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Component

LegStreamTerminationDate

ID4033
PedigreeAdded EP161
LegStreamTerminationDate is a subcomponent of the LegStreamGrp component used to specify the termination date of the stream.
Field
Name
Type
Req'd
Comments
Pedigree
40257
Added EP161
40258
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 leg stream termination date.
Added EP161
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 leg stream termination date.
Added EP161
40260
Added EP161
40261
Conditionally required when LegStreamTerminationDateOffsetUnit(40262) is specified.
Added EP161
40262
Conditionally required when LegStreamTerminationDateOffsetPeriod(40261) is specified.
Added EP161
40263
Added EP161
40264
Added EP161
Used in groups:

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