Description
LegStreamTerminationDate is a subcomponent of the LegStreamGrp component used to specify the termination date of the stream.
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| 40257 | LegStreamTerminationDateUnadjusted | N | ||
| 40258 | LegStreamTerminationDateBusinessDayConvention | 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 stream termination date. |
|
| Component Block - <LegStreamTerminationDateBusinessCenterGrp> | 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 stream termination date. |
||
| 40260 | LegStreamTerminationDateRelativeTo | N | ||
| 40261 | LegStreamTerminationDateOffsetPeriod | N |
Conditionally required when LegStreamTerminationDateOffsetUnit <40262> is specified. |
|
| 40262 | LegStreamTerminationDateOffsetUnit | N |
Conditionally required when LegStreamTerminationDateOffsetPeriod <40261> is specified. |
|
| 40263 | LegStreamTerminationDateOffsetDayType | N | ||
| 40264 | LegStreamTerminationDateAdjusted | N | ||