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