Description

UnderlyingPaymentStreamPaymentDates is a subcomponent of the UnderlyingPaymentStream component used to specify the payment dates of the stream.

For equity return swaps this component is used to specify the interim price payment dates and the UnderlyingPaymentStreamFinalPricePaymentDate component is used to specify the final price payment date.

Structure

Tag Field Name Req'd Comments
40581 UnderlyingPaymentStreamPaymentDateBusinessDayConvention 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 payment dates.

Component Block - <UnderlyingPaymentStreamPaymentDateBusinessCenterGrp> 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 payment dates.

Component Block - <UnderlyingPaymentStreamPaymentDateGrp> N
40583 UnderlyingPaymentStreamPaymentFrequencyPeriod N

Conditionally required when UnderlyingPaymentStreamPaymentFrequencyUnit <40584> is specified.

40584 UnderlyingPaymentStreamPaymentFrequencyUnit N

Conditionally required when UnderlyingPaymentStreamPaymentFrequencyPeriod <40583> is specified.

40585 UnderlyingPaymentStreamPaymentRollConvention 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 stream payment dates.

40586 UnderlyingPaymentStreamFirstPaymentDateUnadjusted N
40587 UnderlyingPaymentStreamLastRegularPaymentDateUnadjusted N
40588 UnderlyingPaymentStreamPaymentDateRelativeTo N
40589 UnderlyingPaymentStreamPaymentDateOffsetPeriod N

Conditionally required when UnderlyingPaymentStreamPaymentDateOffsetUnit <40590> is specified.

40590 UnderlyingPaymentStreamPaymentDateOffsetUnit N

Conditionally required when UnderlyingPaymentStreamPaymentDateOffsetPeriod <40589> is specified.

40591 UnderlyingPaymentStreamPaymentDateOffsetDayType N
41940 UnderlyingPaymentStreamMasterAgreementPaymentDatesIndicator N
Component Block - <UnderlyingPaymentStreamFinalPricePaymentDate> N

Used In