Description

LegStreamTerminationDate is a subcomponent of the LegStreamGrp component used to specify the termination date of the stream.

Structure

Tag Field Name Req'd Comments
40257 LegStreamTerminationDateUnadjusted N
40258 LegStreamTerminationDateBusinessDayConvention N

When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream termination date.

Component Block - <LegStreamTerminationDateBusinessCenterGrp> N

When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream termination date.

40260 LegStreamTerminationDateRelativeTo N
40261 LegStreamTerminationDateOffsetPeriod N

Conditionally required when LegStreamTerminationDateOffsetUnit <40262> is specified.

40262 LegStreamTerminationDateOffsetUnit N

Conditionally required when LegStreamTerminationDateOffsetPeriod <40261> is specified.

40263 LegStreamTerminationDateOffsetDayType N
40264 LegStreamTerminationDateAdjusted N

Used In