Description

The UnderlyingCashSettlTermGrp is a repeating component within the UnderlyingInstrument component used to report cash settlement terms.

Usage of UnderlyingCashSettlTermGrp must either include a known UnderlyingCashSettlAmount <42054> or provide the cash settlement term parameters needed to derive the cash settlement amount. UnderlyingCashSettlTermXID <42059> is provided for cross-referencing from an instance of the UnderlyingInstrument component through the UnderlyingSettlTermXIDRef <41315> field.

Structure

Tag Field Name Req'd Comments
42041 NoUnderlyingCashSettlTerms N
42042 UnderlyingCashSettlCurrency N

Required if NoUnderlyingCashSettlTerms <42041> > 0.

42043 UnderlyingCashSettlValuationFirstBusinessDayOffset N
42044 UnderlyingCashSettlValuationSubsequentBusinessDaysOffset N
42045 UnderlyingCashSettlNumOfValuationDates N
42046 UnderlyingCashSettlValuationTime N
42047 UnderlyingCashSettlBusinessCenter N
42048 UnderlyingCashSettlQuoteMethod N
42049 UnderlyingCashSettlQuoteAmount N
42050 UnderlyingCashSettlQuoteCurrency N
42051 UnderlyingCashSettlMinimumQuoteAmount N
42052 UnderlyingCashSettlMinimumQuoteCurrency N
Component Block - <UnderlyingCashSettlDealerGrp> N
42797 UnderlyingCashSettlPriceSource N
42798 UnderlyingCashSettlPriceDefault N
42053 UnderlyingCashSettlBusinessDays N
42054 UnderlyingCashSettlAmount N
Component Block - <UnderlyingCashSettlDate> N
42055 UnderlyingCashSettlRecoveryFactor N
42056 UnderlyingCashSettlFixedTermIndicator N
42057 UnderlyingCashSettlAccruedInterestIndicator N
42058 UnderlyingCashSettlValuationMethod N
42059 UnderlyingCashSettlTermXID N

Used In