UnderlyingPaymentStreamNonDeliverableSettlTerms is a subcomponent of the UnderlyingPaymentStream component used to specify the non-deliverable settlement terms of the stream.
Pedigree Added EP161
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Field or Component | Field Name | Abbr Name | Req'd | Comments | Pedigree |
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![]() | 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 |
![]() | 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 |
![]() | Component | UnderlyingPaymentStreamNonDeliverableFixingDateGrp | FixngDt | Added EP161 |
![]() | Component | UnderlyingSettlRateDisruptionFallbackGrp | SettlRtFallbck | Added EP161 |
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