<LegDividendPeriodGrp> component block

FIX 5.0 SP2 EP312

Description

LegDividendPeriodGrp is a repeating subcomponent within the LegDividendConditions component. It is used to specify the valuation and payments dates of the dividend leg of a dividend swap.

Structure

Tag		Field Name	Req'd	Comments
42366		NoLegDividendPeriods	N
→	42367	LegDividendPeriodSequence	N	Required if NoLegDividendPeriods <42366> > 0.
→	42368	LegDividendPeriodStartDateUnadjusted	N
→	42369	LegDividendPeriodEndDateUnadjusted	N
→	42370	LegDividendPeriodUnderlierRefID	N	When specified, this overrides LegDividendUnderlierRefID <42340>. The specified value would be specific to this dividend period instance.
→	42371	LegDividendPeriodStrikePrice	N
→	42372	LegDividendPeriodBusinessDayConvention	N	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this dividend period instance.
→	Component Block - <LegDividendPeriodBusinessCenterGrp>		N	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this dividend period instance.
→	42373	LegDividendPeriodValuationDateUnadjusted	N
→	42374	LegDividendPeriodValuationDateRelativeTo	N
→	42375	LegDividendPeriodValuationDateOffsetPeriod	N	Conditionally required when LegDividendPeriodValuationDateOffsetUnit <42376> is specified.
→	42376	LegDividendPeriodValuationDateOffsetUnit	N	Conditionally required when LegDividendPeriodValuationDateOffsetPeriod <42375> is specified.
→	42377	LegDividendPeriodValuationDateOffsetDayType	N
→	42378	LegDividendPeriodValuationDateAdjusted	N
→	42379	LegDividendPeriodPaymentDateUnadjusted	N
→	42380	LegDividendPeriodPaymentDateRelativeTo	N
→	42381	LegDividendPeriodPaymentDateOffsetPeriod	N	Conditionally required when LegDividendPeriodPaymentDateOffsetUnit <42382> is specified.
→	42382	LegDividendPeriodPaymentDateOffsetUnit	N	Conditionally required when LegDividendPeriodPaymentDateOffsetPeriod <42381> is specified.
→	42383	LegDividendPeriodPaymentDateOffsetDayType	N
→	42384	LegDividendPeriodPaymentDateAdjusted	N
→	42385	LegDividendPeriodXID	N

Used In

<LegDividendConditions>