The LegStreamGrp is a repeating subcomponent of the InstrumentLeg component used to detail the swap streams associated with the instrument.
A swap will ordinarily have one or two streams. Each one may contain a LegStreamDesc(40243) with a descriptive string such as Float
or Fixed
. However the choice of description should have no effect on the stream's purpose.
LegStreamPaySide(40244) and LegStreamReceiveSide(40245) link the appropriate swap parties to their role in the stream. In pre-trade messages the side value (e.g. Side(54) field) of the request or order should be 1
(Buy) or 2
(Sell), and LegStreamPaySide(40244) and LegStreamReceiveSide(40245) should be set to the same side value indicating the aggressor's desired role. On fills and post-trade messages, the executing firm takes the opposite side and indicates its role by setting LegStreamPaySide(40244) and LegStreamReceiveSide(40245) to the opposite side of the aggressor's role.
Pedigree Added EP161
Expand Components | Collapse Components
| Field or Component | Field Name | Abbr Name | Req'd | Comments | Pedigree |
|---|
| Repeating Group 40241 | NoLegStreams | Added EP161 |
| 40242 | LegStreamType | Typ | Required if NoLegStreams(40241) > 0. | Added EP161 | |
| 41700 | LegStreamXID | XID | Added EP169 | ||
| 40243 | LegStreamDesc | Desc | Added EP161 | ||
| 42583 | LegStreamVersion | Ver | Added EP208 | ||
| 42584 | LegStreamVersionEffectiveDate | VerEfctvDt | Added EP208 | ||
| 40244 | LegStreamPaySide | PaySide | Added EP161 | ||
| 40245 | LegStreamReceiveSide | RcvSide | Added EP161 | ||
| 41702 | LegStreamNotionalXIDRef | NotlXIDRef | Added EP169 | ||
| 40246 | LegStreamNotional | Notl | Added EP161 | ||
| 40247 | LegStreamCurrency | Ccy | Added EP161 | ||
| 42585 | LegStreamNotionalDeterminationMethod | NotlDtrmnMeth | Added EP208 | ||
| 42586 | LegStreamNotionalAdjustments | NotlAdjmts | Added EP208 | ||
| 41703 | LegStreamNotionalFrequencyPeriod | NotlPeriod | Conditionally required when LegStreamNotionalFrequencyUnit(41704) is specified. | Added EP169 | |
| 41704 | LegStreamNotionalFrequencyUnit | NotlUnit | Conditionally required when LegStreamNotionalFrequencyPeriod(41703) is specified. | Added EP169 | |
| 41705 | LegStreamNotionalCommodityFrequency | NotlFreq | Added EP169 | ||
| 41706 | LegStreamNotionalUnitOfMeasure | NotlUOM | Added EP169 | ||
| 41707 | LegStreamTotalNotional | TotNotl | Added EP169 | ||
| 41708 | LegStreamTotalNotionalUnitOfMeasure | TotNotlUOM | Added EP169 |
| Component(-) | LegStreamCommodity | Cmdty | Added EP169 |
| 41648 | LegStreamCommodityBase | Base | Added EP169 | ||
| 41649 | LegStreamCommodityType | CmdtyTyp | Added EP169 | ||
| 41650 | LegStreamCommoditySecurityID | ID | Conditionally required when LegStreamCommoditySecurityIDSource(41651) is specified. | Added EP169 | |
| 41651 | LegStreamCommoditySecurityIDSource | Src | Conditionally required when LegStreamCommoditySecurityID(41650) is specified. | Added EP169 | |
| Component(-) | LegStreamCommodityAltIDGrp | AID | Added EP169 |
| Repeating Group 41674 | NoLegStreamCommodityAltIDs | Added EP169 |
| 41675 | LegStreamCommodityAltID | AltID | Required if NoLegStreamCommodityAltIDs(41674) > 0. | Added EP169 | |
| 41676 | LegStreamCommodityAltIDSource | AltIDSrc | Required if NoLegStreamCommodityAltIDs(41674) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41652 | LegStreamCommodityDesc | Desc | Added EP169 | ||
| 41653 | EncodedLegStreamCommodityDescLen | EncDescLen | Must be set if EncodedLegStreamCommodityDesc(41654) field is specified and must immediately precede it. | Added EP169 | |
| 41654 | EncodedLegStreamCommodityDesc | EncDesc | Encoded (non-ASCII characters) representation of the LegStreamCommodityDesc(41652) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 | |
| 42588 | LegStreamCommodityDeliveryPricingRegion | DlvryPxngRgn | May be used to specify the delivery or pricing region of a non-standard commodity swap contract (e.g. when InstrAttribType(871)=38 (US standard contract indicator) and InstrAttribValue(872)=N). | Added EP193 | |
| Component(-) | LegStreamAssetAttributeGrp | AssetAttrb | Added EP169 |
| Repeating Group 41452 | NoLegStreamAssetAttributes | Added EP169 |
| 41453 | LegStreamAssetAttributeType | Typ | Required if NoLegStreamAssetAttributes(41452) > 0. | Added EP169 | |
| 41454 | LegStreamAssetAttributeValue | Val | Added EP169 | ||
| 41455 | LegStreamAssetAttributeLimit | Lmt | Added EP169 |
| end Repeating Group |
| end Component |
| 41655 | LegStreamCommodityUnitOfMeasure | UOM | Added EP169 | ||
| 41656 | LegStreamCommodityCurrency | Ccy | Added EP169 | ||
| 41657 | LegStreamCommodityExchange | Exch | Added EP169 | ||
| 41658 | LegStreamCommodityRateSource | RtSrc | Added EP169 | ||
| 41659 | LegStreamCommodityRateReferencePage | RefPg | Added EP169 | ||
| 41660 | LegStreamCommodityRateReferencePageHeading | RefHdng | Added EP169 | ||
| 41661 | LegStreamDataProvider | DataPrvdr | Added EP169 | ||
| Component(-) | LegStreamCommodityDataSourceGrp | DataSrc | Added EP169 |
| Repeating Group 41677 | NoLegStreamCommodityDataSources | Added EP169 |
| 41678 | LegStreamCommodityDataSourceID | ID | Required if NoLegStreamCommodityDataSources(41677) > 0. | Added EP169 | |
| 41679 | LegStreamCommodityDataSourceIDType | Typ | Required if NoLegStreamCommodityDataSources(41677) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41662 | LegStreamCommodityPricingType | PxngTyp | Added EP169 | ||
| 41663 | LegStreamCommodityNearbySettlDayPeriod | Period | Conditionally required when LegStreamCommodityNearbySettlDayUnit(41664) is specified. | Added EP169 | |
| 41664 | LegStreamCommodityNearbySettlDayUnit | Unit | Conditionally required when LegStreamCommodityNearbySettlDayPeriod(41663) is specified. | Added EP169 | |
| 41665 | LegStreamCommoditySettlDateUnadjusted | DtUnadj | Added EP169 | ||
| 41666 | LegStreamCommoditySettlDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the settlement date. | Added EP169 | |
| Component(-) | LegStreamCommoditySettlBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the settlement date. | Added EP169 |
| Repeating Group 41646 | NoLegStreamCommoditySettlBusinessCenters | Added EP169 |
| 41647 | LegStreamCommoditySettlBusinessCenter | Ctr | Required if NoLegStreamCommoditySettlementBusinessCenters(41646) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41667 | LegStreamCommoditySettlDateAdjusted | Dt | Added EP169 | ||
| 41668 | LegStreamCommoditySettlMonth | Mo | Added EP169 | ||
| 41669 | LegStreamCommoditySettlDateRollPeriod | RollPeriod | Conditionally required when LegStreamCommoditySettlDateRollUnit(41670) is specified. | Added EP169 | |
| 41670 | LegStreamCommoditySettlDateRollUnit | RollUnit | Conditionally required when LegStreamCommoditySettlDateRollPeriod(41669) is specified. | Added EP169 | |
| 41671 | LegStreamCommoditySettlDayType | DayTyp | Added EP169 | ||
| Component(-) | LegStreamCommoditySettlPeriodGrp | SettlPeriod | Added EP169 |
| Repeating Group 41686 | NoLegStreamCommoditySettlPeriods | Added EP169 |
| 41687 | LegStreamCommoditySettlCountry | Ctry | Required if NoLegStreamCommoditySettlPeriods(41686) > 0. | Added EP169 | |
| 41688 | LegStreamCommoditySettlTimeZone | TZ | Added EP169 | ||
| 41689 | LegStreamCommoditySettlFlowType | FlowTyp | Added EP169 | ||
| 41690 | LegStreamCommoditySettlPeriodNotional | Notl | Added EP169 | ||
| 41691 | LegStreamCommoditySettlPeriodNotionalUnitOfMeasure | NotlUOM | Added EP169 | ||
| 41692 | LegStreamCommoditySettlPeriodFrequencyPeriod | FreqPeriod | Conditionally required when LegStreamCommoditySettlPeriodFrequencyUnit(41693) is specified. | Added EP169 | |
| 41693 | LegStreamCommoditySettlPeriodFrequencyUnit | FreqUnit | Conditionally required when LegStreamCommoditySettlPeriodFrequencyPeriod(41692) is specified. | Added EP169 | |
| 41694 | LegStreamCommoditySettlPeriodPrice | Px | Added EP169 | ||
| 41695 | LegStreamCommoditySettlPeriodPriceUnitOfMeasure | PxUOM | Added EP169 | ||
| 41696 | LegStreamCommoditySettlPeriodPriceCurrency | PxCcy | Added EP169 | ||
| 41697 | LegStreamCommoditySettlHolidaysProcessingInstruction | Holidays | Added EP169 | ||
| Component(-) | LegStreamCommoditySettlDayGrp | Day | Added EP169 |
| Repeating Group 41680 | NoLegStreamCommoditySettlDays | Added EP169 |
| 41681 | LegStreamCommoditySettlDay | Day | Required if NoLegStreamCommoditySettlementDays(41680) > 0. | Added EP169 | |
| 41682 | LegStreamCommoditySettlTotalHours | TotHrs | Added EP169 | ||
| Component(-) | LegStreamCommoditySettlTimeGrp | Tm | Added EP169 |
| Repeating Group 41683 | NoLegStreamCommoditySettlTimes | Added EP169 |
| 41684 | LegStreamCommoditySettlStart | Start | Required if NoLegStreamCommoditySettlTimes(41683) > 0. | Added EP169 | |
| 41685 | LegStreamCommoditySettlEnd | End | Required if NoLegStreamCommoditySettlTimes(41683) > 0. | Added EP169 | |
| 41935 | LegStreamCommoditySettlTimeType | Typ | May be defaulted to market convention or bilaterally agreed if not specified. | Added EP169 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 41698 | LegStreamCommoditySettlPeriodXID | XID | Added EP169 | ||
| 41699 | LegStreamCommoditySettlPeriodXIDRef | XIDRef | Added EP169 |
| end Repeating Group |
| end Component |
| 41672 | LegStreamCommodityXID | XID | Added EP169 | ||
| 41673 | LegStreamCommodityXIDRef | XIDRef | Added EP169 |
| end Component |
| Component(-) | LegStreamEffectiveDate | EfctvDt | Added EP161 |
| 40249 | LegStreamEffectiveDateUnadjusted | DtUnadj | Added EP161 | ||
| 40250 | LegStreamEffectiveDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream effective date. | Added EP161 | |
| Component(-) | LegStreamEffectiveDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream stream effective date. | Added EP161 |
| Repeating Group 40942 | NoLegStreamEffectiveDateBusinessCenters | Added EP161 |
| 40251 | LegStreamEffectiveDateBusinessCenter | BizCtr | Required if NoLegStreamEffectiveDateBusinessCenters(40942) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40252 | LegStreamEffectiveDateRelativeTo | Reltv | Added EP161 | ||
| 40253 | LegStreamEffectiveDateOffsetPeriod | OfstPeriod | Conditionally required when LegPaymentStreamEffectiveDateOffsetUnit(40254) is specified. | Added EP161 | |
| 40254 | LegStreamEffectiveDateOffsetUnit | OfstUnit | Conditionally required when LegPaymentStreamEffectiveDateOffsetPeriod(40253) is specified. | Added EP161 | |
| 40255 | LegStreamEffectiveDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40256 | LegStreamEffectiveDateAdjusted | Dt | Added EP161 |
| end Component |
| Component(-) | LegStreamTerminationDate | TrmtnDt | Added EP161 |
| 40257 | LegStreamTerminationDateUnadjusted | DtUnadj | Added EP161 | ||
| 40258 | LegStreamTerminationDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream termination date. | Added EP161 | |
| Component(-) | LegStreamTerminationDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream termination date. | Added EP161 |
| Repeating Group 40943 | NoLegStreamTerminationDateBusinessCenters | Added EP161 |
| 40259 | LegStreamTerminationDateBusinessCenter | Ctr | Required if NoLegStreamTerminationDateBusinessCenters(40943) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40260 | LegStreamTerminationDateRelativeTo | Reltv | Added EP161 | ||
| 40261 | LegStreamTerminationDateOffsetPeriod | OfstPeriod | Conditionally required when LegStreamTerminationDateOffsetUnit(40262) is specified. | Added EP161 | |
| 40262 | LegStreamTerminationDateOffsetUnit | OfstUnit | Conditionally required when LegStreamTerminationDateOffsetPeriod(40261) is specified. | Added EP161 | |
| 40263 | LegStreamTerminationDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40264 | LegStreamTerminationDateAdjusted | Dt | Added EP161 |
| end Component |
| Component(-) | LegStreamCalculationPeriodDates | CalcDts | Added EP161 |
| 41641 | LegStreamCalculationPeriodDatesXID | XID | Added EP169 | ||
| 41642 | LegStreamCalculationPeriodDatesXIDRef | XIDRef | Added EP169 | ||
| 40265 | LegStreamCalculationPeriodBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream calculation period dates. | Added EP161 Updated EP169 | |
| Component(-) | LegStreamCalculationPeriodBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream calculation period dates. | Added EP161 |
| Repeating Group 40940 | NoLegStreamCalculationPeriodBusinessCenters | Added EP161 |
| 40266 | LegStreamCalculationPeriodBusinessCenter | Ctr | Required if NoLegStreamCalculationPeriodBusinessCenters(40940) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | LegStreamCalculationPeriodDateGrp | CalcDt | Added EP169 |
| Repeating Group 41638 | NoLegStreamCalculationPeriodDates | Added EP169 |
| 41639 | LegStreamCalculationPeriodDate | Dt | Required if NoLegStreamCalculationPeriodDates(41638) > 0. | Added EP169 | |
| 41640 | LegStreamCalculationPeriodDateType | Typ | Added EP169 |
| end Repeating Group |
| end Component |
| 40267 | LegStreamFirstPeriodStartDateUnadjusted | FirstStartDtUnadj | Added EP161 | ||
| 40268 | LegStreamFirstPeriodStartDateBusinessDayConvention | FirstStartDtBizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream calculation period dates. | Added EP161 | |
| Component(-) | LegStreamFirstPeriodStartDateBusinessCenterGrp | FirstStartDtBizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream calculation period dates. | Added EP161 |
| Repeating Group 40941 | NoLegStreamFirstPeriodStartDateBusinessCenters | Added EP161 |
| 40269 | LegStreamFirstPeriodStartDateBusinessCenter | Ctr | Required if NoLegStreamFirstPeriodStartDateBusinessCenters(40941) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40270 | LegStreamFirstPeriodStartDateAdjusted | FirstStartDt | Added EP161 | ||
| 40271 | LegStreamFirstRegularPeriodStartDateUnadjusted | FirstReglrStartDtUnadj | Added EP161 | ||
| 40272 | LegStreamFirstCompoundingPeriodEndDateUnadjusted | FirstCmpndgEndDtUnadj | Added EP161 | ||
| 40273 | LegStreamLastRegularPeriodEndDateUnadjusted | LastReglrEndDtUnadj | Added EP161 | ||
| 40274 | LegStreamCalculationFrequencyPeriod | FreqPeriod | Conditionally required when LegStreamCalculationFrequencyUnit(40275) is specified. | Added EP161 | |
| 40275 | LegStreamCalculationFrequencyUnit | FreqUnit | Conditionally required when LegStreamCalculationFrequencyPeriod(40274) is specified. | Added EP161 | |
| 40276 | LegStreamCalculationRollConvention | Roll | When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream calculation period dates. | Added EP161 | |
| 41643 | LegStreamCalculationBalanceOfFirstPeriod | BalFirst | Added EP169 | ||
| 41644 | LegStreamCalculationCorrectionPeriod | CrrctnPeriod | Conditionally required when LegStreamCalculationCorrectionUnit(41645) is specified. | Added EP169 | |
| 41645 | LegStreamCalculationCorrectionUnit | CrrctnUnit | Conditionally required when LegStreamCalculationCorrectionPeriod(41644) is specified. | Added EP169 |
| end Component |
| Component(-) | LegPaymentStream | PmtStrm | Added EP161 |
| Component(-) | LegPaymentStreamPaymentDates | PmtDts | Added EP161 |
| 40292 | LegPaymentStreamPaymentDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream. | Added EP161 | |
| Component(-) | LegPaymentStreamPaymentDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream. | Added EP161 |
| Repeating Group 40930 | NoLegPaymentStreamPaymentDateBusinessCenters | Added EP161 |
| 40293 | LegPaymentStreamPaymentDateBusinessCenter | Ctr | Requirend if NoLegPaymentStreamPaymentDateBusinessCenters(40930) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | LegPaymentStreamPaymentDateGrp | PmtDt | Added EP169 |
| Repeating Group 41589 | NoLegPaymentStreamPaymentDates | Added EP169 |
| 41590 | LegPaymentStreamPaymentDate | Dt | Required if NoLegPaymentStreamPaymentDates(41589) > 0. | Added EP169 | |
| 41591 | LegPaymentStreamPaymentDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| end Repeating Group |
| end Component |
| 40294 | LegPaymentStreamPaymentFrequencyPeriod | FreqPeriod | Conditionally required when LegPaymentStreamPaymentFrequencyUnit(40295) is specified. | Added EP161 | |
| 40295 | LegPaymentStreamPaymentFrequencyUnit | FreqUnit | Conditionally required when LegPaymentStreamFrequencyPeriod(40294) is specified. | Added EP161 | |
| 40296 | LegPaymentStreamPaymentRollConvention | Roll | When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream payment dates. | Added EP161 | |
| 40297 | LegPaymentStreamFirstPaymentDateUnadjusted | FirstDtUnadj | Added EP161 | ||
| 40298 | LegPaymentStreamLastRegularPaymentDateUnadjusted | LastReglrDtUnadj | Added EP161 | ||
| 40299 | LegPaymentStreamPaymentDateRelativeTo | Reltv | Added EP161 | ||
| 40300 | LegPaymentStreamPaymentDateOffsetPeriod | OfstPeriod | Conditionally required when LegPaymentStreamPaymentDateOffsetUnit(40301) is specified. | Added EP161 Updated EP208 | |
| 40301 | LegPaymentStreamPaymentDateOffsetUnit | OfstUnit | Conditionally required when LegPaymentStreamPaymentDateOffsetPeriod(40300) is specified. | Added EP161 Updated EP208 | |
| 40302 | LegPaymentStreamPaymentDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 41592 | LegPaymentStreamMasterAgreementPaymentDatesIndicator | MADts | Added EP169 |
| Component(-) | LegPaymentStreamFinalPricePaymentDate | FnlPxPmt | Added EP208 |
| 42453 | LegPaymentStreamFinalPricePaymentDateUnadjusted | DtUnadj | Added EP208 | ||
| 42454 | LegPaymentStreamFinalPricePaymentDateRelativeTo | Reltv | Added EP208 | ||
| 42455 | LegPaymentStreamFinalPricePaymentDateOffsetPeriod | OfstPeriod | Conditionally required when LegPaymentStreamFinalPricePaymentDateOffsetUnit(42456) is specified. | Added EP208 | |
| 42456 | LegPaymentStreamFinalPricePaymentDateOffsetUnit | OfstUnit | Conditionally required when LegPaymentStreamFinalPricePaymentDateOffsetPeriod(42455) is specified. | Added EP208 | |
| 42457 | LegPaymentStreamFinalPricePaymentDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42458 | LegPaymentStreamFinalPricePaymentDateAdjusted | Dt | Added EP208 |
| end Component |
| end Component |
| Component(-) | LegPaymentStreamResetDates | ResetDts | Added EP161 |
| 40303 | LegPaymentStreamResetDateRelativeTo | Reltv | Added EP161 | ||
| 40304 | LegPaymentStreamResetDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream reset dates. | Added EP161 | |
| Component(-) | LegPaymentStreamResetDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream reset dates. | Added EP161 |
| Repeating Group 40931 | NoLegPaymentStreamResetDateBusinessCenters | Added EP161 |
| 40305 | LegPaymentStreamResetDateBusinessCenter | Ctr | Required if NoLegPaymentStreamResetDateBusinessCenters(40931) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40306 | LegPaymentStreamResetFrequencyPeriod | FreqPeriod | Conditionally required when LegPaymentStreamResetFrequencyUnit(40307) is specified. | Added EP161 | |
| 40307 | LegPaymentStreamResetFrequencyUnit | FreqUnit | Conditionally required when LegPaymentStreamResetFrequencyPeriod(40306) is specified. | Added EP161 | |
| 40308 | LegPaymentStreamResetWeeklyRollConvention | WklyRoll | When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream payment dates. | Added EP161 | |
| 40309 | LegPaymentStreamInitialFixingDateRelativeTo | InitReltv | Added EP161 | ||
| 40310 | LegPaymentStreamInitialFixingDateBusinessDayConvention | InitBizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream reset dates. | Added EP161 | |
| Component(-) | LegPaymentStreamInitialFixingDateBusinessCenterGrp | InitBizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream reset dates. | Added EP161 |
| Repeating Group 40932 | NoLegPaymentStreamInitialFixingDateBusinessCenters | Added EP161 |
| 40311 | LegPaymentStreamInitialFixingDateBusinessCenter | Ctr | Required if NoLegPaymentStreamInitialFixingDateBusinessCenters(40932) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40312 | LegPaymentStreamInitialFixingDateOffsetPeriod | InitPeriod | Conditionally required when LegPaymentStreamInitialFixingDateOffsetUnit(40313) is specified. | Added EP161 | |
| 40313 | LegPaymentStreamInitialFixingDateOffsetUnit | InitUnit | Conditionally required when LegPaymentStreamInitialFixingDateOffsetPeriod(40312) is specified. | Added EP161 | |
| 40314 | LegPaymentStreamInitialFixingDateOffsetDayType | InitDayTyp | Added EP161 | ||
| 40315 | LegPaymentStreamInitialFixingDateAdjusted | InitDt | Added EP161 | ||
| 40316 | LegPaymentStreamFixingDateRelativeTo | FixngReltv | Added EP161 | ||
| 40317 | LegPaymentStreamFixingDateBusinessDayConvention | FixngBizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream reset dates. | Added EP161 | |
| Component(-) | LegPaymentStreamFixingDateBusinessCenterGrp | FixngBizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream reset dates. | Added EP161 |
| Repeating Group 40933 | NoLegPaymentStreamFixingDateBusinessCenters | Added EP161 |
| 40318 | LegPaymentStreamFixingDateBusinessCenter | Ctr | Required if NoLegPaymentStreamFixingDateBusinessCenters(40933) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40319 | LegPaymentStreamFixingDateOffsetPeriod | FixngPeriod | Conditionally required when LegPaymentStreamFixingDateOffsetUnit(40320) is specified. | Added EP161 | |
| 40320 | LegPaymentStreamFixingDateOffsetUnit | FixngUnit | Conditionally required when LegPaymentStreamFixingDateOffsetPeriod(40319) is specified. | Added EP161 | |
| 40321 | LegPaymentStreamFixingDateOffsetDayType | FixngDayTyp | Added EP161 | ||
| 40322 | LegPaymentStreamFixingDateAdjusted | FixngDt | Added EP161 | ||
| 40323 | LegPaymentStreamRateCutoffDateOffsetPeriod | CutoffPeriod | Conditionally required when LegPaymentStreamRateCutoffDateOffsetUnit(40324) is specified. | Added EP161 Updated EP208 | |
| 40324 | LegPaymentStreamRateCutoffDateOffsetUnit | CutoffUnit | Conditionally required when LegPaymentStreamRateCutoffDateOffsetPeriod(40323) is specified. | Added EP161 Updated EP208 | |
| 40325 | LegPaymentStreamRateCutoffDateOffsetDayType | CutoffDayTyp | Added EP161 | ||
| Component(-) | LegPaymentStreamFixingDateGrp | FixngDt | Added EP208 |
| Repeating Group 42459 | NoLegPaymentStreamFixingDates | Added EP208 |
| 42460 | LegPaymentStreamFixingDate | Dt | Required if NoLegPaymentStreamFixingDates(42459) > 0. | Added EP208 | |
| 42461 | LegPaymentStreamFixingDateType | Typ | When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. | Added EP208 |
| end Repeating Group |
| end Component |
| end Component |
| Component(-) | LegPaymentStreamFixedRate | Fixed | Added EP161 |
| 40326 | LegPaymentStreamRate | Rt | Mutually exclusive with LegPaymentStreamFixedAmount(40327). | Added EP161 | |
| 40327 | LegPaymentStreamFixedAmount | Amt | Mutually exclusive with LegPaymentStreamRate(40326). | Added EP161 | |
| 40328 | LegPaymentStreamRateOrAmountCurrency | Ccy | Added EP161 | ||
| 41556 | LegPaymentStreamFixedAmountUnitOfMeasure | FixedAmtUOM | Added EP169 | ||
| 41557 | LegPaymentStreamTotalFixedAmount | FixedAmt | Added EP169 | ||
| 40329 | LegPaymentStreamFutureValueNotional | FutValNotl | Added EP161 | ||
| 40330 | LegPaymentStreamFutureValueDateAdjusted | FutValDt | Added EP161 | ||
| 41558 | LegPaymentStreamWorldScaleRate | WorldScaleRt | Added EP169 | ||
| 41559 | LegPaymentStreamContractPrice | CtrctPx | Added EP169 | ||
| 41560 | LegPaymentStreamContractPriceCurrency | CtrctPxCcy | Added EP169 |
| end Component |
| Component(-) | LegPaymentStreamFloatingRate | Float | Added EP161 |
| 40331 | LegPaymentStreamRateIndex | Ndx | Added EP161 | ||
| 40332 | LegPaymentStreamRateIndexSource | NdxSrc | Added EP161 | ||
| 43088 | LegPaymentStreamRateIndexID | NdxID | Conditionally required when LegPaymentStreamRateIndexIDSource(43089) is specified. | Added EP235 | |
| 43089 | LegPaymentStreamRateIndexIDSource | NdxIDSrc | Conditionally required when LegPaymentStreamRateIndexID(43088) is specified. | Added EP235 | |
| 40333 | LegPaymentStreamRateIndexCurveUnit | NdxUnit | Conditionally required when LegPaymentStreamRateIndexCurvePeriod(40334) is specified. | Added EP161 | |
| 40334 | LegPaymentStreamRateIndexCurvePeriod | NdxPeriod | Conditionally required when LegPaymentStreamRateIndexCurveUnit(40333) is specified. | Added EP161 | |
| 43116 | LegPaymentStreamRateIndex2 | Ndx2 | Added EP271 | ||
| 43117 | LegPaymentStreamRateIndex2Source | Ndx2Src | Added EP271 | ||
| 43118 | LegPaymentStreamRateIndex2ID | Ndx2ID | Conditionally required when LegPaymentStreamRateIndex2IDSource(43119) is specified. | Added EP271 | |
| 43119 | LegPaymentStreamRateIndex2IDSource | Ndx2IDSrc | Conditionally required when LegPaymentStreamRateIndex2ID(43118) is specified. | Added EP271 | |
| 41563 | LegPaymentStreamRateIndex2CurveUnit | Ndx2Unit | Conditionally required when LegPaymentStreamRateIndex2CurvePeriod(41564) is specified. | Added EP169 Updated EP271 | |
| 41564 | LegPaymentStreamRateIndex2CurvePeriod | Ndx2Period | Conditionally required when LegPaymentStreamRateIndex2CurveUnit(41563) is specified. | Added EP169 Updated EP271 | |
| 41565 | LegPaymentStreamRateIndexLocation | NdxLctn | Added EP169 | ||
| 41566 | LegPaymentStreamRateIndexLevel | NdxLvl | Added EP169 | ||
| 41567 | LegPaymentStreamRateIndexUnitOfMeasure | NdxUOM | Added EP169 | ||
| 41568 | LegPaymentStreamSettlLevel | SettlLvl | Added EP169 | ||
| 41569 | LegPaymentStreamReferenceLevel | RefLvl | Added EP169 | ||
| 41570 | LegPaymentStreamReferenceLevelUnitOfMeasure | RefUOM | Added EP169 | ||
| 41571 | LegPaymentStreamReferenceLevelEqualsZeroIndicator | RefLvlZero | Added EP169 | ||
| 40335 | LegPaymentStreamRateMultiplier | RtMult | Added EP161 | ||
| 40336 | LegPaymentStreamRateSpread | Spread | Added EP161 | ||
| 41572 | LegPaymentStreamRateSpreadCurrency | SpreadCcy | Added EP169 | ||
| 41573 | LegPaymentStreamRateSpreadUnitOfMeasure | SpreadUOM | Added EP169 | ||
| 41574 | LegPaymentStreamRateConversionFactor | RtFctr | Added EP169 | ||
| 41575 | LegPaymentStreamRateSpreadType | SpreadTyp | Added EP169 | ||
| 40337 | LegPaymentStreamRateSpreadPositionType | SpreadPosTyp | Added EP161 | ||
| 40338 | LegPaymentStreamRateTreatment | RtTrtmt | Added EP161 | ||
| 40339 | LegPaymentStreamCapRate | CapRt | Added EP161 | ||
| 40340 | LegPaymentStreamCapRateBuySide | CapRtBuy | Added EP161 | ||
| 40341 | LegPaymentStreamCapRateSellSide | CapRtSell | Added EP161 | ||
| 40342 | LegPaymentStreamFloorRate | FlrRt | Added EP161 | ||
| 40343 | LegPaymentStreamFloorRateBuySide | FlrRtBuy | Added EP161 | ||
| 40344 | LegPaymentStreamFloorRateSellSide | FlrRtSell | Added EP161 | ||
| 40345 | LegPaymentStreamInitialRate | InitRt | Added EP161 | ||
| 41576 | LegPaymentStreamLastResetRate | LastResetRt | Added EP169 | ||
| 41577 | LegPaymentStreamFinalRate | FnlRt | Added EP169 | ||
| 40346 | LegPaymentStreamFinalRateRoundingDirection | FnlRtRndDirctn | Added EP161 | ||
| 40347 | LegPaymentStreamFinalRatePrecision | FnlRtPrcsn | Added EP161 | ||
| 40348 | LegPaymentStreamAveragingMethod | AvgngMeth | Added EP161 | ||
| 40349 | LegPaymentStreamNegativeRateTreatment | NegtvRtTrtmt | Added EP161 | ||
| 41578 | LegPaymentStreamCalculationLagPeriod | CalcLagPeriod | Conditionally required when LegPaymentStreamCalculationLagUnit(41579) is specified. | Added EP169 | |
| 41579 | LegPaymentStreamCalculationLagUnit | CalcLagUnit | Conditionally required when LegPaymentStreamCalculationLagPeriod(41578) is specified. | Added EP169 | |
| 42462 | LegPaymentStreamFirstObservationDateUnadjusted | FirstObsvtnDtUnadj | Added EP208 | ||
| 42463 | LegPaymentStreamFirstObservationDateRelativeTo | FirstObsvtnReltv | Added EP208 | ||
| 42464 | LegPaymentStreamFirstObservationDateOffsetDayType | FirstObsvtnOfstDayTyp | Added EP208 | ||
| 41580 | LegPaymentStreamFirstObservationDateOffsetPeriod | FirstObsvtnOfstPeriod | Conditionally required when LegPaymentStreamFirstObservationOffsetUnit(41581) is specified. | Added EP169 | |
| 41581 | LegPaymentStreamFirstObservationDateOffsetUnit | FirstObsvtnOfstUnit | Conditionally required when LegPaymentStreamFirstObservationOffsetPeriod(41580) is specified. | Added EP169 | |
| 42465 | LegPaymentStreamFirstObservationDateAdjusted | FirstObsvtnDt | Added EP208 | ||
| 41582 | LegPaymentStreamPricingDayType | PxngDayTyp | Added EP169 | ||
| 41583 | LegPaymentStreamPricingDayDistribution | PxngDayDistrib | Added EP169 | ||
| 41584 | LegPaymentStreamPricingDayCount | PxngDayCnt | Added EP169 | ||
| 41585 | LegPaymentStreamPricingBusinessCalendar | PxngClndr | Added EP169 | ||
| 41586 | LegPaymentStreamPricingBusinessDayConvention | PxngBizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the payment stream pricing date. | Added EP169 | |
| Component(-) | LegPaymentStreamPricingBusinessCenterGrp | PxngBizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the the payment stream pricing date. | Added EP169 |
| Repeating Group 41561 | NoLegPaymentStreamPricingBusinessCenters | Added EP169 |
| 41562 | LegPaymentStreamPricingBusinessCenter | Ctr | Required if NoLegPaymentStreamPricingBusinessCentrers(41561) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | LegPaymentStreamPricingDayGrp | PxngDay | Added EP169 |
| Repeating Group 41596 | NoLegPaymentStreamPricingDays | Added EP169 |
| 41597 | LegPaymentStreamPricingDayOfWeek | DayOfWk | Required if NoLegPaymentStreamPricingDays(41596) > 0. | Added EP169 | |
| 41598 | LegPaymentStreamPricingDayNumber | DayNum | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | LegPaymentStreamPricingDateGrp | PxngDt | Added EP169 |
| Repeating Group 41593 | NoLegPaymentStreamPricingDates | Added EP169 |
| 41594 | LegPaymentStreamPricingDate | Dt | Required if NoPaymentStreamPricingDates(41593) > 0. | Added EP169 | |
| 41595 | LegPaymentStreamPricingDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| end Repeating Group |
| end Component |
| 40350 | LegPaymentStreamInflationLagPeriod | LagPeriod | Conditionally required when LegPaymentStreamInflationLagUnit(40351) is specified. | Added EP161 | |
| 40351 | LegPaymentStreamInflationLagUnit | LagUnit | Conditionally required when LegPaymentStreamInflationLagPeriod(40350) is specified. | Added EP161 | |
| 40352 | LegPaymentStreamInflationLagDayType | LagDayTyp | Added EP161 | ||
| 40353 | LegPaymentStreamInflationInterpolationMethod | IntrpltnMeth | Added EP161 | ||
| 40354 | LegPaymentStreamInflationIndexSource | InfltnNdxSrc | Added EP161 | ||
| 40355 | LegPaymentStreamInflationPublicationSource | PublctnSrc | Added EP161 | ||
| 40356 | LegPaymentStreamInflationInitialIndexLevel | InitLvl | Added EP161 | ||
| 40357 | LegPaymentStreamInflationFallbackBondApplicable | FallbckBond | Added EP161 | ||
| 40358 | LegPaymentStreamFRADiscounting | FRADisc | Added EP161 | ||
| 42466 | LegPaymentStreamUnderlierRefID | UndlrRefID | Added EP208 |
| Component(-) | LegPaymentStreamFormula | Frmla | Added EP208 |
| 42482 | LegPaymentStreamFormulaCurrency | Ccy | Added EP208 | ||
| 42483 | LegPaymentStreamFormulaCurrencyDeterminationMethod | CcyDtrmnMeth | Added EP208 | ||
| 42484 | LegPaymentStreamFormulaReferenceAmount | RefAmt | Added EP208 | ||
| Component(-) | LegPaymentStreamFormulaMathGrp | Math | Added EP208 |
| Repeating Group 42485 | NoLegPaymentStreamFormulas | Added EP208 |
| 43110 | LegPaymentStreamFormulaLength | FrmlaLen | Required if NoLegPaymentStreamFormulas(42485) > 0. | Added EP259 | |
| 42486 | LegPaymentStreamFormula | Frmla | Required if NoLegPaymentStreamFormulas(42485) > 0. | Added EP208 | |
| 42487 | LegPaymentStreamFormulaDesc | Desc | Added EP208 |
| end Repeating Group |
| end Component |
| Component(-) | LegPaymentStreamFormulaImage | Img | Added EP208 |
| 42451 | LegPaymentStreamFormulaImageLength | FrmlaImgLen | Conditionally required when LegPaymentStreamFormulaImage(42452) is specified. | Added EP208 | |
| 42452 | LegPaymentStreamFormulaImage | FrmlaImg | Conditionally required when LegPaymentStreamFormulaImageLength(42451) is specified. | Added EP208 |
| end Component |
| end Component |
| Component(-) | LegDividendConditions | DividendConds | Added EP208 |
| 42337 | LegDividendReinvestmentIndicator | RnvstmntInd | Added EP208 | ||
| 42338 | LegDividendEntitlementEvent | EntlmntEvnt | Added EP208 | ||
| 42339 | LegDividendAmountType | AmtTyp | Added EP208 | ||
| 42340 | LegDividendUnderlierRefID | UndlrRefID | Added EP208 | ||
| Component(-) | LegDividendPeriodGrp | Period | Added EP208 |
| Repeating Group 42366 | NoLegDividendPeriods | Added EP208 |
| 42367 | LegDividendPeriodSequence | Seq | Required if NoLegDividendPeriods(42366) > 0. | Added EP208 | |
| 42368 | LegDividendPeriodStartDateUnadjusted | StartDtUnadj | Added EP208 | ||
| 42369 | LegDividendPeriodEndDateUnadjusted | EndDtUnadj | Added EP208 | ||
| 42370 | LegDividendPeriodUnderlierRefID | UndlrRefID | When specified, this overrides LegDividendUnderlierRefID(42340). The specified value would be specific to this dividend period instance. | Added EP208 | |
| 42371 | LegDividendPeriodStrikePrice | StrkPx | Added EP208 | ||
| 42372 | LegDividendPeriodBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this dividend period instance. | Added EP208 | |
| Component(-) | LegDividendPeriodBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this dividend period instance. | Added EP208 |
| Repeating Group 42386 | NoLegDividendPeriodBusinessCenters | Added EP208 |
| 42387 | LegDividendPeriodBusinessCenter | Ctr | Required if NoLegDividendPeriodBusinessCenters(42386) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42373 | LegDividendPeriodValuationDateUnadjusted | ValDtUnadj | Added EP208 | ||
| 42374 | LegDividendPeriodValuationDateRelativeTo | ValDtReltv | Added EP208 | ||
| 42375 | LegDividendPeriodValuationDateOffsetPeriod | ValDtOfstPeriod | Conditionally required when LegDividendPeriodValuationDateOffsetUnit(42376) is specified. | Added EP208 | |
| 42376 | LegDividendPeriodValuationDateOffsetUnit | ValDtOfstUnit | Conditionally required when LegDividendPeriodValuationDateOffsetPeriod(42375) is specified. | Added EP208 | |
| 42377 | LegDividendPeriodValuationDateOffsetDayType | ValDtOfstDayTyp | Added EP208 | ||
| 42378 | LegDividendPeriodValuationDateAdjusted | ValDt | Added EP208 | ||
| 42379 | LegDividendPeriodPaymentDateUnadjusted | PmtDtUnadj | Added EP208 | ||
| 42380 | LegDividendPeriodPaymentDateRelativeTo | PmtDtReltv | Added EP208 | ||
| 42381 | LegDividendPeriodPaymentDateOffsetPeriod | PmtDtOfstPeriod | Conditionally required when LegDividendPeriodPaymentDateOffsetUnit(42382) is specified. | Added EP208 | |
| 42382 | LegDividendPeriodPaymentDateOffsetUnit | PmtDtOfstUnit | Conditionally required when LegDividendPeriodPaymentDateOffsetPeriod(42381) is specified. | Added EP208 | |
| 42383 | LegDividendPeriodPaymentDateOffsetDayType | PmtDtOfstDayTyp | Added EP208 | ||
| 42384 | LegDividendPeriodPaymentDateAdjusted | PmtDt | Added EP208 | ||
| 42385 | LegDividendPeriodXID | XID | Added EP208 |
| end Repeating Group |
| end Component |
| 42341 | LegExtraordinaryDividendPartySide | ExtrordSide | Added EP208 | ||
| 42342 | LegExtraordinaryDividendAmountType | ExtrordAmtTyp | Added EP208 | ||
| 42343 | LegExtraordinaryDividendCurrency | ExtrordCcy | Added EP208 | ||
| 42344 | LegExtraordinaryDividendDeterminationMethod | ExtrordDtrmnMeth | Added EP208 |
| Component(-) | LegDividendFXTriggerDate | FXTrgrDt | Added EP208 |
| 42357 | LegDividendFXTriggerDateRelativeTo | Reltv | Added EP208 | ||
| 42358 | LegDividendFXTriggerDateOffsetPeriod | OfstPeriod | Conditionally required when LegDividendFXTriggerDateOffsetUnit(42359) is specified. | Added EP208 | |
| 42359 | LegDividendFXTriggerDateOffsetUnit | OfstUnit | Conditionally required when LegDividendFXTriggerDateOffsetPeriod(42358) is specified. | Added EP208 | |
| 42360 | LegDividendFXTriggerDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42361 | LegDividendFXTriggerDateUnadjusted | DtUnadj | Added EP208 | ||
| 42362 | LegDividendFXTriggerDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The value would be specific to this instance of LegDividendFXTriggerDate. | Added EP208 | |
| Component(-) | LegDividendFXTriggerDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The values would be specific to this instance of LegDividendFXTriggerDate. | Added EP208 |
| Repeating Group 42364 | NoLegDividendFXTriggerDateBusinessCenters | Added EP208 |
| 42365 | LegDividendFXTriggerDateBusinessCenter | Ctr | Required if NoLegDividendFXTriggerDateBusinessCenters(42364) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42363 | LegDividendFXTriggerDateAdjusted | Dt | Added EP208 |
| end Component |
| Component(-) | LegDividendAccrualFloatingRate | AcrlFloat | Added EP208 |
| end Component |
| 42345 | LegDividendAccrualFixedRate | AcrlFixedRt | Added EP208 |
| Component(-) | LegDividendAccrualPaymentDate | AcrlPmtDt | Added EP208 |
| 42330 | LegDividendAccrualPaymentDateRelativeTo | Reltv | Added EP208 | ||
| 42331 | LegDividendAccrualPaymentDateOffsetPeriod | OfstPeriod | Conditionally required when LegDividendAccrualPaymentDateOffsetUnit(42332) is specified. | Added EP208 | |
| 42332 | LegDividendAccrualPaymentDateOffsetUnit | OfstUnit | Conditionally required when LegDividendAccrualPaymentDateOffsetPeriod(42331) is specified. | Added EP208 | |
| 42333 | LegDividendAccrualPaymentDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42334 | LegDividendAccrualPaymentDateUnadjusted | DtUnadj | Added EP208 | ||
| 42335 | LegDividendAccrualPaymentDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The value would be specific to this instance of LegDividendAccrualPaymentDate. | Added EP208 | |
| Component(-) | LegDividendAccrualPaymentDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The values would be specific to this instance of LegDividendAccrualPaymentDate. | Added EP208 |
| Repeating Group 42310 | NoLegDividendAccrualPaymentDateBusinessCenters | Added EP208 |
| 42311 | LegDividendAccrualPaymentDateBusinessCenter | Ctr | Required if NoLegDividendAccrualPaymentDateBusinessCenters(42310) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42336 | LegDividendAccrualPaymentDateAdjusted | Dt | Added EP208 |
| end Component |
| 42346 | LegDividendCompoundingMethod | CmpndgMeth | Added EP208 | ||
| 42347 | LegDividendNumOfIndexUnits | NumNdxUnits | Added EP208 | ||
| 42348 | LegDividendCashPercentage | CshPctage | Added EP208 | ||
| 42349 | LegDividendCashEquivalentPercentage | CshEqvlntPctage | Added EP208 | ||
| 42350 | LegNonCashDividendTreatment | NonCshTrtmt | Added EP208 | ||
| 42351 | LegDividendComposition | Cmpstn | Added EP208 | ||
| 42352 | LegSpecialDividendsIndicator | SpeclDividendInd | Added EP208 | ||
| 42353 | LegMaterialDividendsIndicator | MtrlDividendInd | Added EP208 | ||
| 42354 | LegOptionsExchangeDividendsIndicator | ExchDividendInd | Added EP208 | ||
| 42355 | LegAdditionalDividendsIndicator | AddtnlDividendInd | Added EP208 | ||
| 42356 | LegAllDividendsIndicator | AllDividendInd | Added EP208 |
| end Component |
| 42467 | LegReturnRateNotionalReset | RtnRtNotlReset | Added EP208 | ||
| Component(-) | LegReturnRateGrp | RtnRt | Added EP208 |
| Repeating Group 42534 | NoLegReturnRates | Added EP208 |
| 42535 | LegReturnRatePriceSequence | PxSeq | Required if NoLegReturnRates(42534) > 0. | Added EP208 | |
| 42536 | LegReturnRateCommissionBasis | CommBasis | Added EP208 | ||
| 42537 | LegReturnRateCommissionAmount | CommAmt | Added EP208 | ||
| 42538 | LegReturnRateCommissionCurrency | CommCcy | If not specified, this is defaulted to the reporting currency. | Added EP208 | |
| 42539 | LegReturnRateTotalCommissionPerTrade | TotCommPerTrd | Added EP208 | ||
| 42540 | LegReturnRateDeterminationMethod | DtrmnMeth | Added EP208 | ||
| Component(-) | LegReturnRatePriceGrp | Px | Added EP208 |
| Repeating Group 42564 | NoLegReturnRatePrices | Added EP208 |
| 42565 | LegReturnRatePriceBasis | PxBasis | Required if NoLegReturnRatePrices(42564) > 0. | Added EP208 | |
| 42566 | LegReturnRatePrice | Px | Added EP208 | ||
| 42567 | LegReturnRatePriceCurrency | Ccy | Added EP208 | ||
| 42568 | LegReturnRatePriceType | PxTyp | Added EP208 |
| end Repeating Group |
| end Component |
| Component(-) | LegReturnRateFXConversionGrp | FxCnvrsn | Added EP208 |
| Repeating Group 42530 | NoLegReturnRateFXConversions | Added EP208 |
| 42531 | LegReturnRateFXCurrencySymbol | CcySym | Required if NoLegReturnRateFXConversions(42530) > 0. | Added EP208 | |
| 42532 | LegReturnRateFXRate | FxRt | Required if NoLegReturnRateFXConversions(42530) > 0. | Added EP208 | |
| 42533 | LegReturnRateFXRateCalc | FxRtCalc | Added EP208 |
| end Repeating Group |
| end Component |
| 42541 | LegReturnRateAmountRelativeTo | AmtReltv | Added EP208 | ||
| 42542 | LegReturnRateQuoteMeasureType | QteTyp | Added EP208 | ||
| 42543 | LegReturnRateQuoteUnits | QteUnit | Added EP208 | ||
| 42544 | LegReturnRateQuoteMethod | QteMeth | Added EP208 | ||
| 42545 | LegReturnRateQuoteCurrency | QteCcy | Added EP208 | ||
| 42546 | LegReturnRateQuoteCurrencyType | QteCcyTyp | Added EP208 | ||
| 42547 | LegReturnRateQuoteTimeType | QteTmTyp | Mutually exclusive with LegReturnRateQuoteTime(42548). | Added EP208 | |
| 42548 | LegReturnRateQuoteTime | QteTm | Mutually exclusive with LegReturnRateQuoteTimeType(42547). | Added EP208 | |
| 42549 | LegReturnRateQuoteDate | QteDt | Added EP208 | ||
| 42550 | LegReturnRateQuoteExpirationTime | QteExpTm | Added EP208 | ||
| 42551 | LegReturnRateQuoteBusinessCenter | QteBizCtr | Added EP208 | ||
| 42552 | LegReturnRateQuoteExchange | QteExch | Added EP208 | ||
| Component(-) | LegReturnRateInformationSourceGrp | InfoSrc | Added EP208 |
| Repeating Group 42560 | NoLegReturnRateInformationSources | Added EP208 |
| 42561 | LegReturnRateInformationSource | RtSrc | Required if NoLegReturnRateInformationSources(42560) > 0. | Added EP208 | |
| 42562 | LegReturnRateReferencePage | RefPg | Added EP208 | ||
| 42563 | LegReturnRateReferencePageHeading | RefHdng | Added EP208 |
| end Repeating Group |
| end Component |
| 42553 | LegReturnRateQuotePricingModel | QteModel | Added EP208 | ||
| 42554 | LegReturnRateCashFlowType | CshFlow | Added EP208 | ||
| Component(-) | LegReturnRateDateGrp | Dt | Added EP208 |
| Repeating Group 42508 | NoLegReturnRateDates | Added EP208 |
| 42509 | LegReturnRateDateMode | Mode | Required if NoLegReturnRateDates(42508) > 0. | Added EP208 | |
| Component(-) | LegReturnRateValuationDateGrp | Val | Added EP208 |
| Repeating Group 42571 | NoLegReturnRateValuationDates | Added EP208 |
| 42572 | LegReturnRateValuationDate | Dt | Required if NoLegReturnRateValuationDates(42571) > 0. | Added EP208 | |
| 42573 | LegReturnRateValuationDateType | Typ | When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. | Added EP208 |
| end Repeating Group |
| end Component |
| 42510 | LegReturnRateValuationDateRelativeTo | Reltv | Added EP208 | ||
| 42511 | LegReturnRateValuationDateOffsetPeriod | OfstPeriod | Conditionally required when LegReturnRateValuationDateOffsetUnit(42512) is specified. | Added EP208 | |
| 42512 | LegReturnRateValuationDateOffsetUnit | OfstUnit | Conditionally required when LegReturnRateValuationDateOffsetPeriod(42511) is specified. | Added EP208 | |
| 42513 | LegReturnRateValuationDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42514 | LegReturnRateValuationStartDateUnadjusted | StartDtUnadj | Added EP208 | ||
| 42515 | LegReturnRateValuationStartDateRelativeTo | StartDtReltv | Added EP208 | ||
| 42516 | LegReturnRateValuationStartDateOffsetPeriod | StartDtOfstPeriod | Conditionally required when LegReturnRateValuationStartDateOffsetUnit(42517) is specified. | Added EP208 | |
| 42517 | LegReturnRateValuationStartDateOffsetUnit | StartDtOfstUnit | Conditionally required when LegReturnRateValuationStartDateOffsetPeriod(42516) is specified. | Added EP208 | |
| 42518 | LegReturnRateValuationStartDateOffsetDayType | StartDtOfstDayTyp | Added EP208 | ||
| 42519 | LegReturnRateValuationStartDateAdjusted | StartDt | Added EP208 | ||
| 42520 | LegReturnRateValuationEndDateUnadjusted | EndDtUnadj | Added EP208 | ||
| 42521 | LegReturnRateValuationEndDateRelativeTo | EndDtReltv | Added EP208 | ||
| 42522 | LegReturnRateValuationEndDateOffsetPeriod | EndDtOfstPeriod | Conditionally required when LegReturnRateValuationEndDateOffsetUnit(42523) is specified. | Added EP208 | |
| 42523 | LegReturnRateValuationEndDateOffsetUnit | EndDtOfstUnit | Conditionally required when LegReturnRateValuationEndDateOffsetPeriod(42522) is specified. | Added EP208 | |
| 42524 | LegReturnRateValuationEndDateOffsetDayType | EndDtOfstDayTyp | Added EP208 | ||
| 42525 | LegReturnRateValuationEndDateAdjusted | EndDt | Added EP208 | ||
| 42526 | LegReturnRateValuationFrequencyPeriod | FreqPeriod | Conditionally required when LegReturnRateValuationFrequencyUnit(42527) is specified. | Added EP208 | |
| 42527 | LegReturnRateValuationFrequencyUnit | FreqUnit | Conditionally required when LegReturnRateValuationFrequencyPeriod(42526) is specified. | Added EP208 | |
| 42528 | LegReturnRateValuationFrequencyRollConvention | Roll | When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of return rate valuation dates. | Added EP208 | |
| 42529 | LegReturnRateValuationDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to payment stream return rate valuation dates. | Added EP208 | |
| Component(-) | LegReturnRateValuationDateBusinessCenterGrp | BizCtr | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to payment stream return rate valuation dates. | Added EP208 |
| Repeating Group 42569 | NoLegReturnRateValuationDateBusinessCenters | Added EP208 |
| 42570 | LegReturnRateValuationDateBusinessCenter | Ctr | Required if NoLegReturnRateValuationDateBusinessCenters(42569) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 42555 | LegReturnRateValuationTimeType | ValTmTyp | Mutually exclusive with LegReturnRateValuationTime(42556). | Added EP208 | |
| 42556 | LegReturnRateValuationTime | ValTm | Mutually exclusive with LegReturnRateValuationTimeType(42555). | Added EP208 | |
| 42557 | LegReturnRateValuationTimeBusinessCenter | ValTmBizCtr | Added EP208 | ||
| 42558 | LegReturnRateValuationPriceOption | ValPxOpt | Added EP208 | ||
| 42559 | LegReturnRateFinalPriceFallback | FnlPxFallbck | Added EP208 |
| end Repeating Group |
| end Component |
| 42468 | LegPaymentStreamLinkInitialLevel | LinkInitLvl | Added EP208 | ||
| 42469 | LegPaymentStreamLinkClosingLevelIndicator | LinkFClsngLvl | Added EP208 | ||
| 42470 | LegPaymentStreamLinkExpiringLevelIndicator | LinkExpngLvl | Added EP208 | ||
| 42471 | LegPaymentStreamLinkEstimatedTradingDays | LinkEstTrdgDays | Added EP208 | ||
| 42472 | LegPaymentStreamLinkStrikePrice | LinkStrkPx | Added EP208 | ||
| 42473 | LegPaymentStreamLinkStrikePriceType | LinkStrkPxTyp | Added EP208 | ||
| 42474 | LegPaymentStreamLinkMaximumBoundary | LinkMaxBndry | Added EP208 | ||
| 42475 | LegPaymentStreamLinkMinimumBoundary | LinkMinBndry | Added EP208 | ||
| 42476 | LegPaymentStreamLinkNumberOfDataSeries | LinkNumDataSeries | Added EP208 | ||
| 42477 | LegPaymentStreamVarianceUnadjustedCap | VarncCap | Added EP208 | ||
| 42478 | LegPaymentStreamRealizedVarianceMethod | RlzdVarncMeth | Added EP208 | ||
| 42479 | LegPaymentStreamDaysAdjustmentIndicator | DaysAdjmt | Added EP208 | ||
| 42480 | LegPaymentStreamNearestExchangeContractRefID | ExchCtrctRefID | Added EP208 | ||
| 42481 | LegPaymentStreamVegaNotionalAmount | VegaNotlAmt | Added EP208 |
| end Component |
| 42404 | LegPaymentStreamCompoundingFixedRate | CmpndgFixedRt | Mutually exclusive with LegPaymentStreamCompoundingXIDRef(42400) or the LegPaymentStreamCompoundingFloatingRate component. | Added EP208 |
| Component(-) | LegPaymentStreamCompoundingFloatingRate | CmpndgFloat | Mutually exclusive with LegPaymentStreamCompoundingFixedRate(42404) or the LegPaymentStreamCompoundingXIDRef(42400). | Added EP208 |
| end Component |
| Component(-) | LegPaymentStreamCompoundingDates | CmpndgDts | Added EP208 |
| 42408 | LegPaymentStreamCompoundingDatesBusinessDayConvention | BizDayCnvtn | 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. | Added EP208 | |
| Component(-) | LegPaymentStreamCompoundingDatesBusinessCenterGrp | BizCtr | 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. | Added EP208 |
| Repeating Group 42419 | NoLegPaymentStreamCompoundingDatesBusinessCenters | Added EP208 |
| 42420 | LegPaymentStreamCompoundingDatesBusinessCenter | Ctr | Required if NoLegPaymentStreamCompoundingDatesBusinessCenters(42419) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| Component(-) | LegPaymentStreamCompoundingDateGrp | CmpndgDt | Added EP208 |
| Repeating Group 42405 | NoLegPaymentStreamCompoundingDates | Added EP208 |
| 42406 | LegPaymentStreamCompoundingDate | Dt | Required if NoLegPaymentStreamCompoundingDates(42405) > 0. | Added EP208 | |
| 42407 | LegPaymentStreamCompoundingDateType | Typ | When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. | Added EP208 |
| end Repeating Group |
| end Component |
| 42409 | LegPaymentStreamCompoundingDatesRelativeTo | Reltv | Added EP208 | ||
| 42410 | LegPaymentStreamCompoundingDatesOffsetPeriod | OfstPeriod | Conditionally required when LegPaymentStreamCompoundingDatesOffsetUnit(42411) is specified. | Added EP208 | |
| 42411 | LegPaymentStreamCompoundingDatesOffsetUnit | OfstUnit | Conditionally required when LegPaymentStreamCompoundingDatesOffsetPeriod(42410) is specified. | Added EP208 | |
| 42412 | LegPaymentStreamCompoundingDatesOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42413 | LegPaymentStreamCompoundingPeriodSkip | Skip | Added EP208 |
| Component(-) | LegPaymentStreamCompoundingStartDate | StartDt | Added EP208 |
| 42445 | LegPaymentStreamCompoundingStartDateUnadjusted | DtUnadj | Added EP208 | ||
| 42446 | LegPaymentStreamCompoundingStartDateRelativeTo | Reltv | Added EP208 | ||
| 42447 | LegPaymentStreamCompoundingStartDateOffsetPeriod | OfstPeriod | Conditionally required when LegPaymentStreamCompoundingStartDateOffsetUnit(42448) is specified. | Added EP208 | |
| 42448 | LegPaymentStreamCompoundingStartDateOffsetUnit | OfstUnit | Conditionally required when LegPaymentStreamCompoundingStartDateOffsetPeriod(42447) is specified. | Added EP208 | |
| 42449 | LegPaymentStreamCompoundingStartDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42450 | LegPaymentStreamCompoundingStartDateAdjusted | Dt | Added EP208 |
| end Component |
| Component(-) | LegPaymentStreamCompoundingEndDate | EndDt | Added EP208 |
| 42421 | LegPaymentStreamCompoundingEndDateUnadjusted | DtUnadj | Added EP208 | ||
| 42422 | LegPaymentStreamCompoundingEndDateRelativeTo | Reltv | Added EP208 | ||
| 42423 | LegPaymentStreamCompoundingEndDateOffsetPeriod | OfstPeriod | Conditionally required when LegPaymentStreamCompoundingEndDateOffsetUnit(42424) is specified. | Added EP208 | |
| 42424 | LegPaymentStreamCompoundingEndDateOffsetUnit | OfstUnit | Conditionally required when LegPaymentStreamCompoundingEndDateOffsetPeriod(42423) is specified. | Added EP208 | |
| 42425 | LegPaymentStreamCompoundingEndDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42426 | LegPaymentStreamCompoundingEndDateAdjusted | Dt | Added EP208 |
| end Component |
| 42414 | LegPaymentStreamCompoundingFrequencyPeriod | FreqPeriod | Conditionally required when LegPayamentStreamCompoundingFrequencyUnit(42415) is specified. | Added EP208 | |
| 42415 | LegPaymentStreamCompoundingFrequencyUnit | FreqUnit | Conditionally required when LegPayamentStreamCompoundingFrequencyPeriod(42414) is specified. | Added EP208 | |
| 42416 | LegPaymentStreamCompoundingRollConvention | Roll | 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. | Added EP208 | |
| 42417 | LegPaymentStreamBoundsFirstDateUnadjusted | FirstDtUnadj | Added EP208 | ||
| 42418 | LegPaymentStreamBoundsLastDateUnadjusted | LastDtUnadj | Added EP208 |
| end Component |
| Component(-) | LegPaymentStreamNonDeliverableSettlTerms | NonDlvrblTrms | Added EP161 |
| 40359 | LegPaymentStreamNonDeliverableRefCurrency | Ccy | Added EP161 | ||
| 40360 | LegPaymentStreamNonDeliverableFixingDatesBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the non-deliverable currency's fixing date. | Added EP161 | |
| Component(-) | LegPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the non-deliverable currency's fixing date. | Added EP161 |
| Repeating Group 40929 | NoLegPaymentStreamNonDeliverableFixingDateBusinessCenters | Added EP161 |
| 40361 | LegPaymentStreamNonDeliverableFixingDatesBusinessCenter | Ctr | Required if NoLegPaymentStreamNonDeliverableFixingDatesBusinessCenters(40929) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40362 | LegPaymentStreamNonDeliverableFixingDatesRelativeTo | FixngReltv | Added EP161 | ||
| 40363 | LegPaymentStreamNonDeliverableFixingDatesOffsetPeriod | FixngPeriod | Conditionally required when LegPaymentStreamNonDeliverableFixingDateOffsetUnit(40364) is specified. | Added EP161 | |
| 40364 | LegPaymentStreamNonDeliverableFixingDatesOffsetUnit | FixngUnit | Conditionally required when LegPaymentStreamNonDeliverableFixingDateOffsetPeriod(40363) is specified. | Added EP161 | |
| 40365 | LegPaymentStreamNonDeliverableFixingDatesOffsetDayType | FixngDayTyp | Added EP161 |
| Component(-) | LegPaymentStreamNonDeliverableSettlRateSource | RtSrc | Added EP161 |
| 40087 | LegPaymentStreamNonDeliverableSettlRateSource | RtSrc | Added EP161 | ||
| 40228 | LegPaymentStreamNonDeliverableSettlReferencePage | RefPg | Conditionally required when LegPaymentStreamNonDeliverableSettlRateSource(40087) = 3 (ISDA Settlement Rate Option) or 99 (Other). | Added EP161 |
| end Component |
| Component(-) | LegPaymentStreamNonDeliverableFixingDateGrp | FixngDt | Added EP161 |
| Repeating Group 40367 | NoLegNonDeliverableFixingDates | Added EP161 |
| 40368 | LegNonDeliverableFixingDate | Dt | Required if NoLegNonDeliverableFixingDates(40367) > 0. | Added EP161 | |
| 40369 | LegNonDeliverableFixingDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | LegSettlRateDisruptionFallbackGrp | SettlRtFallbck | Added EP161 |
| Repeating Group 40902 | NoLegSettlRateFallbacks | Added EP161 |
| 40903 | LegSettlRatePostponementMaximumDays | MaxDays | Required if NoLegSettlRateFallbacks(40902) > 0. | Added EP161 |
| Component(-) | LegSettlRateFallbackRateSource | RtSrc | Added EP161 |
| 40366 | LegSettlRateFallbackRateSource | RtSrc | Added EP161 | ||
| 40370 | LegSettlRateFallbackReferencePage | RefPg | Conditionally required when LegSettlRateFallbackRateSource(40366) = 3 (ISDA Settlement Rate Option) or 99 (Other). | Added EP161 |
| end Component |
| 40905 | LegSettlRatePostponementSurvey | Survey | Added EP161 | ||
| 40906 | LegSettlRatePostponementCalculationAgent | CalcAgent | Added EP161 |
| end Repeating Group |
| end Component |
| end Component |
| end Component |
| Component(-) | LegPaymentScheduleGrp | PmtSched | Added EP161 |
| Repeating Group 40374 | NoLegPaymentSchedules | Added EP161 |
| 40375 | LegPaymentScheduleType | Typ | Required if NoLegPaymentSchedules(40374) > 0. | Added EP161 | |
| 41533 | LegPaymentScheduleXID | XID | Added EP169 | ||
| 41534 | LegPaymentScheduleXIDRef | XIDRef | Added EP169 | ||
| 40376 | LegPaymentScheduleStubType | StubTyp | Added EP161 | ||
| 40377 | LegPaymentScheduleStartDateUnadjusted | StartDtUnadj | Added EP161 | ||
| 40378 | LegPaymentScheduleEndDateUnadjusted | EndDtUnadj | Added EP161 | ||
| 40379 | LegPaymentSchedulePaySide | PaySide | Added EP161 | ||
| 40380 | LegPaymentScheduleReceiveSide | RcvSide | Added EP161 | ||
| 40381 | LegPaymentScheduleNotional | Notl | Added EP161 | ||
| 40382 | LegPaymentScheduleCurrency | Ccy | Added EP161 | ||
| 40383 | LegPaymentScheduleRate | Rt | Added EP161 | ||
| 40384 | LegPaymentScheduleRateMultiplier | RtMult | Added EP161 | ||
| 40385 | LegPaymentScheduleRateSpread | Spread | Added EP161 | ||
| 41535 | LegPaymentScheduleRateCurrency | RtCcy | Added EP169 | ||
| 41536 | LegPaymentScheduleRateUnitOfMeasure | RtUOM | Added EP169 | ||
| 41537 | LegPaymentScheduleRateConversionFactor | RtFctr | Added EP169 | ||
| 41538 | LegPaymentScheduleRateSpreadType | SpreadTyp | Added EP169 | ||
| 40386 | LegPaymentScheduleRateSpreadPositionType | SpreadPosTyp | Added EP161 | ||
| 40387 | LegPaymentScheduleRateTreatment | RtTrtmt | Added EP161 | ||
| 40388 | LegPaymentScheduleFixedAmount | FixedAmt | Added EP161 | ||
| 40389 | LegPaymentScheduleFixedCurrency | FixedCcy | Added EP161 | ||
| 41539 | LegPaymentScheduleSettlPeriodPrice | SettlPx | Added EP169 | ||
| 41540 | LegPaymentScheduleSettlPeriodPriceCurrency | SettlPxCcy | Added EP169 | ||
| 41541 | LegPaymentScheduleSettlPeriodPriceUnitOfMeasure | SettlPxUOM | Added EP169 | ||
| 41542 | LegPaymentScheduleStepUnitOfMeasure | StepUOM | Added EP169 | ||
| 40390 | LegPaymentScheduleStepFrequencyPeriod | StepPeriod | Conditionally required when LegPaymentScheduleStepFrequencyUnit(40391) is specified. | Added EP161 | |
| 40391 | LegPaymentScheduleStepFrequencyUnit | StepUnit | Conditionally required when LegPaymentScheduleStepFrequencyPeriod(40390) is specified. | Added EP161 | |
| 40392 | LegPaymentScheduleStepOffsetValue | StepVal | Added EP161 | ||
| 40393 | LegPaymentScheduleStepRate | StepRt | Added EP161 | ||
| 40394 | LegPaymentScheduleStepOffsetRate | StepOfstRt | Added EP161 | ||
| 40395 | LegPaymentScheduleStepRelativeTo | StepReltv | Added EP161 | ||
| Component(-) | LegPaymentScheduleRateSourceGrp | RtSrc | Added EP161 |
| Repeating Group 40414 | NoLegPaymentScheduleRateSources | Added EP161 |
| 40415 | LegPaymentScheduleRateSource | Src | Required if NoLegPaymentScheduleRateSources(40414) > 0. | Added EP161 | |
| 40416 | LegPaymentScheduleRateSourceType | Typ | Required if NoLegPaymentScheduleRateSources(40414) > 0. | Added EP161 Updated EP169 | |
| 40417 | LegPaymentScheduleReferencePage | RefPg | Conditionally required when LegPaymentScheduleRateSource(40415) = 99 (Other). | Added EP161 |
| end Repeating Group |
| end Component |
| 40396 | LegPaymentScheduleFixingDateUnadjusted | FixngDtUnadj | Added EP161 | ||
| 40397 | LegPaymentScheduleWeight | Wt | Added EP161 | ||
| 40398 | LegPaymentScheduleFixingDateRelativeTo | FixngReltv | Added EP161 | ||
| 40399 | LegPaymentScheduleFixingDateBusinessDayConvention | FixngBizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment schedule. | Added EP161 | |
| Component(-) | LegPaymentScheduleFixingDateBusinessCenterGrp | FixngBizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment schedule. | Added EP161 |
| Repeating Group 40927 | NoLegPaymentScheduleFixingDateBusinessCenters | Added EP161 |
| 40400 | LegPaymentScheduleFixingDateBusinessCenter | Ctr | Required if NoLegPaymentScheduleFixingDateBusinessCenters(40927) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40401 | LegPaymentScheduleFixingDateOffsetPeriod | FixngPeriod | Conditionally required when LegPaymentScheduleFixingDatesOffsetUnit(40402) is specified. | Added EP161 | |
| 40402 | LegPaymentScheduleFixingDateOffsetUnit | FixngUnit | Conditionally required when LegPaymentScheduleFixingDatesOffsetPeriod(40401) is specified. | Added EP161 | |
| 40403 | LegPaymentScheduleFixingDateOffsetDayType | FixngDayTyp | Added EP161 | ||
| 41543 | LegPaymentScheduleFixingDayDistribution | FixngDayDistrib | Added EP169 | ||
| 41544 | LegPaymentScheduleFixingDayCount | FixngDayCnt | Added EP169 | ||
| 40404 | LegPaymentScheduleFixingDateAdjusted | FixngDt | Added EP161 | ||
| Component(-) | LegPaymentScheduleFixingDayGrp | FixngDay | Added EP169 |
| Repeating Group 41530 | NoLegPaymentScheduleFixingDays | Added EP169 |
| 41531 | LegPaymentScheduleFixingDayOfWeek | DayOfWk | Required if NoLegPaymentScheduleFixingDays(41530) > 0. | Added EP169 | |
| 41532 | LegPaymentScheduleFixingDayNumber | DayNum | Added EP169 |
| end Repeating Group |
| end Component |
| 41545 | LegPaymentScheduleFixingLagPeriod | FixngLagPeriod | Conditionally required when LegPaymentScheduleFixingLagUnit(41546) is specified. | Added EP169 | |
| 41546 | LegPaymentScheduleFixingLagUnit | FixngLagUnit | Conditionally required when LegPaymentScheduleFixingLagPeriod(41545) is specified. | Added EP169 | |
| 41547 | LegPaymentScheduleFixingFirstObservationDateOffsetPeriod | FixngFirstObsvtnPeriod | Conditionally required when LegPaymentScheduleFixingFirstObservationDateOffsetUnit(41548) is specified. | Added EP169 Updated EP208 | |
| 41548 | LegPaymentScheduleFixingFirstObservationDateOffsetUnit | FixngFirstObsvtnUnit | Conditionally required when LegPaymentScheduleFixingFirstObservationDateOffsetPeriod(41547) is specified. | Added EP169 Updated EP208 | |
| 40405 | LegPaymentScheduleFixingTime | FixngTm | Added EP161 | ||
| 40406 | LegPaymentScheduleFixingTimeBusinessCenter | FixngTmBizCtr | Added EP161 | ||
| 40407 | LegPaymentScheduleInterimExchangePaymentDateRelativeTo | IntrmExchDtReltv | Added EP161 | ||
| 40408 | LegPaymentScheduleInterimExchangeDatesBusinessDayConvention | IntrmExchDtBizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment schedule. | Added EP161 | |
| Component(-) | LegPaymentScheduleInterimExchangeDateBusinessCenterGrp | IntrmExchDtBizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment schedule. | Added EP161 |
| Repeating Group 40928 | NoLegPaymentScheduleInterimExchangeDateBusinessCenters | Added EP161 |
| 40409 | LegPaymentScheduleInterimExchangeDatesBusinessCenter | Ctr | Required if NoLegPaymentScheduleInterimExchangeDateBusinessCenters(40928) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40410 | LegPaymentScheduleInterimExchangeDatesOffsetPeriod | IntrmExchDtPeriod | Conditionally required when LegPaymentScheduleInterimExchangeDatesOffsetUnit(40411) is specified. | Added EP161 | |
| 40411 | LegPaymentScheduleInterimExchangeDatesOffsetUnit | IntrmExchDtUnit | Conditionally required when LegPaymentScheduleInterimExchangeDatesOffsetPeriod(40410) is specified. | Added EP161 | |
| 40412 | LegPaymentScheduleInterimExchangeDatesOffsetDayType | IntrmExchDayTyp | Added EP161 | ||
| 40413 | LegPaymentScheduleInterimExchangeDateAdjusted | IntrmExchDt | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | LegPaymentStubGrp | PmtStub | Added EP161 |
| Repeating Group 40418 | NoLegPaymentStubs | Added EP161 |
| 40419 | LegPaymentStubType | Typ | Required if NoLegPaymentStubs(40418) > 0. | Added EP161 | |
| 40420 | LegPaymentStubLength | Lngth | Added EP161 |
| Component(-) | LegPaymentStubStartDate | StartDt | Added EP208 |
| 42497 | LegPaymentStubStartDateUnadjusted | DtUnadj | Added EP208 | ||
| 42498 | LegPaymentStubStartDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this payment stub instance. | Added EP208 | |
| Component(-) | LegPaymentStubStartDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this payment stub instance. | Added EP208 |
| Repeating Group 42504 | NoLegPaymentStubStartDateBusinessCenters | Added EP208 |
| 42505 | LegPaymentStubStartDateBusinessCenter | Ctr | Required if NoLegPaymentStubStartDateBusinessCenters(42504) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42499 | LegPaymentStubStartDateRelativeTo | Reltv | Added EP208 | ||
| 42500 | LegPaymentStubStartDateOffsetPeriod | OfstPeriod | Conditionally required when LegPaymentStubStartDateOffsetUnit(42501) is specified. | Added EP208 | |
| 42501 | LegPaymentStubStartDateOffsetUnit | OfstUnit | Conditionally required when LegPaymentStubStartDateOffsetPeriod(42500) is specified. | Added EP208 | |
| 42502 | LegPaymentStubStartDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42503 | LegPaymentStubStartDateAdjusted | Dt | Added EP208 |
| end Component |
| Component(-) | LegPaymentStubEndDate | EndDt | Added EP208 |
| 42488 | LegPaymentStubEndDateUnadjusted | DtUnadj | Added EP208 | ||
| 42489 | LegPaymentStubEndDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this payment stub instance. | Added EP208 | |
| Component(-) | LegPaymentStubEndDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this payment stub instance. | Added EP208 |
| Repeating Group 42495 | NoLegPaymentStubEndDateBusinessCenters | Added EP208 |
| 42496 | LegPaymentStubEndDateBusinessCenter | Ctr | Required if NoLegPaymentStubEndDateBusinessCenters(42495) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42490 | LegPaymentStubEndDateRelativeTo | Reltv | Added EP208 | ||
| 42491 | LegPaymentStubEndDateOffsetPeriod | OfstPeriod | Conditionally required when LegPaymentStubEndDateOffsetUnit(42492) is specified. | Added EP208 | |
| 42492 | LegPaymentStubEndDateOffsetUnit | OfstUnit | Conditionally required when LegPaymentStubEndDateOffsetPeriod(42491) is specified. | Added EP208 | |
| 42493 | LegPaymentStubEndDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42494 | LegPaymentStubEndDateAdjusted | Dt | Added EP208 |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | LegDeliveryStream | DlvryStrm | Added EP169 |
| 41429 | LegDeliveryStreamType | Typ | Added EP169 | ||
| Component(-) | LegDeliveryStreamCommoditySourceGrp | CmdtySrc | Added EP169 |
| Repeating Group 41460 | NoLegDeliveryStreamCommoditySources | Added EP169 |
| 41461 | LegDeliveryStreamCommoditySource | Src | Required if NoLegDeliveryStreamCommoditySources(41460) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41430 | LegDeliveryStreamPipeline | Ppln | Added EP169 | ||
| 41431 | LegDeliveryStreamEntryPoint | EntryPnt | Added EP169 | ||
| 41432 | LegDeliveryStreamWithdrawalPoint | WthdrwlPnt | Added EP169 | ||
| 41433 | LegDeliveryStreamDeliveryPoint | DlvryPnt | Added EP169 | ||
| 42194 | LegDeliveryStreamDeliveryPointSource | DlvryPntSrc | Added EP179 | ||
| 42195 | LegDeliveryStreamDeliveryPointDesc | DlvryPntDesc | Added EP179 | ||
| 41434 | LegDeliveryStreamDeliveryRestriction | DlvryRstctn | Added EP169 | ||
| 41435 | LegDeliveryStreamDeliveryContingency | Cntgncy | Added EP169 | ||
| 41436 | LegDeliveryStreamDeliveryContingentPartySide | CntgPty | Added EP169 | ||
| 41437 | LegDeliveryStreamDeliverAtSourceIndicator | DlvrAtSrc | Added EP169 | ||
| 41438 | LegDeliveryStreamRiskApportionment | RiskApprtnmt | Added EP169 | ||
| 41219 | LegDeliveryStreamRiskApportionmentSource | RiskApprtnmtSrc | Added EP169 | ||
| Component(-) | LegDeliveryStreamCycleGrp | Cycle | Added EP169 |
| Repeating Group 41456 | NoLegDeliveryStreamCycles | Added EP169 |
| 41457 | LegDeliveryStreamCycleDesc | Desc | Required if NoLegDeliveryStreamCycles(41456) > 0. | Added EP169 | |
| 41458 | EncodedLegDeliveryStreamCycleDescLen | EncDescLen | Must be set if EncodedLegDeliveryStreamCycleDesc(41459) field is specified and must immediately precede it. | Added EP169 | |
| 41459 | EncodedLegDeliveryStreamCycleDesc | EncDesc | Encoded (non-ASCII characters) representation of the LegDeliveryStreamCycleDesc(41457) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 |
| end Repeating Group |
| end Component |
| 41439 | LegDeliveryStreamTitleTransferLocation | TtlXfer | Added EP169 | ||
| 41440 | LegDeliveryStreamTitleTransferCondition | TtlXferCond | Added EP169 | ||
| 41441 | LegDeliveryStreamImporterOfRecord | Imprtr | Added EP169 | ||
| 41442 | LegDeliveryStreamNegativeTolerance | NegtvTlrnc | Added EP169 | ||
| 41443 | LegDeliveryStreamPositiveTolerance | PostvTlrnc | Added EP169 | ||
| 41444 | LegDeliveryStreamToleranceUnitOfMeasure | TlrncUOM | Added EP169 | ||
| 41445 | LegDeliveryStreamToleranceType | TlrncTyp | Added EP169 | ||
| 41446 | LegDeliveryStreamToleranceOptionSide | TlrncOptSide | Added EP169 | ||
| 41447 | LegDeliveryStreamTotalPositiveTolerance | TotPostvTlrnc | Added EP169 | ||
| 41448 | LegDeliveryStreamTotalNegativeTolerance | TotNegtvTlrnc | Added EP169 | ||
| 41449 | LegDeliveryStreamNotionalConversionFactor | CnvrsnFctr | Added EP169 | ||
| 41450 | LegDeliveryStreamTransportEquipment | Eqpmt | Added EP169 | ||
| 41451 | LegDeliveryStreamElectingPartySide | ElctngSide | Added EP169 | ||
| 43095 | LegDeliveryStreamRouteOrCharter | RteChrtr | Added EP235 |
| end Component |
| Component(-) | LegDeliveryScheduleGrp | DlvrySched | Added EP169 |
| Repeating Group 41408 | NoLegDeliverySchedules | Added EP169 |
| 41409 | LegDeliveryScheduleType | Typ | Required if NoLegDeliverySchedules(41408) > 0. | Added EP169 | |
| 41410 | LegDeliveryScheduleXID | XID | Added EP169 | ||
| 41411 | LegDeliveryScheduleNotional | Notl | Added EP169 | ||
| 41412 | LegDeliveryScheduleNotionalUnitOfMeasure | NotlUOM | Added EP169 | ||
| 41413 | LegDeliveryScheduleNotionalCommodityFrequency | NotlFreq | Added EP169 | ||
| 41414 | LegDeliveryScheduleNegativeTolerance | NegtvTlrnc | Added EP169 | ||
| 41415 | LegDeliverySchedulePositiveTolerance | PostvTlrnc | Added EP169 | ||
| 41416 | LegDeliveryScheduleToleranceUnitOfMeasure | TlrncUOM | Added EP169 | ||
| 41417 | LegDeliveryScheduleToleranceType | TlrncTyp | Conditionally required when LegDeliveryScheduleNegativeTolerance(41414) or LegDeliverySchedulePositiveTolerance(41415) is specified. | Added EP169 | |
| 41418 | LegDeliveryScheduleSettlCountry | Ctry | Added EP169 | ||
| 41419 | LegDeliveryScheduleSettlTimeZone | TZ | Added EP169 | ||
| 41420 | LegDeliveryScheduleSettlFlowType | FlowTyp | Added EP169 | ||
| 41421 | LegDeliveryScheduleSettlHolidaysProcessingInstruction | Holidays | Added EP169 | ||
| Component(-) | LegDeliveryScheduleSettlDayGrp | Day | Added EP169 |
| Repeating Group 41422 | NoLegDeliveryScheduleSettlDays | Added EP169 |
| 41423 | LegDeliveryScheduleSettlDay | Day | Required if NoLegDeliveryScheduleSettlDays(41422) > 0. | Added EP169 | |
| 41424 | LegDeliveryScheduleSettlTotalHours | TotHrs | Added EP169 |
| Component(-) | LegDeliveryScheduleSettlTimeGrp | Tm | Added EP169 |
| Repeating Group 41425 | NoLegDeliveryScheduleSettlTimes | Added EP169 |
| 41426 | LegDeliveryScheduleSettlStart | Start | Required if NoLegDeliveryScheduleSettlTimes(41425) > 0. | Added EP169 | |
| 41427 | LegDeliveryScheduleSettlEnd | End | Required if NoLegDeliveryScheduleSettlTimes(41425) > 0. | Added EP169 | |
| 41428 | LegDeliveryScheduleSettlTimeType | Typ | May be defaulted to market convention or bilaterally agreed if not specified. | Added EP169 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 40248 | LegStreamText | Txt | Added EP161 | ||
| 40978 | EncodedLegStreamTextLen | EncTxtLen | Must be set if EncodedLegStreamText(40979) field is specified and must immediately precede it. | Added EP161 | |
| 40979 | EncodedLegStreamText | EncTxt | Encoded (non-ASCII characters) representation of the LegStreamText(40248) field in the encoded format specified via the MessageEncoding(347) field. | Added EP161 |
| end Repeating Group |
|