Description

The UnderlyingCashSettlDate component is a subcomponent within the UnderlyingCashSettlTermGrp component used to report the cash settlement date defined in the settlement provision.

Structure

Tag Field Name Req'd Comments
42790 UnderlyingCashSettlDateUnadjusted N
42791 UnderlyingCashSettlDateBusinessDayConvention N

When specified, this overrides the business day convention defined in the DateAdjustment component in the Instrument component. The specified value would be specific to this instance of the cash settlement provision.

Component Block - <UnderlyingCashSettlDateBusinessCenterGrp> N

When specified, this overrides the business centers defined in the DateAdjustment component in the Instrument component. The specified values would be specific to this instance of the cash settlement provision.

42792 UnderlyingCashSettlDateRelativeTo N
42793 UnderlyingCashSettlDateOffsetPeriod N

Conditionally required when UnderlyingCashSettlDateOffsetUnit <42794> is specified.

42794 UnderlyingCashSettlDateOffsetUnit N

Conditionally required when UnderlyingCashSettlDateOffsetPeriod <42793> is specified.

42795 UnderlyingCashSettlDateOffsetDayType N
42796 UnderlyingCashSettlDateAdjusted N

Used In