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LegPaymentScheduleGrp

The LegPaymentScheduleGrp is a repeating subcomponent of the LegPaymentStream component used to specify notional and rate steps in the payment stream.

TagNameTypeRequiredDescription
40374NumInGroup
Required
Number of swap schedules in the repeating group
40375Int Enum
Required if NoLegPaymentSchedules(40374) > 0
41533XID
41534XIDREF
40376Int Enum
40377LocalMktDate
40378LocalMktDate
40379Int Enum
40380Int Enum
40381Amount
40382Currency
40383Percentage
40384Float
40385PriceOffset
41535Currency
41536String Enum
41537Float
41538Int Enum
40386Int Enum
40387Int Enum
40388Amount
40389Currency
41539Price
41540Currency
41541String Enum
41542String Enum
40390Int
Conditionally required when LegPaymentScheduleStepFrequencyUnit(40391) is specified
40391String Enum
Conditionally required when LegPaymentScheduleStepFrequencyPeriod(40390) is specified
40392Amount
40393Percentage
40394Percentage
40395Int Enum
Component
40396LocalMktDate
40397Float
40398Int
40399Int Enum
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 payment schedule
Component
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 payment schedule
40401Int
Conditionally required when LegPaymentScheduleFixingDatesOffsetUnit(40402) is specified
40402String Enum
Conditionally required when LegPaymentScheduleFixingDatesOffsetPeriod(40401) is specified
40403Int Enum
41543Int Enum
41544Int
40404LocalMktDate
Component
41545Int
Conditionally required when LegPaymentScheduleFixingLagUnit(41546) is specified
41546String Enum
Conditionally required when LegPaymentScheduleFixingLagPeriod(41545) is specified
41547Int
Conditionally required when LegPaymentScheduleFixingFirstObservationDateOffsetUnit(41548) is specified
41548String Enum
Conditionally required when LegPaymentScheduleFixingFirstObservationDateOffsetPeriod(41547) is specified
40405LocalMktTime
40406String
40407Int
40408Int Enum
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 payment schedule
Component
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 payment schedule
40410Int
Conditionally required when LegPaymentScheduleInterimExchangeDatesOffsetUnit(40411) is specified
40411String Enum
Conditionally required when LegPaymentScheduleInterimExchangeDatesOffsetPeriod(40410) is specified
40412Int Enum
40413LocalMktDate