The UnderlyingPaymentScheduleGrp is a repeating subcomponent of the UnderlyingPaymentStream component used to specify notional and rate steps in the payment stream.
| Tag | Name | Type | Required | Description |
|---|---|---|---|---|
| 40664 | NumInGroup | Number of swap schedules in the repeating group
| ||
| 40665 | Int Enum | Required if NoUnderlyingPaymentScheules(40664) > 0
| ||
| 41881 | XID | |||
| 41882 | XIDREF | |||
| 40666 | Int Enum | |||
| 40667 | LocalMktDate | |||
| 40668 | LocalMktDate | |||
| 40669 | Int Enum | |||
| 40670 | Int Enum | |||
| 40671 | Amount | |||
| 40672 | Currency | |||
| 40673 | Percentage | |||
| 40674 | Float | |||
| 40675 | PriceOffset | |||
| 41883 | Currency | |||
| 41884 | String Enum | |||
| 41885 | Float | |||
| 41886 | Int Enum | |||
| 40676 | Int Enum | |||
| 40677 | Int Enum | |||
| 40678 | Amount | |||
| 40679 | Currency | |||
| 41887 | Price | |||
| 41888 | Currency | |||
| 41889 | String Enum | |||
| 41890 | String Enum | |||
| 40680 | Int | Conditionally required when UnderlyingPaymentScheduleStepFrequeencyUnit(40681) is specified
| ||
| 40681 | String Enum | Conditionally required when UnderlyingPaymentScheduleStepFrequeencyPeriod(40680) is specified
| ||
| 40682 | Amount | |||
| 40683 | Percentage | |||
| 40684 | Percentage | |||
| 40685 | Int Enum | |||
| Component | ||||
| 40686 | LocalMktDate | |||
| 40687 | Float | |||
| 40688 | Int | |||
| 40689 | Int Enum | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment schedule
| ||
| Component | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment schedule
| |||
| 40691 | Int | Conditionally required when UnderlyingPaymentScheduleFixingDateOffsetUnit(40692) is specified
| ||
| 40692 | String Enum | Conditionally required when UnderlyingPaymentScheduleFixingDateOffsetPeriod(40691) is specified
| ||
| 40693 | Int Enum | |||
| 41891 | Int Enum | |||
| 41892 | Int | |||
| 40694 | LocalMktDate | |||
| Component | ||||
| 41893 | Int | Conditionally required when UnderlyingPaymentScheduleFixingLagUnit(41894) is specified
| ||
| 41894 | String Enum | Conditionally required when UnderlyingPaymentScheduleFixingLagPeriod(41893) is specified
| ||
| 41895 | Int | Conditionally required when UnderlyingPaymentScheduleFixingFirstObservationDateOffsetUnit(41896) is specified
| ||
| 41896 | String Enum | Conditionally required when UnderlyingPaymentScheduleFixingFirstObservationDateOffsetPeriod(41895) is specified
| ||
| 40695 | LocalMktTime | |||
| 40696 | String | |||
| 40697 | Int | |||
| 40698 | Int Enum | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment schedule
| ||
| Component | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment schedule
| |||
| 40700 | Int | Conditionally required when UnderlyingPaymentScheduleInterimExchangeDatesOffsetUnit(40701) is specified
| ||
| 40701 | String Enum | Conditionally required when UnderlyingPaymentScheduleInterimExchangeDatesOffsetPeriod(40700) is specified
| ||
| 40702 | Int Enum | |||
| 40703 | LocalMktDate |