<LegPaymentStreamPricingDayGrp> Component Block

The LegPaymentStreamPricingDayGrp is a repeating subcomponent of the LegPaymentStreamFloatingRate component used to detail periodic pricing days.

If the fixing days are not specified, then every day of the week will be a fixing day.

Used in :

Tag Field Name FIXML Req'd Comments
41596 NoLegPaymentStreamPricingDays N

Number of pricing days in the repeating group.

=> 41597 LegPaymentStreamPricingDayOfWeek @DayOfWk C

Required if NoLegPaymentStreamPricingDays(41596) > 0.

=> 41598 LegPaymentStreamPricingDayNumber @DayNum N

The occurrence of the day of week on which pricing takes place.

For example a pricing day of the 3rd Friday would be DayOfWk=5 DayNum=3.