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<LegProvisionGrp> Component Block

The LegProvisionGrp is a repeating subcomponent of the InstrumentLeg component used to detail the provisions associated with the instrument.

A swap may have one or more provisions.

Used in :

Tag Field Name FIXML Req'd Comments
40448 NoLegProvisions N

Number of provisions in the repeating group.
=> 40449 LegProvisionType @Typ C

Required if NoLegProvisions(40448) > 0.
=> 40450 LegProvisionDateUnadjusted @DtUnadj N

The unadjusted date of the provision.
=> 40451 LegProvisionDateBusinessDayConvention @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 instance of the instrument's leg provision.

=> <LegProvisionDateBusinessCenterGrp> N

When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the instrument's leg provision.

=> 40453 LegProvisionDateAdjusted @Dt N

The adjusted date of the provision.
=> 40454 LegProvisionDateTenorPeriod @TenorPeriod N

Conditionally required when LegProvisionDateTenorUnit(40455) is specified.
=> 40455 LegProvisionDateTenorUnit @TenorUnit N

Conditionally required when LegProvisionDateTenorPeriod(40454) is specified.
=> 42506 LegProvisionBreakFeeElection @BrkFeeElctn N

Type of fee elected for the break provision.
=> 42507 LegProvisionBreakFeeRate @BrkFeeRt N

Break fee election rate when the break fee is proportional to the notional. A fee rate of 5% would be represented as "0.05".
=> 40456 LegProvisionCalculationAgent @CalcAgent N

Used to identify the calculation agent. The calculation agent may be identified in LegProvisionCalculationAgent(40456) or in the ProvisionParties component.

=> 40457 LegProvisionOptionSinglePartyBuyerSide @BuyerSide N

If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade.

=> 40458 LegProvisionOptionSinglePartySellerSide @SellerSide N

If optional early termination is not available to both parties then this component identifies the seller of the option through its side of the trade.

=> <LegProvisionCashSettlValueDates> N
=> <LegProvisionOptionExerciseDates> N
=> <LegProvisionOptionExpirationDate> N
=> <LegProvisionOptionRelevantUnderlyingDate> N
=> 40459 LegProvisionOptionExerciseStyle @ExerStyle N

The instrument provision option exercise style.
=> 40460 LegProvisionOptionExerciseMultipleNotional @MultplNotl N

A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised.

=> 40461 LegProvisionOptionExerciseMinimumNotional @MinNotl N

The minimum notional amount that can be exercised on a given exercise date.
=> 40462 LegProvisionOptionExerciseMaximumNotional @MaxNotl N

The maximum notional amount that can be exercised on a given exercise date.
=> 40463 LegProvisionOptionMinimumNumber @MinNum N

The minimum number of options that can be exercised on a given exercise date.
=> 40464 LegProvisionOptionMaximumNumber @MaxNum N

The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options.

=> 40465 LegProvisionOptionExerciseConfirmation @ExerCnfm N

Used to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.

=> <LegProvisionCashSettlPaymentDates> N
=> 40466 LegProvisionCashSettlMethod @SettlMeth N

An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e).

=> 40467 LegProvisionCashSettlCurrency @SettlCcy N

Specifies the currency of settlement. Uses ISO 4217 currency codes.
=> 40468 LegProvisionCashSettlCurrency2 @SettlCcy2 N

Specifies the currency of settlement for a cross-currency provision. Uses ISO 4217 currency codes.
=> 40469 LegProvisionCashSettlQuoteType @SettlQteTyp N

Identifies the type of quote to be used.
=> <LegProvisionCashSettlQuoteSource> N
=> 40472 LegProvisionText @Txt N

Free form text to specify additional information or enumeration description when a standard value does not apply.
=> 40980 EncodedLegProvisionTextLen @EncTxtLen N

Must be set if EncodedLegProvisionText(40981) field is specified and must immediately precede it.
=> 40981 EncodedLegProvisionText @EncTxt N

Encoded (non-ASCII characters) representation of the LegProvisionText(40472) field in the encoded format specified via the MessageEncoding(347) field.

=> <LegProvisionParties> N

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