UnderlyingPaymentStreamCompoundingDates is a subcomponent of the UnderlyingPaymentStream component used to specify the compounding dates of the stream - either specific, relative or periodic dates.
| Tag | Name | Type | Required | Description |
|---|---|---|---|---|
| 42904 | Int Enum | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. 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 UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to payment stream compounding dates
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| Component | ||||
| 42905 | Int | |||
| 42906 | Int | Conditionally required when UnderlyingPaymentStreamCompoundingDatesOffsetUnit(42907) is specified
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| 42907 | String Enum | Conditionally required when UnderlyingPaymentStreamCompoundingDatesOffsetPeriod(42906) is specified
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| 42908 | Int Enum | |||
| 42909 | Int | |||
| Component | ||||
| Component | ||||
| 42910 | Int | Conditionally required when UnderlyingPaymentStreamCompoundingFrequencyUnit(42911) is specified
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| 42911 | String Enum | Conditionally required when UnderlyingPaymentStreamCompoundingFrequencyPeriod(42910) is specified
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| 42912 | String Enum | When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the payment stream dates
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| 42913 | LocalMktDate | |||
| 42914 | LocalMktDate |