<UnderlyingPaymentStreamCompoundingDates> Component Block

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

Used in :

<UnderlyingPaymentStream>

Tag	Field Name	FIXML	Req'd	Comments
42904	UnderlyingPaymentStreamCompoundingDatesBusinessDayConvention	@BizDayCnvtn	N	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to payment stream compounding dates.
<UnderlyingPaymentStreamCompoundingDatesBusinessCenterGrp>			N
<UnderlyingPaymentStreamCompoundingDateGrp>			N
42905	UnderlyingPaymentStreamCompoundingDatesRelativeTo	@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.
42906	UnderlyingPaymentStreamCompoundingDatesOffsetPeriod	@OfstPeriod	N	Conditionally required when UnderlyingPaymentStreamCompoundingDatesOffsetUnit(42907) is specified.
42907	UnderlyingPaymentStreamCompoundingDatesOffsetUnit	@OfstUnit	N	Conditionally required when UnderlyingPaymentStreamCompoundingDatesOffsetPeriod(42906) is specified.
42908	UnderlyingPaymentStreamCompoundingDatesOffsetDayType	@OfstDayTyp	N	Specifies the day type of the relative compounding date offset.
42909	UnderlyingPaymentStreamCompoundingPeriodSkip	@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.
<UnderlyingPaymentStreamCompoundingStartDate>			N
<UnderlyingPaymentStreamCompoundingEndDate>			N
42910	UnderlyingPaymentStreamCompoundingFrequencyPeriod	@FreqPeriod	N	Conditionally required when UnderlyingPaymentStreamCompoundingFrequencyUnit(42911) is specified.
42911	UnderlyingPaymentStreamCompoundingFrequencyUnit	@FreqUnit	N	Conditionally required when UnderlyingPaymentStreamCompoundingFrequencyPeriod(42910) is specified.
42912	UnderlyingPaymentStreamCompoundingRollConvention	@Roll	N	When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the payment stream dates.
42913	UnderlyingPaymentStreamBoundsFirstDateUnadjusted	@FirstDtUnadj	N	The unadjusted first date of the compounding schedule. This can be used to restrict the range of dates when they are relative.
42914	UnderlyingPaymentStreamBoundsLastDateUnadjusted	@LastDtUnadj	N	The unadjusted last date of the compounding schedule. This can be used to restrict the range of dates when they are relative.