Description

PaymentStreamPaymentDates is a subcomponent of the PaymentStream 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 PaymentStreamFinalPricePaymentDate component is used to specify the final price payment date.

Structure

Tag Field Name Req'd Comments
40751 PaymentStreamPaymentDateBusinessDayConvention N

When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's payment dates.

Component Block - <PaymentStreamPaymentDateBusinessCenterGrp> N

When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's payment dates.

Component Block - <PaymentStreamPaymentDateGrp> N
40753 PaymentStreamPaymentFrequencyPeriod N

Conditionally required when PaymentStreamPaymentFrequencyUnit <40754> is specified.

40754 PaymentStreamPaymentFrequencyUnit N

Conditionally required when PaymentStreamPaymentFrequencyPeriod <40753> is specified.

40755 PaymentStreamPaymentRollConvention N

When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream payment dates

40756 PaymentStreamFirstPaymentDateUnadjusted N
40757 PaymentStreamLastRegularPaymentDateUnadjusted N
40758 PaymentStreamPaymentDateRelativeTo N
40759 PaymentStreamPaymentDateOffsetPeriod N

Conditionally required when PaymentStreamPaymentDateOffsetUnit <40760> is specified.

40760 PaymentStreamPaymentDateOffsetUnit N

Conditionally required when PaymentStreamPaymentDateOffsetPeriod <40759> is specified.

40920 PaymentStreamPaymentDateOffsetDayType N
41223 PaymentStreamMasterAgreementPaymentDatesIndicator N
Component Block - <PaymentStreamFinalPricePaymentDate> N

Used In