Description

The UnderlyingProvisionGrp is a repeating subcomponent of the UnderlyingInstrument component used to detail additional terms and conditions associated with the instrument.

A swap may have one or more provisions defined.

Structure

Tag Field Name Req'd Comments
42149 NoUnderlyingProvisions N
42150 UnderlyingProvisionType N

Required if NoUnderlyingProvisions <42149> > 0.

42151 UnderlyingProvisionDateUnadjusted N
42152 UnderlyingProvisionDateBusinessDayConvention 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 instrument provisions.

Component Block - <UnderlyingProvisionDateBusinessCenterGrp> 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 instrument provisions.

42153 UnderlyingProvisionDateAdjusted N
42154 UnderlyingProvisionDateTenorPeriod N

Conditionally required when UnderlyingProvisionDateTenorUnit <42155> is specified.

42155 UnderlyingProvisionDateTenorUnit N

Conditionally required when UnderlyingProvisionDateTenorPeriod <42154> is specified.

43002 UnderlyingProvisionBreakFeeElection N
43003 UnderlyingProvisionBreakFeeRate N
42156 UnderlyingProvisionCalculationAgent N
42157 UnderlyingProvisionOptionSinglePartyBuyerSide N
42158 UnderlyingProvisionOptionSinglePartySellerSide N
Component Block - <UnderlyingProvisionCashSettlValueDates> N
Component Block - <UnderlyingProvisionOptionExerciseDates> N
Component Block - <UnderlyingProvisionOptionExpirationDate> N
Component Block - <UnderlyingProvisionOptionRelevantUnderlyingDate> N
42159 UnderlyingProvisionOptionExerciseStyle N
42160 UnderlyingProvisionOptionExerciseMultipleNotional N
42161 UnderlyingProvisionOptionExerciseMinimumNotional N
42162 UnderlyingProvisionOptionExerciseMaximumNotional N
42163 UnderlyingProvisionOptionMinimumNumber N
42164 UnderlyingProvisionOptionMaximumNumber N
42165 UnderlyingProvisionOptionExerciseConfirmation N
Component Block - <UnderlyingProvisionCashSettlPaymentDates> N
42166 UnderlyingProvisionCashSettlMethod N
42167 UnderlyingProvisionCashSettlCurrency N
42168 UnderlyingProvisionCashSettlCurrency2 N
42169 UnderlyingProvisionCashSettlQuoteType N
Component Block - <UnderlyingProvisionCashSettlQuoteSource> N
42170 UnderlyingProvisionText N
42171 EncodedUnderlyingProvisionTextLen N

Must be set if EncodedProvisionText <40987> field is specified and must immediately precede it.

42172 EncodedUnderlyingProvisionText N

Encoded (non-ASCII characters) representation of the UnderlyingProvisionText <42170> field in the encoded format specified via the MessageEncoding <347> field.

Component Block - <UnderlyingProvisionParties> N

Used In