The CashSettlTermGrp is a repeating component within the Instrument component used to report cash settlement terms referenced from UnderlyingInstruments.

Usage of CashSettlTermGrp must either include a known CashSettlAmount <40034> or provide the cash settlement term parameters needed to derive the cash settlement amount.

CashSettlTermXID <40039> is provided for cross-referencing from an instance of the UnderlyingInstrument component through the UnderlyingSettlTermXIDRef <41315> field.


Tag Field Name Req'd Comments
40022 NoCashSettlTerms N
40023 CashSettlCurrency N

Required if NoCashSettlTerms <40022> > 0.

40024 CashSettlValuationFirstBusinessDayOffset N
40916 CashSettlValuationSubsequentBusinessDaysOffset N
40917 CashSettlNumOfValuationDates N
40025 CashSettlValuationTime N
40026 CashSettlBusinessCenter N
40027 CashSettlQuoteMethod N
40028 CashSettlQuoteAmount N
40029 CashSettlQuoteCurrency N
40030 CashSettlMinimumQuoteAmount N
40031 CashSettlMinimumQuoteCurrency N
Component Block - <CashSettlDealerGrp> N
42216 CashSettlPriceSource N
42217 CashSettlPriceDefault N
40033 CashSettlBusinessDays N
40034 CashSettlAmount N
Component Block - <CashSettlDate> N
40035 CashSettlRecoveryFactor N
40036 CashSettlFixedTermIndicator N
40037 CashSettlAccruedInterestIndicator N
40038 CashSettlValuationMethod N
40039 CashSettlTermXID N

Used In