Description
LegPaymentStreamCompoundingDates is a subcomponent of the LegPaymentStream component used to specify the compounding dates of the stream - either specific, relative or periodic dates.
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| 42408 | LegPaymentStreamCompoundingDatesBusinessDayConvention | N |
When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to payment stream compounding dates. |
|
| Component Block - <LegPaymentStreamCompoundingDatesBusinessCenterGrp> | N |
When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to payment stream compounding dates. |
||
| Component Block - <LegPaymentStreamCompoundingDateGrp> | N | |||
| 42409 | LegPaymentStreamCompoundingDatesRelativeTo | N | ||
| 42410 | LegPaymentStreamCompoundingDatesOffsetPeriod | N |
Conditionally required when LegPaymentStreamCompoundingDatesOffsetUnit <42411> is specified. |
|
| 42411 | LegPaymentStreamCompoundingDatesOffsetUnit | N |
Conditionally required when LegPaymentStreamCompoundingDatesOffsetPeriod <42410> is specified. |
|
| 42412 | LegPaymentStreamCompoundingDatesOffsetDayType | N | ||
| 42413 | LegPaymentStreamCompoundingPeriodSkip | N | ||
| Component Block - <LegPaymentStreamCompoundingStartDate> | N | |||
| Component Block - <LegPaymentStreamCompoundingEndDate> | N | |||
| 42414 | LegPaymentStreamCompoundingFrequencyPeriod | N |
Conditionally required when LegPaymentStreamCompoundingFrequencyUnit <42415> is specified. |
|
| 42415 | LegPaymentStreamCompoundingFrequencyUnit | N |
Conditionally required when LegPaymentStreamCompoundingFrequencyPeriod <42414> is specified. |
|
| 42416 | LegPaymentStreamCompoundingRollConvention | N |
When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of payment stream compounding dates. |
|
| 42417 | LegPaymentStreamBoundsFirstDateUnadjusted | N | ||
| 42418 | LegPaymentStreamBoundsLastDateUnadjusted | N | ||