| ID | Abbr |
|---|---|
| 4060 | PmtDts |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.5.0SP2 | 161 | FIX.5.0SP2 | 208 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 40581 | UnderlyingPaymentStreamPaymentDateBusinessDayConvention | BizDayCnvtn | optional | SYNOPSIS:
The business day convention used to adjust the payment stream's payment date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
|
| 4129 | UnderlyingPaymentStreamPaymentDateBusinessCenterGrp | BizCtr | optional | SYNOPSIS:
UnderlyingPaymentStreamPaymentDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStreamPaymentDates 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 the UnderlyingInstrument component.
ELABORATION: |
| 4274 | UnderlyingPaymentStreamPaymentDateGrp | PmtDt | optional | SYNOPSIS:
The UnderlyingPaymentStreamPaymentDateGrp is a repeating subcomponent of the UnderlyingPaymentStreamPaymentDates component used to detail fixed dates for swap stream payments.
ELABORATION: |
| 40583 | UnderlyingPaymentStreamPaymentFrequencyPeriod | FreqPeriod | optional | SYNOPSIS:
Time unit multiplier for the frequency of payments.
|
| 40584 | UnderlyingPaymentStreamPaymentFrequencyUnit | FreqUnit | optional | SYNOPSIS:
Time unit associated with the frequency of payments.
|
| 40585 | UnderlyingPaymentStreamPaymentRollConvention | Roll | optional | SYNOPSIS:
The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
|
| 40586 | UnderlyingPaymentStreamFirstPaymentDateUnadjusted | FirstDtUnadj | optional | SYNOPSIS:
The unadjusted first payment date.
|
| 40587 | UnderlyingPaymentStreamLastRegularPaymentDateUnadjusted | LastReglrDtUnadj | optional | SYNOPSIS:
The unadjusted last regular payment date.
|
| 40588 | UnderlyingPaymentStreamPaymentDateRelativeTo | Reltv | optional | SYNOPSIS:
Specifies the anchor date when payment dates are relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
| 40589 | UnderlyingPaymentStreamPaymentDateOffsetPeriod | OfstPeriod | optional | SYNOPSIS:
Time unit multiplier for the relative payment date offset.
|
| 40590 | UnderlyingPaymentStreamPaymentDateOffsetUnit | OfstUnit | optional | SYNOPSIS:
Time unit associated with the relative payment date offset.
|
| 40591 | UnderlyingPaymentStreamPaymentDateOffsetDayType | OfstDayTyp | optional | SYNOPSIS:
Specifies the day type of the relative payment date offset.
|
| 41940 | UnderlyingPaymentStreamMasterAgreementPaymentDatesIndicator | MADts | optional | SYNOPSIS:
When set to 'Y', it indicates that payment dates are specified in the relevant master agreement.
|
| 4406 | UnderlyingPaymentStreamFinalPricePaymentDate | FnlPxPmt | optional | SYNOPSIS:
UnderlyingPaymentStreamFinalPricePaymentDate is a subcomponent of the UnderlyingPaymentStreamPaymentDates component used to specify the final price payment date, e.g. for an equity return swap.
ELABORATION: |