<UnderlyingDividendPeriodGrp> component block

FIX 5.0 SP2 EP312

Description

UnderlyingDividendPeriodGrp is a repeating subcomponent within the UnderlyingDividendConditions 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
42862		NoUnderlyingDividendPeriods	N
→	42863	UnderlyingDividendPeriodSequence	N	Required if NoUnderlyingDividendPeriods <42862> > 0.
→	42864	UnderlyingDividendPeriodStartDateUnadjusted	N
→	42865	UnderlyingDividendPeriodEndDateUnadjusted	N
→	42866	UnderlyingDividendPeriodUnderlierRefID	N	When specified, this overrides UnderlyingDividendUnderlierRefID <42829>. The specified value would be specific to this dividend period instance.
→	42867	UnderlyingDividendPeriodStrikePrice	N
→	42868	UnderlyingDividendPeriodBusinessDayConvention	N	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this dividend period instance.
→	Component Block - <UnderlyingDividendPeriodBusinessCenterGrp>		N	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this dividend period instance.
→	42869	UnderlyingDividendPeriodValuationDateUnadjusted	N
→	42870	UnderlyingDividendPeriodValuationDateRelativeTo	N
→	42871	UnderlyingDividendPeriodValuationDateOffsetPeriod	N	Conditionally required when UnderlyingDividendPeriodValuationDateOffsetUnit <42872> is specified.
→	42872	UnderlyingDividendPeriodValuationDateOffsetUnit	N	Conditionally required when UnderlyingDividendPeriodValuationDateOffsetPeriod <42871> is specified.
→	42873	UnderlyingDividendPeriodValuationDateOffsetDayType	N
→	42874	UnderlyingDividendPeriodValuationDateAdjusted	N
→	42875	UnderlyingDividendPeriodPaymentDateUnadjusted	N
→	42876	UnderlyingDividendPeriodPaymentDateRelativeTo	N
→	42877	UnderlyingDividendPeriodPaymentDateOffsetPeriod	N	Conditionally required when UnderlyingDividendPeriodPaymentDateOffsetUnit <42878> is specified.
→	42878	UnderlyingDividendPeriodPaymentDateOffsetUnit	N	Conditionally required when UnderlyingDividendPeriodPaymentDateOffsetPeriod <42877> is specified.
→	42879	UnderlyingDividendPeriodPaymentDateOffsetDayType	N
→	42880	UnderlyingDividendPeriodPaymentDateAdjusted	N
→	42881	UnderlyingDividendPeriodXID	N

Used In

<UnderlyingDividendConditions>