LegDividendPeriodGrp is a repeating subcomponent within the LegDividendConditions 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 | |||
|---|---|---|---|---|---|---|---|
| 42366 | NoLegDividendPeriods | Period | N |
Number of entries in the LegDividendPeriodGrp component. |
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| => | 42367 | LegDividendPeriodSequence | @Seq | C |
Required if NoLegDividendPeriods(42366) > 0. |
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| => | 42368 | LegDividendPeriodStartDateUnadjusted | @StartDtUnadj | N |
The unadjusted date on which the dividend period will begin. |
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| => | 42369 | LegDividendPeriodEndDateUnadjusted | @EndDtUnadj | N |
The unadjusted date on which the dividend period will end. |
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| => | 42370 | LegDividendPeriodUnderlierRefID | @UndlrRefID | N |
When specified, this overrides LegDividendUnderlierRefID(42340). The specified value would be specific to this dividend period instance. |
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| => | 42371 | LegDividendPeriodStrikePrice | @StrkPx | N |
Specifies the fixed strike price of the dividend period. |
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| => | 42372 | LegDividendPeriodBusinessDayConvention | @BizDayCnvtn | N |
When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this dividend period instance. |
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| => | <LegDividendPeriodBusinessCenterGrp> | N |
When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this dividend period instance. |
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| => | 42373 | LegDividendPeriodValuationDateUnadjusted | @ValDtUnadj | N |
The unadjusted dividend period valuation date. |
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| => | 42374 | LegDividendPeriodValuationDateRelativeTo | @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. |
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| => | 42375 | LegDividendPeriodValuationDateOffsetPeriod | @ValDtOfstPeriod | N |
Conditionally required when LegDividendPeriodValuationDateOffsetUnit(42376) is specified. |
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| => | 42376 | LegDividendPeriodValuationDateOffsetUnit | @ValDtOfstUnit | N |
Conditionally required when LegDividendPeriodValuationDateOffsetPeriod(42375) is specified. |
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| => | 42377 | LegDividendPeriodValuationDateOffsetDayType | @ValDtOfstDayTyp | N |
Specifies the day type of the relative dividend period valuation date offset. |
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| => | 42378 | LegDividendPeriodValuationDateAdjusted | @ValDt | N |
The adjusted dividend period valuation date. |
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| => | 42379 | LegDividendPeriodPaymentDateUnadjusted | @PmtDtUnadj | N |
The unadjusted dividend period payment date. |
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| => | 42380 | LegDividendPeriodPaymentDateRelativeTo | @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. |
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| => | 42381 | LegDividendPeriodPaymentDateOffsetPeriod | @PmtDtOfstPeriod | N |
Conditionally required when LegDividendPeriodPaymentDateOffsetUnit(42382) is specified. |
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| => | 42382 | LegDividendPeriodPaymentDateOffsetUnit | @PmtDtOfstUnit | N |
Conditionally required when LegDividendPeriodPaymentDateOffsetPeriod(42381) is specified. |
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| => | 42383 | LegDividendPeriodPaymentDateOffsetDayType | @PmtDtOfstDayTyp | N |
Specifies the day type of the relative dividend period payment date offset. |
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| => | 42384 | LegDividendPeriodPaymentDateAdjusted | @PmtDt | N |
The adjusted dividend period payment date. |
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| => | 42385 | LegDividendPeriodXID | @XID | N |
Identifier for linking this stream dividend period to an underlier through an instance of RelatedInstrumentGrp. |
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