PaymentStreamCompoundingDates is a subcomponent of the PaymentStream component used to specify the compounding dates of the stream - either specific, relative or periodic dates.
| Tag | Name | Type | Required | Description |
|---|---|---|---|---|
| 42609 | Int Enum | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. 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 DateAdjustment component in Instrument. The specified values would be specific to payment stream compounding dates
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| Component | ||||
| 42610 | Int | |||
| 42611 | Int | Conditionally required when PaymentStreamCompoundingDatesOffsetUnit(42612) is specified
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| 42612 | String Enum | Conditionally required when PaymentCompoundingDatesOffsetPeriod(42611) is specified
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| 42613 | Int Enum | |||
| 42614 | Int | |||
| Component | ||||
| Component | ||||
| 42615 | Int | Conditionally required when PayamentStreamCompoundingFrequencyUnit(42616) is specified
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| 42616 | String Enum | Conditionally required when PayamentStreamCompoundingFrequencyPeriod(42615) is specified
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| 42617 | String Enum | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream compounding dates
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| 42618 | LocalMktDate | |||
| 42619 | LocalMktDate |