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<UnderlyingPaymentStreamResetDates> Component Block

UnderlyingPaymentStreamResetDates is a subcomponent of the UnderlyingPaymentStream component used to specify the floating rate reset dates of the stream.

Used in :

Tag Field Name FIXML Req'd Comments
40592 UnderlyingPaymentStreamResetDateRelativeTo @Reltv N

Specifies the anchor date when the reset dates are relative to an anchor date.

If the reset frequency is specified as daily this element must not be included.

See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
40593 UnderlyingPaymentStreamResetDateBusinessDayConvention @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 reset dates.

<UnderlyingPaymentStreamResetDateBusinessCenterGrp> N
40595 UnderlyingPaymentStreamResetFrequencyPeriod @FreqPeriod N

Conditionally required when UnderlyingPaymentStreamResetFrequencyUnit(40596) is specified.
40596 UnderlyingPaymentStreamResetFrequencyUnit @FreqUnit N

Conditionally required when UnderlyingPaymentStreamResetFrequencyPeriod(40595) is specified.
40597 UnderlyingPaymentStreamResetWeeklyRollConvention @WklyRoll 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 reset dates.

40598 UnderlyingPaymentStreamInitialFixingDateRelativeTo @InitReltv N

Specifies the anchor date when the initial fixing date is relative to an anchor date.

See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
40599 UnderlyingPaymentStreamInitialFixingDateBusinessDayConvention @InitBizDayCnvtn 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 reset dates.

<UnderlyingPaymentStreamInitialFixingDateBusinessCenterGrp> N
40601 UnderlyingPaymentStreamInitialFixingDateOffsetPeriod @InitPeriod N

Conditionally required when UnderlyingPaymentStreamInitialFixingDateOffsetUnit(40602) is specified.
40602 UnderlyingPaymentStreamInitialFixingDateOffsetUnit @InitUnit N

Conditionally required when UnderlyingPaymentStreamInitialFixingDateOffsetPeriod(40601) is specified.
40603 UnderlyingPaymentStreamInitialFixingDateOffsetDayType @InitDayTyp N

Specifies the day type of the relative initial fixing date offset.
40604 UnderlyingPaymentStreamInitialFixingDateAdjusted @InitDt N

The adjusted initial fixing date.
40605 UnderlyingPaymentStreamFixingDateRelativeTo @FixngReltv N

Specifies the anchor date when the fixing date is relative to an anchor date.

See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
40606 UnderlyingPaymentStreamFixingDateBusinessDayConvention @FixngBizDayCnvtn 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 reset dates.

<UnderlyingPaymentStreamFixingDateBusinessCenterGrp> N
40608 UnderlyingPaymentStreamFixingDateOffsetPeriod @FixngPeriod N

Conditionally required when UnderlyingPaymentStreamFixingDateOffsetUnit(40609) is specified.
40609 UnderlyingPaymentStreamFixingDateOffsetUnit @FixngUnit N

Conditionally required when UnderlyingPaymentStreamFixingDateOffsetPeriod(40608) is specified.
40610 UnderlyingPaymentStreamFixingDateOffsetDayType @FixngDayTyp N

Specifies the day type of the relative fixing date offset.
40611 UnderlyingPaymentStreamFixingDateAdjusted @FixngDt N

The adjusted fixing date.
40612 UnderlyingPaymentStreamRateCutoffDateOffsetPeriod @CutoffPeriod N

Conditionally required when UnderlyingPaymentStreamRateCutoffDateOffsetUnit(40613) is specified.
40613 UnderlyingPaymentStreamRateCutoffDateOffsetUnit @CutoffUnit N

Conditionally required when UnderlyingPaymentStreamRateCutoffDateOffsetPeriod(40612) is specified.
40614 UnderlyingPaymentStreamRateCutoffDateOffsetDayType @CutoffDayTyp N

Specifies the day type of the relative rate cut-off date offset.
<UnderlyingPaymentStreamFixingDateGrp> N

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