Description

The UnderlyingProvisionCashSettlValueDates is a subcomponent within the UnderlyingProvisionGrp component used to report the cash settlement value date and time defined in the provision.

Structure

Tag Field Name Req'd Comments
42104 UnderlyingProvisionCashSettlValueTime N
42105 UnderlyingProvisionCashSettlValueTimeBusinessCenter N
42106 UnderlyingProvisionCashSettlValueDateBusinessDayConvention N

When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional cash settlement value date.

Component Block - <UnderlyingProvisionCashSettlValueDateBusinessCenterGrp> 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 provisional cash settlement value date.

42107 UnderlyingProvisionCashSettlValueDateRelativeTo N
42108 UnderlyingProvisionCashSettlValueDateOffsetPeriod N

Conditionally required when UnderlyingProvisionCashSettlValueDateOffsetUnit <42109> is specified.

42109 UnderlyingProvisionCashSettlValueDateOffsetUnit N

Conditionally required when UnderlyingProvisionCashSettlValueDateOffsetPeriod <42108> is specified.

42110 UnderlyingProvisionCashSettlValueDateOffsetDayType N
42111 UnderlyingProvisionCashSettlValueDateAdjusted N

Used In