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UnderlyingPaymentStreamCompoundingDates

ID4400
PedigreeAdded EP208
UnderlyingPaymentStreamCompoundingDates is a subcomponent of the UnderlyingPaymentStream component used to specify the compounding dates of the stream - either specific, relative or periodic dates.
Field
Name
Type
Req'd
Comments
Pedigree
42904
UnderlyingPaymentStreamCompoundingDatesBusinessDayConvention
BusinessDayConventionCodeSet
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.
Added EP208
UnderlyingPaymentStreamCompoundingDatesBusinessCenterGrp
UnderlyingPaymentStreamCompoundingDatesBusinessCenterGrp
When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to payment stream compounding dates.
Added EP208
UnderlyingPaymentStreamCompoundingDateGrp
UnderlyingPaymentStreamCompoundingDateGrp
Added EP208
42905
UnderlyingPaymentStreamCompoundingDatesRelativeTo
int
Added EP208
42906
UnderlyingPaymentStreamCompoundingDatesOffsetPeriod
int
Conditionally required when UnderlyingPaymentStreamCompoundingDatesOffsetUnit(42907) is specified.
Added EP208
42907
UnderlyingPaymentStreamCompoundingDatesOffsetUnit
PaymentStreamPaymentDateOffsetUnitCodeSet
Conditionally required when UnderlyingPaymentStreamCompoundingDatesOffsetPeriod(42906) is specified.
Added EP208
42908
UnderlyingPaymentStreamCompoundingDatesOffsetDayType
PaymentStreamPaymentDateOffsetDayTypeCodeSet
Added EP208
42909
UnderlyingPaymentStreamCompoundingPeriodSkip
int
Added EP208
UnderlyingPaymentStreamCompoundingStartDate
UnderlyingPaymentStreamCompoundingStartDate
Added EP208
UnderlyingPaymentStreamCompoundingEndDate
UnderlyingPaymentStreamCompoundingEndDate
Added EP208
42910
UnderlyingPaymentStreamCompoundingFrequencyPeriod
int
Conditionally required when UnderlyingPaymentStreamCompoundingFrequencyUnit(42911) is specified.
Added EP208
42911
UnderlyingPaymentStreamCompoundingFrequencyUnit
CouponFrequencyUnitCodeSet
Conditionally required when UnderlyingPaymentStreamCompoundingFrequencyPeriod(42910) is specified.
Added EP208
42912
UnderlyingPaymentStreamCompoundingRollConvention
DateRollConventionCodeSet
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.
Added EP208
42913
UnderlyingPaymentStreamBoundsFirstDateUnadjusted
LocalMktDate
Added EP208
42914
UnderlyingPaymentStreamBoundsLastDateUnadjusted
LocalMktDate
Added EP208
Used in components:

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