Description

The UnderlyingAdditionalTermBondRefGrp is a repeating group subcomponent of the UnderlyingAdditionalTermGrp component used to identify an underlying reference bond for a swap.

Structure

Tag Field Name Req'd Comments
41340 NoUnderlyingAdditionalTermBondRefs N
41341 UnderlyingAdditionalTermBondSecurityID N

Required if NoUnderlyingAdditionalTermBondRefs <41340> > 0.

41701 UnderlyingAdditionalTermBondSecurityIDSource N

Conditionally required when UnderlyingAdditionalTermBondSecurityID <41341> is specified.

41709 UnderlyingAdditionalTermBondDesc N
41710 EncodedUnderlyingAdditionalTermBondDescLen N

Must be set if EncodedUnderlyingAdditionalTermBondDesc <41711> field is specified and must immediately precede it.

41711 EncodedUnderlyingAdditionalTermBondDesc N

Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondDesc <41709> field in the encoded format specified via the MessageEncoding <347> field.

41712 UnderlyingAdditionalTermBondCurrency N
42017 UnderlyingAdditionalTermBondIssuer N
42025 EncodedUnderlyingAdditionalTermBondIssuerLen N

Must be set if EncodedUnderlyingAdditionalTermBondIssuer <42026> field is specified and must immediately precede it.

42026 EncodedUnderlyingAdditionalTermBondIssuer N

Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondIssuer <42017> field in the encoded format specified via the MessageEncoding <347> field.

42027 UnderlyingAdditionalTermBondSeniority N
42028 UnderlyingAdditionalTermBondCouponType N
42029 UnderlyingAdditionalTermBondCouponRate N
42030 UnderlyingAdditionalTermBondMaturityDate N
42031 UnderlyingAdditionalTermBondParValue N
42032 UnderlyingAdditionalTermBondCurrentTotalIssuedAmount N
42033 UnderlyingAdditionalTermBondCouponFrequencyPeriod N

Conditionally required when UnderlyingAdditionalTermBondCouponFrequencyUnit <42034> is specified.

42034 UnderlyingAdditionalTermBondCouponFrequencyUnit N

Conditionally required when UnderlyingAdditionalTermBondCouponFrequencyPeriod <42033> is specified.

42035 UnderlyingAdditionalTermBondDayCount N

Used In