Description

UnderlyingPaymentStreamResetDates is a subcomponent of the UnderlyingPaymentStream component used to specify the floating rate reset dates of the stream.

Structure

Tag Field Name Req'd Comments
40592 UnderlyingPaymentStreamResetDateRelativeTo N
40593 UnderlyingPaymentStreamResetDateBusinessDayConvention N

When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's reset dates.

Component Block - <UnderlyingPaymentStreamResetDateBusinessCenterGrp> N

When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's reset dates.

40595 UnderlyingPaymentStreamResetFrequencyPeriod N

Conditionally required when UnderlyingPaymentStreamResetFrequencyUnit <40596> is specified.

40596 UnderlyingPaymentStreamResetFrequencyUnit N

Conditionally required when UnderlyingPaymentStreamResetFrequencyPeriod <40595> is specified.

40597 UnderlyingPaymentStreamResetWeeklyRollConvention N

When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the reset dates.

40598 UnderlyingPaymentStreamInitialFixingDateRelativeTo N
40599 UnderlyingPaymentStreamInitialFixingDateBusinessDayConvention N

When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's reset dates.

Component Block - <UnderlyingPaymentStreamInitialFixingDateBusinessCenterGrp> N

When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's reset dates.

40601 UnderlyingPaymentStreamInitialFixingDateOffsetPeriod N

Conditionally required when UnderlyingPaymentStreamInitialFixingDateOffsetUnit <40602> is specified.

40602 UnderlyingPaymentStreamInitialFixingDateOffsetUnit N

Conditionally required when UnderlyingPaymentStreamInitialFixingDateOffsetPeriod <40601> is specified.

40603 UnderlyingPaymentStreamInitialFixingDateOffsetDayType N
40604 UnderlyingPaymentStreamInitialFixingDateAdjusted N
40605 UnderlyingPaymentStreamFixingDateRelativeTo N
40606 UnderlyingPaymentStreamFixingDateBusinessDayConvention N

When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's reset dates.

Component Block - <UnderlyingPaymentStreamFixingDateBusinessCenterGrp> N

When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's reset dates.

40608 UnderlyingPaymentStreamFixingDateOffsetPeriod N

Conditionally required when UnderlyingPaymentStreamFixingDateOffsetUnit <40609> is specified.

40609 UnderlyingPaymentStreamFixingDateOffsetUnit N

Conditionally required when UnderlyingPaymentStreamFixingDateOffsetPeriod <40608> is specified.

40610 UnderlyingPaymentStreamFixingDateOffsetDayType N
40611 UnderlyingPaymentStreamFixingDateAdjusted N
40612 UnderlyingPaymentStreamRateCutoffDateOffsetPeriod N

Conditionally required when UnderlyingPaymentStreamRateCutoffDateOffsetUnit <40613> is specified.

40613 UnderlyingPaymentStreamRateCutoffDateOffsetUnit N

Conditionally required when UnderlyingPaymentStreamRateCutoffDateOffsetPeriod <40612> is specified.

40614 UnderlyingPaymentStreamRateCutoffDateOffsetDayType N
Component Block - <UnderlyingPaymentStreamFixingDateGrp> N

Used In