Component CashSettlTermGrp

The CashSettlTermGrp is a repeating component within the Instrument component used to report cash settlement terms referenced from UnderlyingInstruments.

Usage of CashSettlTermGrp must either include a known CashSettlAmount(40034) or provide the cash settlement term parameters needed to derive the cash settlement amount.

CashSettlTermXID(40039) is provided for cross-referencing from an instance of the UnderlyingInstrument component through the UnderlyingSettlTermXIDRef(41315) field.

	Field or Component	Field Name	Abbr Name	Req'd	Comments	Pedigree

Repeating Group 40277

NoCashSettlDealers

Added EP161

40032

CashSettlDealer

Dlr

Required if NoCashSettlDealers(40277) > 0.

Added EP161

end Repeating Group

end Component

	42207	CashSettlDateUnadjusted	DtUnadj			Added EP208
	42208	CashSettlDateBusinessDayConvention	BizDayCnvtn		When specified, this overrides the business day convention defined in the DateAdjustment component in the Instrument component. The specified value would be specific to this instance of the cash settlement provision.	Added EP208

Component

CashSettlDateBusinessCenterGrp

BizCtr

When specified, this overrides the business centers defined in the DateAdjustment component in the Instrument component. The specified values would be specific to this instance of the cash settlement provision.

Added EP208

42209	CashSettlDateRelativeTo	Reltv		Added EP208
42210	CashSettlDateOffsetPeriod	OfstPeriod	Conditionally required when CashSettlDateOffsetUnit(42211) is specified.	Added EP208
42211	CashSettlDateOffsetUnit	OfstUnit	Conditionally required when CashSettlDateOffsetPeriod(42210) is specified.	Added EP208
42212	CashSettlDateOffsetDayType	OfstDayTyp		Added EP208
42213	CashSettlDateAdjusted	Dt		Added EP208

end Component

40023	CashSettlCurrency	Ccy	Required if NoCashSettlTerms(40022) > 0.	Added EP161
40024	CashSettlValuationFirstBusinessDayOffset	BizDayOfst		Added EP161
40916	CashSettlValuationSubsequentBusinessDaysOffset	SbsqntBizDayOfst		Added EP161
40917	CashSettlNumOfValuationDates	NumValDts		Added EP161
40025	CashSettlValuationTime	ValTm		Added EP161
40026	CashSettlBusinessCenter	BizCtr		Added EP161
40027	CashSettlQuoteMethod	QteMeth		Added EP161
40028	CashSettlQuoteAmount	QteAmt		Added EP161
40029	CashSettlQuoteCurrency	QteCcy		Added EP161
40030	CashSettlMinimumQuoteAmount	MinQteAmt		Added EP161
40031	CashSettlMinimumQuoteCurrency	MinQteCcy		Added EP161

42216	CashSettlPriceSource	PxSrc	Added EP208
42217	CashSettlPriceDefault	PxDflt	Added EP208
40033	CashSettlBusinessDays	BizDays	Added EP161
40034	CashSettlAmount	Amt	Added EP161

40035	CashSettlRecoveryFactor	RcvryFctr	Added EP161
40036	CashSettlFixedTermIndicator	FixedInd	Added EP161
40037	CashSettlAccruedInterestIndicator	AcrdIntInd	Added EP161
40038	CashSettlValuationMethod	ValMeth	Added EP161
40039	CashSettlTermXID	XID	Added EP161

FIX.Latest_EP299 Component

CashSettlTermGrp

<CashSettlTrm>