UnderlyingPaymentStreamPaymentDates is a subcomponent of the UnderlyingPaymentStream component used to specify the payment dates of the stream.
For equity return swaps this component is used to specify the interim price payment dates and the UnderlyingPaymentStreamFinalPricePaymentDate component is used to specify the final price payment date.
Used in :
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| 40581 | UnderlyingPaymentStreamPaymentDateBusinessDayConvention | @BizDayCnvtn | N |
When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's payment dates. |
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| <UnderlyingPaymentStreamPaymentDateBusinessCenterGrp> | N | ||||||
| <UnderlyingPaymentStreamPaymentDateGrp> | N | ||||||
| 40583 | UnderlyingPaymentStreamPaymentFrequencyPeriod | @FreqPeriod | N |
Conditionally required when UnderlyingPaymentStreamPaymentFrequencyUnit(40584) is specified. |
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| 40584 | UnderlyingPaymentStreamPaymentFrequencyUnit | @FreqUnit | N |
Conditionally required when UnderlyingPaymentStreamPaymentFrequencyPeriod(40583) is specified. |
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| 40585 | UnderlyingPaymentStreamPaymentRollConvention | @Roll | N |
When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the stream payment dates. |
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| 40586 | UnderlyingPaymentStreamFirstPaymentDateUnadjusted | @FirstDtUnadj | N |
The unadjusted first payment date. |
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| 40587 | UnderlyingPaymentStreamLastRegularPaymentDateUnadjusted | @LastReglrDtUnadj | N |
The unadjusted last regular payment date. |
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| 40588 | UnderlyingPaymentStreamPaymentDateRelativeTo | @Reltv | N |
Specifies the anchor date when payment dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. |
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| 40589 | UnderlyingPaymentStreamPaymentDateOffsetPeriod | @OfstPeriod | N |
Conditionally required when UnderlyingPaymentStreamPaymentOffsetUnit(40590) is specified. |
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| 40590 | UnderlyingPaymentStreamPaymentDateOffsetUnit | @OfstUnit | N |
Conditionally required when UnderlyingPaymentStreamPaymentOffsetPeriod(40589) is specified. |
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| 40591 | UnderlyingPaymentStreamPaymentDateOffsetDayType | @OfstDayTyp | N |
Specifies the day type of the relative payment date offset. |
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| 41940 | UnderlyingPaymentStreamMasterAgreementPaymentDatesIndicator | @MADts | N |
When set to 'Y', it indicates that payment dates are specified in the relevant master agreement. |
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| <UnderlyingPaymentStreamFinalPricePaymentDate> | N | ||||||
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