The PaymentScheduleGrp is a repeating subcomponent of the StreamGrp component used to specify notional and rate steps of the payment stream.
Tag | Name | Type | Required | Description |
---|---|---|---|---|
40828 | NumInGroup | Number of swap schedules in the repeating group | ||
40829 | Int Enum | Required if NoPaymentSchedules(40828) > 0 | ||
41164 | XID | |||
41165 | XIDREF | |||
40830 | Int Enum | |||
40831 | LocalMktDate | |||
40832 | LocalMktDate | |||
40833 | Int Enum | |||
40834 | Int Enum | |||
40835 | Amount | |||
40836 | Currency | |||
40837 | Percentage | |||
40838 | Float | |||
40839 | PriceOffset | |||
41166 | Currency | |||
41167 | String Enum | |||
41168 | Float | |||
41169 | Int Enum | |||
40840 | Int Enum | |||
40841 | Int Enum | |||
40842 | Amount | |||
40843 | Currency | |||
41170 | Price | |||
41171 | Currency | |||
41172 | String Enum | |||
41173 | String Enum | |||
40844 | Int | Conditionally required when PaymentScheduleStepFrequencyUnit(40845) is specified | ||
40845 | String Enum | Conditionally required when PaymentScheduleStepFrequencyPeriod(40844) is specified | ||
40846 | Amount | |||
40847 | Percentage | |||
40848 | Percentage | |||
40849 | Int Enum | |||
Component | ||||
40850 | LocalMktDate | |||
40851 | Float | |||
40852 | Int | |||
40853 | Int Enum | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment schedule | ||
Component | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment schedule | |||
40855 | Int | Conditionally required when PaymentScheduleFixingDateOffsetUnit(40856) is specified | ||
40856 | String Enum | Conditionally required when PaymentScheduleFixingDateOffsetPeriod(40855) is specified | ||
40857 | Int Enum | |||
41174 | Int Enum | |||
41175 | Int | |||
40858 | LocalMktDate | |||
Component | ||||
41176 | Int | Conditionally required when PaymentScheduleFixingLagUnit(41177) is specified | ||
41177 | String Enum | Conditionally required when PaymentScheduleFixingLagPeriod(41176) is specified | ||
41178 | Int | Conditionally required when PaymentScheduleFixingFirstObservationDateOffsetUnit(41179) is specified | ||
41179 | String Enum | Conditionally required when PaymentScheduleFixingFirstObservationDateOffsetPeriod(41178) is specified | ||
40859 | LocalMktTime | |||
40860 | String | |||
40861 | Int | |||
40862 | Int Enum | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment schedule | ||
Component | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment schedule | |||
40864 | Int | Conditionally required when PaymentScheduleInterimExchangeDatesOffsetUnit(40865) is specified | ||
40865 | String Enum | Conditionally required when PaymentScheduleInterimExchangeDatesOffsetPeriod(40864) is specified | ||
40866 | Int Enum | |||
40867 | LocalMktDate |