The LegProvisionGrp is a repeating subcomponent of the InstrumentLeg component used to detail the provisions associated with the instrument.
A swap may have one or more provisions.
Pedigree Added EP161
Expand Components | Collapse Components
| Field or Component | Field Name | Abbr Name | Req'd | Comments | Pedigree |
|---|
| Repeating Group 40448 | NoLegProvisions | Added EP161 |
| 40449 | LegProvisionType | Typ | Required if NoLegProvisions(40448) > 0. | Added EP161 | |
| 40450 | LegProvisionDateUnadjusted | DtUnadj | Added EP161 | ||
| 40451 | LegProvisionDateBusinessDayConvention | 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 instrument's leg provision. | Added EP161 | |
| Component(-) | LegProvisionDateBusinessCenterGrp | 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 instrument's leg provision. | Added EP161 |
| Repeating Group 40939 | NoLegProvisionDateBusinessCenters | Added EP161 |
| 40452 | LegProvisionDateBusinessCenter | Ctr | Required if NoLegProvisionDateBusinessCenters(40939) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40453 | LegProvisionDateAdjusted | Dt | Added EP161 | ||
| 40454 | LegProvisionDateTenorPeriod | TenorPeriod | Conditionally required when LegProvisionDateTenorUnit(40455) is specified. | Added EP161 | |
| 40455 | LegProvisionDateTenorUnit | TenorUnit | Conditionally required when LegProvisionDateTenorPeriod(40454) is specified. | Added EP161 | |
| 42506 | LegProvisionBreakFeeElection | BrkFeeElctn | Added EP208 | ||
| 42507 | LegProvisionBreakFeeRate | BrkFeeRt | Added EP208 | ||
| 40456 | LegProvisionCalculationAgent | CalcAgent | Added EP161 | ||
| 40457 | LegProvisionOptionSinglePartyBuyerSide | BuyerSide | Added EP161 | ||
| 40458 | LegProvisionOptionSinglePartySellerSide | SellerSide | Added EP161 |
| Component(-) | LegProvisionCashSettlValueDates | CashSettlValDts | Added EP161 |
| 40524 | LegProvisionCashSettlValueTime | Tm | Added EP161 | ||
| 40525 | LegProvisionCashSettlValueTimeBusinessCenter | TmBizCtr | Added EP161 | ||
| 40526 | LegProvisionCashSettlValueDateBusinessDayConvention | 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 provision cash settlement value date. | Added EP161 | |
| Component(-) | LegProvisionCashSettlValueDateBusinessCenterGrp | 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 provision cash settlement value date. | Added EP161 |
| Repeating Group 40935 | NoLegProvisionCashSettlValueDateBusinessCenters | Added EP161 |
| 40527 | LegProvisionCashSettlValueDateBusinessCenter | Ctr | Required if NoLegProvisionCashSettlValueDateBusinessCenters(40935) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40528 | LegProvisionCashSettlValueDateRelativeTo | Reltv | Added EP161 | ||
| 40529 | LegProvisionCashSettlValueDateOffsetPeriod | OfstPeriod | Conditionally required when LegProvisionCashSettlValueDateOffsetUnit(40530) is specified. | Added EP161 | |
| 40530 | LegProvisionCashSettlValueDateOffsetUnit | OfstUnit | Conditionally required when LegProvisionCashSettlValueDateOffsetPeriod(40529) is specified. | Added EP161 | |
| 40531 | LegProvisionCashSettlValueDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40532 | LegProvisionCashSettlValueDateAdjusted | Dt | Added EP161 |
| end Component |
| Component(-) | LegProvisionOptionExerciseDates | OptExerDts | Added EP161 |
| 40476 | LegProvisionOptionExerciseBusinessDayConvention | 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 provision option exercise dates. | Added EP161 | |
| Component(-) | LegProvisionOptionExerciseBusinessCenterGrp | 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 provision option exercise dates. | Added EP161 |
| Repeating Group 40936 | NoLegProvisionOptionExerciseBusinessCenters | Added EP161 |
| 40477 | LegProvisionOptionExerciseBusinessCenter | Ctr | Required if NoLegProvisionOptionExerciseBusinessCenters(40936) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | LegProvisionOptionExerciseFixedDateGrp | OptExerFixedDt | Added EP161 |
| Repeating Group 40495 | NoLegProvisionOptionExerciseFixedDates | Added EP161 |
| 40496 | LegProvisionOptionExerciseFixedDate | Dt | Required if NoLegProvisionOptionExerciseFixedDates(40495) > 0. | Added EP161 | |
| 40497 | LegProvisionOptionExerciseFixedDateType | 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 |
| 40478 | LegProvisionOptionExerciseEarliestDateOffsetPeriod | ErlstOfstPeriod | Conditionally required when LegProvisionOptionExerciseEarliestDateUnit(40479) is specified. | Added EP161 | |
| 40479 | LegProvisionOptionExerciseEarliestDateOffsetUnit | ErlstOfstUnit | Conditionally required when LegProvisionOptionExerciseEarliestDatePeriod(40478) is specified. | Added EP161 | |
| 40480 | LegProvisionOptionExerciseFrequencyPeriod | FreqPeriod | Conditionally required when LegProvisionOptionExerciseFrequencyUnit(40481) is specified. | Added EP161 | |
| 40481 | LegProvisionOptionExerciseFrequencyUnit | FreqUnit | Conditionally required when LegProvisionOptionExerciseFrequencyPeriod(40480) is specified. | Added EP161 | |
| 40482 | LegProvisionOptionExerciseStartDateUnadjusted | StartDtUnadj | Added EP161 | ||
| 40483 | LegProvisionOptionExerciseStartDateRelativeTo | StartDtReltv | Added EP161 | ||
| 40484 | LegProvisionOptionExerciseStartDateOffsetPeriod | StartDtOfstPeriod | Conditionally required when LegProvisionOptionExerciseStartDateOffsetUnit(40485) is specified. | Added EP161 | |
| 40485 | LegProvisionOptionExerciseStartDateOffsetUnit | StartDtOfstUnit | Conditionally required when LegProvisionOptionExerciseStartDateOffsetPeriod(40484) is specified. | Added EP161 | |
| 40486 | LegProvisionOptionExerciseStartDateOffsetDayType | StartDtOfstDayTyp | Added EP161 | ||
| 40487 | LegProvisionOptionExerciseStartDateAdjusted | StartDt | Added EP161 | ||
| 40488 | LegProvisionOptionExercisePeriodSkip | Skip | Added EP161 | ||
| 40489 | LegProvisionOptionExerciseBoundsFirstDateUnadjusted | FirstDtUnadj | Added EP161 | ||
| 40490 | LegProvisionOptionExerciseBoundsLastDateUnadjusted | LastDtUnadj | Added EP161 | ||
| 40491 | LegProvisionOptionExerciseEarliestTime | ErlstTm | Added EP161 | ||
| 40492 | LegProvisionOptionExerciseEarliestTimeBusinessCenter | ErlstTmBizCtr | Added EP161 | ||
| 40493 | LegProvisionOptionExerciseLatestTime | LtstTm | Added EP161 | ||
| 40494 | LegProvisionOptionExerciseLatestTimeBusinessCenter | LtstTmBizCtr | Added EP161 |
| end Component |
| Component(-) | LegProvisionOptionExpirationDate | OptExpDt | Added EP161 |
| 40498 | LegProvisionOptionExpirationDateUnadjusted | DtUnadj | Added EP161 | ||
| 40499 | LegProvisionOptionExpirationDateBusinessDayConvention | 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 provision option expiration date. | Added EP161 | |
| Component(-) | LegProvisionOptionExpirationDateBusinessCenterGrp | 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 provision option expiration date. | Added EP161 |
| Repeating Group 40937 | NoLegProvisionOptionExpirationDateBusinessCenters | Added EP161 |
| 40500 | LegProvisionOptionExpirationDateBusinessCenter | Ctr | Required if NoLegProvisionOptionExpirationDateBusinessCenters(40937) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40501 | LegProvisionOptionExpirationDateRelativeTo | Reltv | Added EP161 | ||
| 40502 | LegProvisionOptionExpirationDateOffsetPeriod | OfstPeriod | Conditionally required when LegProvisionOptionExpirationDateOffsetUnit(40503) is specified. | Added EP161 | |
| 40503 | LegProvisionOptionExpirationDateOffsetUnit | OfstUnit | Conditionally required when LegProvisionOptionExpirationDateOffsetPeriod(40502) is specified. | Added EP161 | |
| 40504 | LegProvisionOptionExpirationDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40505 | LegProvisionOptionExpirationDateAdjusted | Dt | Added EP161 | ||
| 40506 | LegProvisionOptionExpirationTime | ExpTm | Added EP161 | ||
| 40507 | LegProvisionOptionExpirationTimeBusinessCenter | ExpTmBizCtr | Added EP161 |
| end Component |
| Component(-) | LegProvisionOptionRelevantUnderlyingDate | OptRelvntUndlyDt | Added EP161 |
| 40508 | LegProvisionOptionRelevantUnderlyingDateUnadjusted | DtUnadj | Added EP161 | ||
| 40509 | LegProvisionOptionRelevantUnderlyingDateBusinessDayConvention | 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 provision option relevant underlying date. | Added EP161 | |
| Component(-) | LegProvisionOptionRelevantUnderlyingDateBusinessCenterGrp | 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 provision option relevant underlying date. | Added EP161 |
| Repeating Group 40938 | NoLegProvisionOptionRelevantUnderlyingDateBusinessCenters | Added EP161 |
| 40510 | LegProvisionOptionRelevantUnderlyingDateBusinessCenter | Ctr | Required if NoLegProvisionOptionRelevantUnderlyingDateBusinessCenters(40938) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40511 | LegProvisionOptionRelevantUnderlyingDateRelativeTo | Reltv | Added EP161 | ||
| 40512 | LegProvisionOptionRelevantUnderlyingDateOffsetPeriod | OfstPeriod | Conditionally required when LegProvisionOptionRelevantUnderlyingDateOffsetUnit(40513) is specified. | Added EP161 | |
| 40513 | LegProvisionOptionRelevantUnderlyingDateOffsetUnit | OfstUnit | Conditionally required when LegProvisionOptionRelevantUnderlyingDateOffsetPeriod(40512) is specified. | Added EP161 | |
| 40514 | LegProvisionOptionRelevantUnderlyingDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40515 | LegProvisionOptionRelevantUnderlyingDateAdjusted | Dt | Added EP161 |
| end Component |
| 40459 | LegProvisionOptionExerciseStyle | ExerStyle | Added EP161 | ||
| 40460 | LegProvisionOptionExerciseMultipleNotional | MultplNotl | Added EP161 | ||
| 40461 | LegProvisionOptionExerciseMinimumNotional | MinNotl | Added EP161 | ||
| 40462 | LegProvisionOptionExerciseMaximumNotional | MaxNotl | Added EP161 | ||
| 40463 | LegProvisionOptionMinimumNumber | MinNum | Added EP161 | ||
| 40464 | LegProvisionOptionMaximumNumber | MaxNum | Added EP161 | ||
| 40465 | LegProvisionOptionExerciseConfirmation | ExerCnfm | Added EP161 |
| Component(-) | LegProvisionCashSettlPaymentDates | CashSettlPmtDts | Added EP161 |
| 40516 | LegProvisionCashSettlPaymentDateBusinessDayConvention | 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 provision cash settlement payment dates. | Added EP161 | |
| Component(-) | LegProvisionCashSettlPaymentDateBusinessCenterGrp | 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 provision cash settlement payment dates. | Added EP161 |
| Repeating Group 40934 | NoLegProvisionCashSettlPaymentDateBusinessCenters | Added EP161 |
| 40517 | LegProvisionCashSettlPaymentDateBusinessCenter | Ctr | Required if NoLegProvisionCashSettlPaymentDateBusinessCenters(40934) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40518 | LegProvisionCashSettlPaymentDateRelativeTo | Reltv | Added EP161 | ||
| 40519 | LegProvisionCashSettlPaymentDateOffsetPeriod | OfstPeriod | Conditionally required when LegProvisionCashSettlPaymentDateOffsetUnit(40520) is specified. | Added EP161 | |
| 40520 | LegProvisionCashSettlPaymentDateOffsetUnit | OfstUnit | Conditionally required when LegProvisionCashSettlPaymentDateOffsetPeriod(40519) is specified. | Added EP161 | |
| 40521 | LegProvisionCashSettlPaymentDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40522 | LegProvisionCashSettlPaymentDateRangeFirst | DtFirst | Added EP161 | ||
| 40523 | LegProvisionCashSettlPaymentDateRangeLast | DtLast | Added EP161 | ||
| Component(-) | LegProvisionCashSettlPaymentFixedDateGrp | CashSettlPmtFixedDt | Added EP161 |
| Repeating Group 40473 | NoLegProvisionCashSettlPaymentDates | Added EP161 |
| 40474 | LegProvisionCashSettlPaymentDate | Dt | Required if NoLegProvisionCashSettlPaymentDates (40473) > 0. | Added EP161 | |
| 40475 | LegProvisionCashSettlPaymentDateType | 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 |
| end Component |
| 40466 | LegProvisionCashSettlMethod | SettlMeth | Added EP161 | ||
| 40467 | LegProvisionCashSettlCurrency | SettlCcy | Added EP161 | ||
| 40468 | LegProvisionCashSettlCurrency2 | SettlCcy2 | Added EP161 | ||
| 40469 | LegProvisionCashSettlQuoteType | SettlQteTyp | Added EP161 |
| Component(-) | LegProvisionCashSettlQuoteSource | CashSettlQteSrc | Added EP161 |
| 40470 | LegProvisionCashSettlQuoteSource | SettlQteSrc | Added EP161 | ||
| 41407 | LegProvisionCashSettlQuoteReferencePage | RefPg | Added EP161 |
| end Component |
| 40472 | LegProvisionText | Txt | Added EP161 | ||
| 40980 | EncodedLegProvisionTextLen | EncTxtLen | Must be set if EncodedLegProvisionText(40981) field is specified and must immediately precede it. | Added EP161 | |
| 40981 | EncodedLegProvisionText | EncTxt | Encoded (non-ASCII characters) representation of the LegProvisionText(40472) field in the encoded format specified via the MessageEncoding(347) field. | Added EP161 | |
| Component(-) | LegProvisionParties | Pty | Added EP161 |
| Repeating Group 40533 | NoLegProvisionPartyIDs | Added EP161 |
| 40534 | LegProvisionPartyID | ID | Required if NoLegProvisionPartyIDs(40533) > 0. | Added EP161 | |
| 40535 | LegProvisionPartyIDSource | Src | Required if NoLegProvisionPartyIDs(40533) > 0. | Added EP161 | |
| 40536 | LegProvisionPartyRole | R | Required if NoLegProvisionPartyIDs(40533) > 0. | Added EP161 | |
| 2380 | LegProvisionPartyRoleQualifier | Qual | Added EP179 |
| Component(-) | LegProvisionPtysSubGrp | Sub | Added EP161 |
| Repeating Group 40537 | NoLegProvisionPartySubIDs | Added EP161 |
| 40538 | LegProvisionPartySubID | ID | Required if NoLegProvisionPartySubIDs(40537) > 0. | Added EP161 | |
| 40539 | LegProvisionPartySubIDType | Typ | Required if NoLegProvisionPartySubIDs(40537) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| end Repeating Group |
|