LegPaymentStreamCompoundingDates is a subcomponent of the LegPaymentStream component used to specify the compounding dates of the stream - either specific, relative or periodic dates.
| Tag | Name | Type | Required | Description |
|---|---|---|---|---|
| 42408 | Int Enum | 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
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| Component | 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
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| Component | ||||
| 42409 | Int | |||
| 42410 | Int | Conditionally required when LegPaymentStreamCompoundingDatesOffsetUnit(42411) is specified
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| 42411 | String Enum | Conditionally required when LegPaymentStreamCompoundingDatesOffsetPeriod(42410) is specified
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| 42412 | Int Enum | |||
| 42413 | Int | |||
| Component | ||||
| Component | ||||
| 42414 | Int | Conditionally required when LegPayamentStreamCompoundingFrequencyUnit(42415) is specified
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| 42415 | String Enum | Conditionally required when LegPayamentStreamCompoundingFrequencyPeriod(42414) is specified
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| 42416 | String Enum | 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
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| 42417 | LocalMktDate | |||
| 42418 | LocalMktDate |