| ID | Abbr |
|---|---|
| 4400 | CmpndgDts |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.5.0SP2 | 208 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 42904 | UnderlyingPaymentStreamCompoundingDatesBusinessDayConvention | BizDayCnvtn | optional | SYNOPSIS:
The compounding dates business day convention.
|
| 4401 | UnderlyingPaymentStreamCompoundingDatesBusinessCenterGrp | BizCtr | optional | SYNOPSIS:
UnderlyingPaymentStreamCompoundingDatesBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStreamCompoundingDates 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 UnderlyingDateAdjustment component in UnderlyingInstrument.
ELABORATION: |
| 4399 | UnderlyingPaymentStreamCompoundingDateGrp | CmpndgDt | optional | SYNOPSIS:
UnderlyingPaymentStreamCompoundingDateGrp is a subcomponent of the UnderlyingPaymentStreamCompoundingDates component used to specify predetermined compounding dates.
ELABORATION: |
| 42905 | UnderlyingPaymentStreamCompoundingDatesRelativeTo | Reltv | 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.
|
| 42906 | UnderlyingPaymentStreamCompoundingDatesOffsetPeriod | OfstPeriod | optional | SYNOPSIS:
Time unit multiplier for the relative compounding date offset.
|
| 42907 | UnderlyingPaymentStreamCompoundingDatesOffsetUnit | OfstUnit | optional | SYNOPSIS:
Time unit associated with the relative compounding date offset.
|
| 42908 | UnderlyingPaymentStreamCompoundingDatesOffsetDayType | OfstDayTyp | optional | SYNOPSIS:
Specifies the day type of the relative compounding date offset.
|
| 42909 | UnderlyingPaymentStreamCompoundingPeriodSkip | Skip | 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.
|
| 4404 | UnderlyingPaymentStreamCompoundingStartDate | StartDt | optional | SYNOPSIS:
UnderlyingPaymentStreamCompoundingStartDate is a subcomponent of the UnderlyingPaymentStreamCompoundingDates component used to specify the start date for compounding.
ELABORATION: |
| 4402 | UnderlyingPaymentStreamCompoundingEndDate | EndDt | optional | SYNOPSIS:
UnderlyingPaymentStreamCompoundingEndDate is a subcomponent of the UnderlyingPaymentStreamCompoundingDates component used to specify the end date for compounding.
ELABORATION: |
| 42910 | UnderlyingPaymentStreamCompoundingFrequencyPeriod | FreqPeriod | optional | SYNOPSIS:
Time unit multiplier for the frequency at which compounding dates occur.
|
| 42911 | UnderlyingPaymentStreamCompoundingFrequencyUnit | FreqUnit | optional | SYNOPSIS:
Time unit associated with the frequency at which compounding dates occur.
|
| 42912 | UnderlyingPaymentStreamCompoundingRollConvention | Roll | optional | SYNOPSIS:
The convention for determining the sequence of compounding dates. It is used in conjunction with a specified frequency.
|
| 42913 | UnderlyingPaymentStreamBoundsFirstDateUnadjusted | FirstDtUnadj | optional | SYNOPSIS:
The unadjusted first date of the compounding schedule. This can be used to restrict the range of dates when they are relative.
|
| 42914 | UnderlyingPaymentStreamBoundsLastDateUnadjusted | LastDtUnadj | optional | SYNOPSIS:
The unadjusted last date of the compounding schedule. This can be used to restrict the range of dates when they are relative.
|