FIX.Latest_EP292 Component

UnderlyingPaymentStreamNonDeliverableSettlTerms

<NonDlvrblTrms>

UnderlyingPaymentStreamNonDeliverableSettlTerms is a subcomponent of the UnderlyingPaymentStream component used to specify the non-deliverable settlement terms of the stream.

Pedigree Added EP161

Expand Components | Collapse Components

	40648	UnderlyingPaymentStreamNonDeliverableRefCurrency	Ccy			Added EP161
	40649	UnderlyingPaymentStreamNonDeliverableFixingDatesBizDayConvention	BizDayCnvtn		When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's non-deliverable settlement terms.	Added EP161

Component(-)

UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp

BizCtr

When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's non-deliverable settlement terms.

Added EP161

Repeating Group 40968

NoUnderlyingPaymentStreamNonDeliverableFixingDatesBizCenters

Added EP161

40650

UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenter

Ctr

Required if NoUnderlyingPaymentStreamNonDeliverableFixingDatesBizCenters(40968) > 0.

Added EP161 Updated EP271

end Repeating Group

end Component

	40651	UnderlyingPaymentStreamNonDeliverableFixingDatesRelativeTo	FixngReltv			Added EP161
	40652	UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetPeriod	FixngPeriod		Conditionally required when UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetUnit(40653) is specified.	Added EP161
	40653	UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetUnit	FixngUnit		Conditionally required when UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetPeriod(40652) is specified.	Added EP161
	40654	UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetDayType	FixngDayTyp			Added EP161

Component(-)

UnderlyingPaymentStreamNonDeliverableSettlRateSource

RtSrc

Added EP161

	40661	UnderlyingPaymentStreamNonDeliverableSettlRateSource	RtSrc			Added EP161
	40824	UnderlyingPaymentStreamNonDeliverableSettlReferencePage	RefPg		Conditionally required when UnderlyingPaymentStreamNonDeliverableSettlRateSource(40661) = 3 (ISDA Settlement Rate Option) or 99 (Other).	Added EP161

end Component

Component(-)

UnderlyingPaymentStreamNonDeliverableFixingDateGrp

FixngDt

Added EP161

Repeating Group 40656

NoUnderlyingNonDeliverableFixingDates

Added EP161

	40657	UnderlyingNonDeliverableFixingDate	Dt		Required if NoUnderlyingNonDeliverableFixingDates(40656) > 0.	Added EP161
	40658	UnderlyingNonDeliverableFixingDateType	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(-)

UnderlyingSettlRateDisruptionFallbackGrp

SettlRtFallbck

Added EP161

Repeating Group 40659

NoUnderlyingSettlRateFallbacks

Added EP161

40660

UnderlyingSettlRatePostponementMaximumDays

MaxDays

Required if NoUnderlyingSettlRateFallbacks(40659) > 0.

Added EP161

Component(-)

UnderlyingSettlRateFallbackRateSource

RtSrc

Added EP161

	40904	UnderlyingSettlRateFallbackRateSource	RtSrc			Added EP161
	40915	UnderlyingSettlRateFallbackReferencePage	RefPg		Conditionally required when UnderlyingSettlRateFallbackRateSource(40904) = 3 (ISDA Settlement Rate Option) or 99 (Other).	Added EP161

end Component

	40662	UnderlyingSettlRatePostponementSurvey	Survey			Added EP161
	40663	UnderlyingSettlRatePostponementCalculationAgent	CalcAgent			Added EP161

end Repeating Group

end Component