <42907> is specified.
|
| 42907 |
UnderlyingPaymentStreamCompoundingDatesOffsetUnit
|
N |
Conditionally required when UnderlyingPaymentStreamCompoundingDatesOffsetPeriod <42906> is specified.
|
| 42908 |
UnderlyingPaymentStreamCompoundingDatesOffsetDayType
|
N |
|
| 42909 |
UnderlyingPaymentStreamCompoundingPeriodSkip
|
N |
|
|
Component Block - <UnderlyingPaymentStreamCompoundingStartDate>
|
N |
|
|
Component Block - <UnderlyingPaymentStreamCompoundingEndDate>
|
N |
|
| 42910 |
UnderlyingPaymentStreamCompoundingFrequencyPeriod
|
N |
Conditionally required when UnderlyingPaymentStreamCompoundingFrequencyUnit <42911> is specified.
|
| 42911 |
UnderlyingPaymentStreamCompoundingFrequencyUnit
|
N |
Conditionally required when UnderlyingPaymentStreamCompoundingFrequencyPeriod <42910> is specified.
|
| 42912 |
UnderlyingPaymentStreamCompoundingRollConvention
|
N |
When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in
UnderlyingInstrument. The specified value would be specific to this instance of the payment stream dates.
|
| 42913 |
UnderlyingPaymentStreamBoundsFirstDateUnadjusted
|
N |
|
| 42914 |
UnderlyingPaymentStreamBoundsLastDateUnadjusted
|
N |
|
