Component LegPaymentStreamResetDates Scenario base

SYNOPSIS: The LegPaymentStreamResetDates component is a subcomponent of the LegPaymentStream component used to specify the floating rate reset dates of the stream.
ELABORATION:

ID	Abbr
4037	ResetDts

Pedigree

Added	EP	Updated	EP	Deprecated	EP
FIX.5.0SP2	161

Members

ID	Name	Abbr	Presence	Description
40303	LegPaymentStreamResetDateRelativeTo	Reltv	optional	SYNOPSIS: Specifies the anchor date when the reset dates are relative to an anchor date. If the reset frequency is specified as daily this element must not be included. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
40304	LegPaymentStreamResetDateBusinessDayConvention	BizDayCnvtn	optional	SYNOPSIS: The business day convention used to adjust the payment stream's reset date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
4092	LegPaymentStreamResetDateBusinessCenterGrp	BizCtr	optional	SYNOPSIS: LegPaymentStreamResetDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. ELABORATION:
40306	LegPaymentStreamResetFrequencyPeriod	FreqPeriod	optional	SYNOPSIS: Time unit multiplier for frequency of resets.
40307	LegPaymentStreamResetFrequencyUnit	FreqUnit	optional	SYNOPSIS: Time unit associated with frequency of resets.
40308	LegPaymentStreamResetWeeklyRollConvention	WklyRoll	optional	SYNOPSIS: Used to specify the day of the week in which the reset occurs for payments that reset on a weekly basis.
40309	LegPaymentStreamInitialFixingDateRelativeTo	InitReltv	optional	SYNOPSIS: Specifies the anchor date when the initial fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
40310	LegPaymentStreamInitialFixingDateBusinessDayConvention	InitBizDayCnvtn	optional	SYNOPSIS: The business day convention used to adjust the payment stream's initial fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
4093	LegPaymentStreamInitialFixingDateBusinessCenterGrp	InitBizCtr	optional	SYNOPSIS: LegPaymentStreamInitialFixingDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentStreamResetDates component used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. ELABORATION:
40312	LegPaymentStreamInitialFixingDateOffsetPeriod	InitPeriod	optional	SYNOPSIS: Time unit multiplier for the relative initial fixing date offset.
40313	LegPaymentStreamInitialFixingDateOffsetUnit	InitUnit	optional	SYNOPSIS: Time unit associated with the relative initial fixing date offset.
40314	LegPaymentStreamInitialFixingDateOffsetDayType	InitDayTyp	optional	SYNOPSIS: Specifies the day type of the relative initial fixing date offset.
40315	LegPaymentStreamInitialFixingDateAdjusted	InitDt	optional	SYNOPSIS: The adjusted initial fixing date.
40316	LegPaymentStreamFixingDateRelativeTo	FixngReltv	optional	SYNOPSIS: Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
40317	LegPaymentStreamFixingDateBusinessDayConvention	FixngBizDayCnvtn	optional	SYNOPSIS: The business day convention used to adjust the payment stream's fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
4094	LegPaymentStreamFixingDateBusinessCenterGrp	FixngBizCtr	optional	SYNOPSIS: LegPaymentStreamFixingDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg. ELABORATION:
40319	LegPaymentStreamFixingDateOffsetPeriod	FixngPeriod	optional	SYNOPSIS: Time unit multiplier for the relative fixing date offset.
40320	LegPaymentStreamFixingDateOffsetUnit	FixngUnit	optional	SYNOPSIS: Time unit associated with the relative fixing date offset.
40321	LegPaymentStreamFixingDateOffsetDayType	FixngDayTyp	optional	SYNOPSIS: Specifies the day type of the relative fixing date offset.
40322	LegPaymentStreamFixingDateAdjusted	FixngDt	optional	SYNOPSIS: The adjusted fixing date.
40323	LegPaymentStreamRateCutoffDateOffsetPeriod	CutoffPeriod	optional	SYNOPSIS: Time unit multiplier for the relative rate cut-off date offset. ELABORATION: This is generally the number of days preceeding the period end date or termination date, as appropriate, for the specified floating rate index.
40324	LegPaymentStreamRateCutoffDateOffsetUnit	CutoffUnit	optional	SYNOPSIS: Time unit associated with the relative rate cut-off date offset.
40325	LegPaymentStreamRateCutoffDateOffsetDayType	CutoffDayTyp	optional	SYNOPSIS: Specifies the day type of the relative rate cut-off date offset.
4346	LegPaymentStreamFixingDateGrp	FixngDt	optional	SYNOPSIS: LegPaymentStreamFixingDateGrp is a subcomponent of the LegPaymentStreamResetDates component used to specify predetermined fixing dates. ELABORATION: