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Component

LegPaymentStreamCompoundingDates

ID4339
PedigreeAdded EP208
LegPaymentStreamCompoundingDates is a subcomponent of the LegPaymentStream component used to specify the compounding dates of the stream - either specific, relative or periodic dates.
Field
Name
Type
Req'd
Comments
Pedigree
42408
When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to payment stream compounding dates.
Added EP208
When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to payment stream compounding dates.
Added EP208
Added EP208
42409
Added EP208
42410
Conditionally required when LegPaymentStreamCompoundingDatesOffsetUnit(42411) is specified.
Added EP208
42411
Conditionally required when LegPaymentStreamCompoundingDatesOffsetPeriod(42410) is specified.
Added EP208
42412
Added EP208
42413
Added EP208
Added EP208
Added EP208
42414
Conditionally required when LegPayamentStreamCompoundingFrequencyUnit(42415) is specified.
Added EP208
42415
Conditionally required when LegPayamentStreamCompoundingFrequencyPeriod(42414) is specified.
Added EP208
42416
When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of payment stream compounding dates.
Added EP208
42417
Added EP208
42418
Added EP208
Used in components:

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