Description

The LegPaymentStreamResetDates component is a subcomponent of the LegPaymentStream component used to specify the floating rate reset dates of the stream.

Structure

Tag Field Name Req'd Comments
40303 LegPaymentStreamResetDateRelativeTo N
40304 LegPaymentStreamResetDateBusinessDayConvention 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 payment stream reset dates.

Component Block - <LegPaymentStreamResetDateBusinessCenterGrp> 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 payment stream reset dates.

40306 LegPaymentStreamResetFrequencyPeriod N

Conditionally required when LegPaymentStreamResetFrequencyUnit <40307> is specified.

40307 LegPaymentStreamResetFrequencyUnit N

Conditionally required when LegPaymentStreamResetFrequencyPeriod <40306> is specified.

40308 LegPaymentStreamResetWeeklyRollConvention N

When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream payment dates.

40309 LegPaymentStreamInitialFixingDateRelativeTo N
40310 LegPaymentStreamInitialFixingDateBusinessDayConvention 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 payment stream reset dates.

Component Block - <LegPaymentStreamInitialFixingDateBusinessCenterGrp> 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 payment stream reset dates.

40312 LegPaymentStreamInitialFixingDateOffsetPeriod N

Conditionally required when LegPaymentStreamInitialFixingDateOffsetUnit <40313> is specified.

40313 LegPaymentStreamInitialFixingDateOffsetUnit N

Conditionally required when LegPaymentStreamInitialFixingDateOffsetPeriod <40312> is specified.

40314 LegPaymentStreamInitialFixingDateOffsetDayType N
40315 LegPaymentStreamInitialFixingDateAdjusted N
40316 LegPaymentStreamFixingDateRelativeTo N
40317 LegPaymentStreamFixingDateBusinessDayConvention 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 payment stream reset dates.

Component Block - <LegPaymentStreamFixingDateBusinessCenterGrp> 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 payment stream reset dates.

40319 LegPaymentStreamFixingDateOffsetPeriod N

Conditionally required when LegPaymentStreamFixingDateOffsetUnit <40320> is specified.

40320 LegPaymentStreamFixingDateOffsetUnit N

Conditionally required when LegPaymentStreamFixingDateOffsetPeriod <40319> is specified.

40321 LegPaymentStreamFixingDateOffsetDayType N
40322 LegPaymentStreamFixingDateAdjusted N
40323 LegPaymentStreamRateCutoffDateOffsetPeriod N

Conditionally required when LegPaymentStreamRateCutoffDateOffsetUnit <40324> is specified.

40324 LegPaymentStreamRateCutoffDateOffsetUnit N

Conditionally required when LegPaymentStreamRateCutoffDateOffsetPeriod <40323> is specified.

40325 LegPaymentStreamRateCutoffDateOffsetDayType N
Component Block - <LegPaymentStreamFixingDateGrp> N

Used In