<LegPaymentStreamCompoundingDates> Component Block

LegPaymentStreamCompoundingDates is a subcomponent of the LegPaymentStream component used to specify the compounding dates of the stream - either specific, relative or periodic dates.

Used in :

<LegPaymentStream>

Tag	Field Name	FIXML	Req'd	Comments
42408	LegPaymentStreamCompoundingDatesBusinessDayConvention	@BizDayCnvtn	N	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to payment stream compounding dates.
<LegPaymentStreamCompoundingDatesBusinessCenterGrp>			N
<LegPaymentStreamCompoundingDateGrp>			N
42409	LegPaymentStreamCompoundingDatesRelativeTo	@Reltv	N	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.
42410	LegPaymentStreamCompoundingDatesOffsetPeriod	@OfstPeriod	N	Conditionally required when LegPaymentStreamCompoundingDatesOffsetUnit(42411) is specified.
42411	LegPaymentStreamCompoundingDatesOffsetUnit	@OfstUnit	N	Conditionally required when LegPaymentStreamCompoundingDatesOffsetPeriod(42410) is specified.
42412	LegPaymentStreamCompoundingDatesOffsetDayType	@OfstDayTyp	N	Specifies the day type of the relative compounding date offset.
42413	LegPaymentStreamCompoundingPeriodSkip	@Skip	N	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.
<LegPaymentStreamCompoundingStartDate>			N
<LegPaymentStreamCompoundingEndDate>			N
42414	LegPaymentStreamCompoundingFrequencyPeriod	@FreqPeriod	N	Conditionally required when LegPayamentStreamCompoundingFrequencyUnit(42415) is specified.
42415	LegPaymentStreamCompoundingFrequencyUnit	@FreqUnit	N	Conditionally required when LegPayamentStreamCompoundingFrequencyPeriod(42414) is specified.
42416	LegPaymentStreamCompoundingRollConvention	@Roll	N	When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of payment stream compounding dates.
42417	LegPaymentStreamBoundsFirstDateUnadjusted	@FirstDtUnadj	N	The unadjusted first date of the compounding schedule. This can be used to restrict the range of dates when they are relative.
42418	LegPaymentStreamBoundsLastDateUnadjusted	@LastDtUnadj	N	The unadjusted last date of the compounding schedule. This can be used to restrict the range of dates when they are relative.