| FRAMES | NO FRAMES |
|
|
DividendPeriodGrp is a repeating subcomponent within the DividendConditions component. It is used to specify the valuation and payments dates of the dividend leg of a dividend swap.
Used in :
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| 42274 | NoDividendPeriods | Period | N |
Number of entries in the DividendPeriodGrp component. |
|||
| => | 42275 | DividendPeriodSequence | @Seq | C |
Required if NoDividendPeriods(42274) > 0. |
||
| => | 42276 | DividendPeriodStartDateUnadjusted | @StartDtUnadj | N |
The unadjusted date on which the dividend period will begin. |
||
| => | 42277 | DividendPeriodEndDateUnadjusted | @EndDtUnadj | N |
The unadjusted date on which the dividend period will end. |
||
| => | 42278 | DividendPeriodUnderlierRefID | @UndlrRefID | N |
When specified, this overrides DividendUnderlierRefID(42248). The specified value would be specific to this dividend period instance. |
||
| => | 42279 | DividendPeriodStrikePrice | @StrkPx | N |
Specifies the fixed strike price of the dividend period. |
||
| => | 42280 | DividendPeriodBusinessDayConvention | @BizDayCnvtn | N |
When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this dividend period instance. |
||
| => | <DividendPeriodBusinessCenterGrp> | N |
When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this dividend period instance. |
||||
| => | 42281 | DividendPeriodValuationDateUnadjusted | @ValDtUnadj | N |
The unadjusted dividend period valuation date. |
||
| => | 42282 | DividendPeriodValuationDateRelativeTo | @ValDtReltv | N |
Specifies the anchor date when the dividend period valuation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. |
||
| => | 42283 | DividendPeriodValuationDateOffsetPeriod | @ValDtOfstPeriod | N |
Conditionally required when DividendPeriodValuationDateOffsetUnit(42284) is specified. |
||
| => | 42284 | DividendPeriodValuationDateOffsetUnit | @ValDtOfstUnit | N |
Conditionally required when DividendPeriodValuationDateOffsetPeriod(42283) is specified. |
||
| => | 42285 | DividendPeriodValuationDateOffsetDayType | @ValDtOfstDayTyp | N |
Specifies the day type of the relative dividend period valuation date offset. |
||
| => | 42286 | DividendPeriodValuationDateAdjusted | @ValDt | N |
The adjusted dividend period valuation date. |
||
| => | 42287 | DividendPeriodPaymentDateUnadjusted | @PmtDtUnadj | N |
The unadjusted dividend period payment date. |
||
| => | 42288 | DividendPeriodPaymentDateRelativeTo | @PmtDtReltv | N |
Specifies the anchor date when the dividend period payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. |
||
| => | 42289 | DividendPeriodPaymentDateOffsetPeriod | @PmtDtOfstPeriod | N |
Conditionally required when DividendPeriodPaymentDateOffsetUnit(42290) is specified. |
||
| => | 42290 | DividendPeriodPaymentDateOffsetUnit | @PmtDtOfstUnit | N |
Conditionally required when DividendPeriodPaymentDateOffsetPeriod(42289) is specified. |
||
| => | 42291 | DividendPeriodPaymentDateOffsetDayType | @PmtDtOfstDayTyp | N |
Specifies the day type of the relative dividend period payment date offset. |
||
| => | 42292 | DividendPeriodPaymentDateAdjusted | @PmtDt | N |
The adjusted dividend period payment date. |
||
| => | 42293 | DividendPeriodXID | @XID | N |
Identifier for linking this stream dividend period to an underlier through an instance of RelatedInstrumentGrp. |
||
|
|
| FRAMES | NO FRAMES |