The LegPaymentScheduleGrp is a repeating subcomponent of the LegPaymentStream component used to specify notional and rate steps in the payment stream.
The Fixing Lag Interval (LegPaymentScheduleFixingLagPeriod(41545) and LegPaymentScheduleFixingLagUnit(41546)) and the First Observation Offset Duration (LegPaymentScheduleFixingFirstObservationOffsetPeriod(41547) and LegPaymentScheduleFixingFirstObservationOffsetUnit(41548)) are used together. If the First Observation Offset Duration is specified, the observation starts the Fixing Lag Interval prior to each calculation. If the First Observation Offset Duration is not specified, the observation starts immediately preceding each calculation.
 | 40375 | LegPaymentScheduleType | Typ | | Required if NoLegPaymentSchedules(40374) > 0. | Added EP161
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| 41533 | LegPaymentScheduleXID | XID | | | Added EP169
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| 41534 | LegPaymentScheduleXIDRef | XIDRef | | | Added EP169
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| 40376 | LegPaymentScheduleStubType | StubTyp | | | Added EP161
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| 40377 | LegPaymentScheduleStartDateUnadjusted | StartDtUnadj | | | Added EP161
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| 40378 | LegPaymentScheduleEndDateUnadjusted | EndDtUnadj | | | Added EP161
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| 40379 | LegPaymentSchedulePaySide | PaySide | | | Added EP161
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| 40380 | LegPaymentScheduleReceiveSide | RcvSide | | | Added EP161
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| 40381 | LegPaymentScheduleNotional | Notl | | | Added EP161
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| 40382 | LegPaymentScheduleCurrency | Ccy | | | Added EP161
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| 40383 | LegPaymentScheduleRate | Rt | | | Added EP161
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| 40384 | LegPaymentScheduleRateMultiplier | RtMult | | | Added EP161
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| 40385 | LegPaymentScheduleRateSpread | Spread | | | Added EP161
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| 41535 | LegPaymentScheduleRateCurrency | RtCcy | | | Added EP169
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| 41536 | LegPaymentScheduleRateUnitOfMeasure | RtUOM | | | Added EP169
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| 41537 | LegPaymentScheduleRateConversionFactor | RtFctr | | | Added EP169
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| 41538 | LegPaymentScheduleRateSpreadType | SpreadTyp | | | Added EP169
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| 40386 | LegPaymentScheduleRateSpreadPositionType | SpreadPosTyp | | | Added EP161
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| 40387 | LegPaymentScheduleRateTreatment | RtTrtmt | | | Added EP161
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| 40388 | LegPaymentScheduleFixedAmount | FixedAmt | | | Added EP161
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| 40389 | LegPaymentScheduleFixedCurrency | FixedCcy | | | Added EP161
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| 41539 | LegPaymentScheduleSettlPeriodPrice | SettlPx | | | Added EP169
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| 41540 | LegPaymentScheduleSettlPeriodPriceCurrency | SettlPxCcy | | | Added EP169
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| 41541 | LegPaymentScheduleSettlPeriodPriceUnitOfMeasure | SettlPxUOM | | | Added EP169
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| 41542 | LegPaymentScheduleStepUnitOfMeasure | StepUOM | | | Added EP169
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| 40390 | LegPaymentScheduleStepFrequencyPeriod | StepPeriod | | Conditionally required when LegPaymentScheduleStepFrequencyUnit(40391) is specified. | Added EP161
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| 40391 | LegPaymentScheduleStepFrequencyUnit | StepUnit | | Conditionally required when LegPaymentScheduleStepFrequencyPeriod(40390) is specified. | Added EP161
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| 40392 | LegPaymentScheduleStepOffsetValue | StepVal | | | Added EP161
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| 40393 | LegPaymentScheduleStepRate | StepRt | | | Added EP161
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| 40394 | LegPaymentScheduleStepOffsetRate | StepOfstRt | | | Added EP161
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| 40395 | LegPaymentScheduleStepRelativeTo | StepReltv | | | Added EP161
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| 40396 | LegPaymentScheduleFixingDateUnadjusted | FixngDtUnadj | | | Added EP161
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| 40397 | LegPaymentScheduleWeight | Wt | | | Added EP161
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| 40398 | LegPaymentScheduleFixingDateRelativeTo | FixngReltv | | | Added EP161
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| 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
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| 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
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| 40401 | LegPaymentScheduleFixingDateOffsetPeriod | FixngPeriod | | Conditionally required when LegPaymentScheduleFixingDatesOffsetUnit(40402) is specified. | Added EP161
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| 40402 | LegPaymentScheduleFixingDateOffsetUnit | FixngUnit | | Conditionally required when LegPaymentScheduleFixingDatesOffsetPeriod(40401) is specified. | Added EP161
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| 40403 | LegPaymentScheduleFixingDateOffsetDayType | FixngDayTyp | | | Added EP161
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| 41543 | LegPaymentScheduleFixingDayDistribution | FixngDayDistrib | | | Added EP169
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| 41544 | LegPaymentScheduleFixingDayCount | FixngDayCnt | | | Added EP169
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| 40404 | LegPaymentScheduleFixingDateAdjusted | FixngDt | | | Added EP161
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| 41545 | LegPaymentScheduleFixingLagPeriod | FixngLagPeriod | | Conditionally required when LegPaymentScheduleFixingLagUnit(41546) is specified. | Added EP169
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| 41546 | LegPaymentScheduleFixingLagUnit | FixngLagUnit | | Conditionally required when LegPaymentScheduleFixingLagPeriod(41545) is specified. | Added EP169
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| 41547 | LegPaymentScheduleFixingFirstObservationDateOffsetPeriod | FixngFirstObsvtnPeriod | | Conditionally required when LegPaymentScheduleFixingFirstObservationDateOffsetUnit(41548) is specified. | Added EP169
Updated EP208
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| 41548 | LegPaymentScheduleFixingFirstObservationDateOffsetUnit | FixngFirstObsvtnUnit | | Conditionally required when LegPaymentScheduleFixingFirstObservationDateOffsetPeriod(41547) is specified. | Added EP169
Updated EP208
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| 40405 | LegPaymentScheduleFixingTime | FixngTm | | | Added EP161
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| 40406 | LegPaymentScheduleFixingTimeBusinessCenter | FixngTmBizCtr | | | Added EP161
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| 40407 | LegPaymentScheduleInterimExchangePaymentDateRelativeTo | IntrmExchDtReltv | | | Added EP161
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| 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
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| 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
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| 40410 | LegPaymentScheduleInterimExchangeDatesOffsetPeriod | IntrmExchDtPeriod | | Conditionally required when LegPaymentScheduleInterimExchangeDatesOffsetUnit(40411) is specified. | Added EP161
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| 40411 | LegPaymentScheduleInterimExchangeDatesOffsetUnit | IntrmExchDtUnit | | Conditionally required when LegPaymentScheduleInterimExchangeDatesOffsetPeriod(40410) is specified. | Added EP161
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| 40412 | LegPaymentScheduleInterimExchangeDatesOffsetDayType | IntrmExchDayTyp | | | Added EP161
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| 40413 | LegPaymentScheduleInterimExchangeDateAdjusted | IntrmExchDt | | | Added EP161
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Used in components: