The LegCashSettlTermGrp is a repeating component within the InstrumentLeg component used to report cash settlement terms.

Usage of LegCashSettlTermGrp must either include a known LegCashSettlAmount <41357> or provide the cash settlement term parameters needed to derive the cash settlement amount. LegCashSettlTermXID <41362> is provided for cross-referencing from an instance of the UnderlyingInstrument component through the UnderlyingSettlTermXIDRef <41315> field.


Tag Field Name Req'd Comments
41344 NoLegCashSettlTerms N
41345 LegCashSettlCurrency N

Required if NoLegCashSettlTerms <41344> > 0.

41346 LegCasSettlValuationFirstBusinessDayOffset N
41347 LegCashSettlValuationSubsequentBusinessDaysOffset N
41348 LegCashSettlNumOfValuationDates N
41349 LegCashSettlValuationTime N
41350 LegCashSettlBusinessCenter N
41351 LegCashSettlQuoteMethod N
41352 LegCashSettlQuoteAmount N
41353 LegCashSettlQuoteCurrency N
41354 LegCashSettlMinimumQuoteAmount N
41355 LegCashSettlMinimumQuoteCurrency N
Component Block - <LegCashSettlDealerGrp> N
42308 LegCashSettlPriceSource N
42309 LegCashSettlPriceDefault N
41356 LegCashSettlBusinessDays N
41357 LegCashSettlAmount N
Component Block - <LegCashSettlDate> N
41358 LegCashSettlRecoveryFactor N
41359 LegCashSettlFixedTermIndicator N
41360 LegCashSettlAccruedInterestIndicator N
41361 LegCashSettlValuationMethod N
41362 LegCashSettlTermXID N

Used In