Description

The LegProvisionGrp is a repeating subcomponent of the InstrumentLeg component used to detail the provisions associated with the instrument.

A swap may have one or more provisions.

Structure

Tag Field Name Req'd Comments
40448 NoLegProvisions N
→ 40449 LegProvisionType N

Required if NoLegProvisions <40448> > 0.

→ 40450 LegProvisionDateUnadjusted N
→ 40451 LegProvisionDateBusinessDayConvention 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 instrument's leg provision.

→ Component Block - <LegProvisionDateBusinessCenterGrp> 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 instrument's leg provision.

→ 40453 LegProvisionDateAdjusted N
→ 40454 LegProvisionDateTenorPeriod N

Conditionally required when LegProvisionDateTenorUnit <40455> is specified.

→ 40455 LegProvisionDateTenorUnit N

Conditionally required when LegProvisionDateTenorPeriod <40454> is specified.

→ 42506 LegProvisionBreakFeeElection N
→ 42507 LegProvisionBreakFeeRate N
→ 40456 LegProvisionCalculationAgent N
→ 40457 LegProvisionOptionSinglePartyBuyerSide N
→ 40458 LegProvisionOptionSinglePartySellerSide N
→ Component Block - <LegProvisionCashSettlValueDates> N
→ Component Block - <LegProvisionOptionExerciseDates> N
→ Component Block - <LegProvisionOptionExpirationDate> N
→ Component Block - <LegProvisionOptionRelevantUnderlyingDate> N
→ 40459 LegProvisionOptionExerciseStyle N
→ 40460 LegProvisionOptionExerciseMultipleNotional N
→ 40461 LegProvisionOptionExerciseMinimumNotional N
→ 40462 LegProvisionOptionExerciseMaximumNotional N
→ 40463 LegProvisionOptionMinimumNumber N
→ 40464 LegProvisionOptionMaximumNumber N
→ 40465 LegProvisionOptionExerciseConfirmation N
→ Component Block - <LegProvisionCashSettlPaymentDates> N
→ 40466 LegProvisionCashSettlMethod N
→ 40467 LegProvisionCashSettlCurrency N
→ 40468 LegProvisionCashSettlCurrency2 N
→ 40469 LegProvisionCashSettlQuoteType N
→ Component Block - <LegProvisionCashSettlQuoteSource> N
→ 40472 LegProvisionText N
→ 40980 EncodedLegProvisionTextLen N

Must be set if EncodedLegProvisionText <40981> field is specified and must immediately precede it.

→ 40981 EncodedLegProvisionText N

Encoded (non-ASCII characters) representation of the LegProvisionText <40472> field in the encoded format specified via the MessageEncoding <347> field.

→ Component Block - <LegProvisionParties> N

Used In