The LegProvisionCashSettlValueDates component is a subcomponent within the LegProvisionGrp component used to report the cash settlement value date and time defined in the provision.
Pedigree Added EP161
Expand Components | Collapse Components
| Field or Component | Field Name | Abbr Name | Req'd | Comments | Pedigree |
|---|
| 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 |
| 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 |
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