Description

The LegPaymentStreamPaymentDates component is a subcomponent of the LegPaymentStream component used to specify the payment dates of the stream.

For equity return swaps this component is used to specify the interim price payment dates and the LegPaymentStreamFinalPricePaymentDate component is used to specify the final price payment date.

Structure

Tag Field Name Req'd Comments
40292 LegPaymentStreamPaymentDateBusinessDayConvention 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.

Component Block - <LegPaymentStreamPaymentDateBusinessCenterGrp> 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.

Component Block - <LegPaymentStreamPaymentDateGrp> N
40294 LegPaymentStreamPaymentFrequencyPeriod N

Conditionally required when LegPaymentStreamPaymentFrequencyUnit <40295> is specified.

40295 LegPaymentStreamPaymentFrequencyUnit N

Conditionally required when LegPaymentStreamPaymentFrequencyPeriod <40294> is specified.

40296 LegPaymentStreamPaymentRollConvention 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.

40297 LegPaymentStreamFirstPaymentDateUnadjusted N
40298 LegPaymentStreamLastRegularPaymentDateUnadjusted N
40299 LegPaymentStreamPaymentDateRelativeTo N
40300 LegPaymentStreamPaymentDateOffsetPeriod N

Conditionally required when LegPaymentStreamPaymentDateOffsetUnit <40301> is specified.

40301 LegPaymentStreamPaymentDateOffsetUnit N

Conditionally required when LegPaymentStreamPaymentDateOffsetPeriod <40300> is specified.

40302 LegPaymentStreamPaymentDateOffsetDayType N
41592 LegPaymentStreamMasterAgreementPaymentDatesIndicator N
Component Block - <LegPaymentStreamFinalPricePaymentDate> N

Used In