Component PaymentStreamCompoundingDates Scenario base

SYNOPSIS: PaymentStreamCompoundingDates is a subcomponent of the PaymentStream component used to specify the compounding dates of the stream - either specific, relative or periodic dates.
ELABORATION:

ID Abbr
4364CmpndgDts

Pedigree

Added EP Updated EP Deprecated EP
FIX.5.0SP2208

Members

ID Name Abbr Presence Description
42609PaymentStreamCompoundingDatesBusinessDayConventionBizDayCnvtn optional SYNOPSIS: The compounding dates business day convention.
4365PaymentStreamCompoundingDatesBusinessCenterGrpBizCtroptionalSYNOPSIS: PaymentStreamCompoundingDatesBusinessCenterGrp is a repeating subcomponent within the PaymentStreamCompoundingDates 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 DateAdjustment component in Instrument.
ELABORATION:
4363PaymentStreamCompoundingDateGrpCmpndgDtoptionalSYNOPSIS: PaymentStreamCompoundingDateGrp is a subcomponent of the PaymentStreamCompoundingDates component used to specify predetermined compounding dates.
ELABORATION:
42610PaymentStreamCompoundingDatesRelativeToReltv optional SYNOPSIS: Specifies the anchor date when the compounding dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42611PaymentStreamCompoundingDatesOffsetPeriodOfstPeriod optional SYNOPSIS: Time unit multiplier for the relative compounding date offset.
42612PaymentStreamCompoundingDatesOffsetUnitOfstUnit optional SYNOPSIS: Time unit associated with the relative compounding date offset.
42613PaymentStreamCompoundingDatesOffsetDayTypeOfstDayTyp optional SYNOPSIS: Specifies the day type of the relative compounding date offset.
42614PaymentStreamCompoundingPeriodSkipSkip optional SYNOPSIS: The number of periods in the "RelativeTo" schedule that are between each date in the compounding schedule. A skip of 2 would mean that compounding dates are relative to every second date in the "RelativeTo" schedule. If present this should have a value greater than 1.
4368PaymentStreamCompoundingStartDateStartDtoptionalSYNOPSIS: PaymentStreamCompoundingStartDate is a subcomponent of the PaymentStreamCompoundingDates component used to specify the start date for compounding.
ELABORATION:
4366PaymentStreamCompoundingEndDateEndDtoptionalSYNOPSIS: PaymentStreamCompoundingEndDate is a subcomponent of the PaymentStreamCompoundingDates component used to specify the end date for compounding.
ELABORATION:
42615PaymentStreamCompoundingFrequencyPeriodFreqPeriod optional SYNOPSIS: Time unit multiplier for the frequency at which compounding dates occur.
42616PaymentStreamCompoundingFrequencyUnitFreqUnit optional SYNOPSIS: Time unit associated with the frequency at which compounding dates occur.
42617PaymentStreamCompoundingRollConventionRoll optional SYNOPSIS: The convention for determining the sequence of compounding dates. It is used in conjunction with a specified frequency.
42618PaymentStreamBoundsFirstDateUnadjustedFirstDtUnadj optional SYNOPSIS: The unadjusted first date of the compounding schedule. This can be used to restrict the range of dates when they are relative.
42619PaymentStreamBoundsLastDateUnadjustedLastDtUnadj optional SYNOPSIS: The unadjusted last date of the compounding schedule. This can be used to restrict the range of dates when they are relative.