The UnderlyingPaymentScheduleGrp is a repeating subcomponent of the UnderlyingPaymentStream component used to specify notional and rate steps in the payment stream.
The Fixing Lag Interval (UnderlyingPaymentScheduleFixingLagPeriod(41893) and UnderlyingPaymentScheduleFixingLagUnit(41894)) and the First Observation Offset Duration (UnderlyingPaymentScheduleFixingFirstObservationOffsetPeriod(41895) and UnderlyingPaymentScheduleFixingFirstObservationOffsetUnit(41896)) 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.
 | 40665 | UnderlyingPaymentScheduleType | Typ | | Required if NoUnderlyingPaymentScheules(40664) > 0. | Added EP161
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| 41881 | UnderlyingPaymentScheduleXID | XID | | | Added EP169
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| 41882 | UnderlyingPaymentScheduleXIDRef | XIDRef | | | Added EP169
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| 40666 | UnderlyingPaymentScheduleStubType | StubTyp | | | Added EP161
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| 40667 | UnderlyingPaymentScheduleStartDateUnadjusted | StartDtUnadj | | | Added EP161
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| 40668 | UnderlyingPaymentScheduleEndDateUnadjusted | EndDtUnadj | | | Added EP161
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| 40669 | UnderlyingPaymentSchedulePaySide | PaySide | | | Added EP161
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| 40670 | UnderlyingPaymentScheduleReceiveSide | RcvSide | | | Added EP161
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| 40671 | UnderlyingPaymentScheduleNotional | Notl | | | Added EP161
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| 40672 | UnderlyingPaymentScheduleCurrency | Ccy | | | Added EP161
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| 40673 | UnderlyingPaymentScheduleRate | Rt | | | Added EP161
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| 40674 | UnderlyingPaymentScheduleRateMultiplier | RtMult | | | Added EP161
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| 40675 | UnderlyingPaymentScheduleRateSpread | Spread | | | Added EP161
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| 41883 | UnderlyingPaymentScheduleRateCurrency | RtCcy | | | Added EP169
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| 41884 | UnderlyingPaymentScheduleRateUnitOfMeasure | RtUOM | | | Added EP169
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| 41885 | UnderlyingPaymentScheduleRateConversionFactor | RtFctr | | | Added EP169
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| 41886 | UnderlyingPaymentScheduleRateSpreadType | SpreadTyp | | | Added EP169
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| 40676 | UnderlyingPaymentScheduleRateSpreadPositionType | SpreadPosTyp | | | Added EP161
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| 40677 | UnderlyingPaymentScheduleRateTreatment | RtTrtmt | | | Added EP208
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| 40678 | UnderlyingPaymentScheduleFixedAmount | FixedAmt | | | Added EP161
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| 40679 | UnderlyingPaymentScheduleFixedCurrency | FixedCcy | | | Added EP161
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| 41887 | UnderlyingPaymentScheduleSettlPeriodPrice | SettlPx | | | Added EP169
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| 41888 | UnderlyingPaymentScheduleSettlPeriodPriceCurrency | SettlPxCcy | | | Added EP169
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| 41889 | UnderlyingPaymentScheduleSettlPeriodPriceUnitOfMeasure | SettlPxUOM | | | Added EP169
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| 41890 | UnderlyingPaymentScheduleStepUnitOfMeasure | StepUOM | | | Added EP169
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| 40680 | UnderlyingPaymentScheduleStepFrequencyPeriod | StepPeriod | | Conditionally required when UnderlyingPaymentScheduleStepFrequeencyUnit(40681) is specified. | Added EP161
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| 40681 | UnderlyingPaymentScheduleStepFrequencyUnit | StepUnit | | Conditionally required when UnderlyingPaymentScheduleStepFrequeencyPeriod(40680) is specified. | Added EP161
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| 40682 | UnderlyingPaymentScheduleStepOffsetValue | StepVal | | | Added EP161
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| 40683 | UnderlyingPaymentScheduleStepRate | StepRt | | | Added EP161
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| 40684 | UnderlyingPaymentScheduleStepOffsetRate | StepOfstRt | | | Added EP161
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| 40685 | UnderlyingPaymentScheduleStepRelativeTo | StepReltv | | | Added EP161
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| 40686 | UnderlyingPaymentScheduleFixingDateUnadjusted | FixngDtUnadj | | | Added EP161
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| 40687 | UnderlyingPaymentScheduleWeight | Wt | | | Added EP161
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| 40688 | UnderlyingPaymentScheduleFixingDateRelativeTo | FixngReltv | | | Added EP161
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| 40689 | UnderlyingPaymentScheduleFixingDateBusinessDayCnvtn | FixngBizDayCnvtn | | 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 payment schedule. | Added EP161
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| Component(-) | UnderlyingPaymentScheduleFixingDateBusinessCenterGrp | FixngBizCtr | | 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 payment schedule. | Added EP161
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| 40691 | UnderlyingPaymentScheduleFixingDateOffsetPeriod | FixngPeriod | | Conditionally required when UnderlyingPaymentScheduleFixingDateOffsetUnit(40692) is specified. | Added EP161
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| 40692 | UnderlyingPaymentScheduleFixingDateOffsetUnit | FixngUnit | | Conditionally required when UnderlyingPaymentScheduleFixingDateOffsetPeriod(40691) is specified. | Added EP161
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| 40693 | UnderlyingPaymentScheduleFixingDateOffsetDayType | FixngDayTyp | | | Added EP161
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| 41891 | UnderlyingPaymentScheduleFixingDayDistribution | FixngDayDistrib | | | Added EP169
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| 41892 | UnderlyingPaymentScheduleFixingDayCount | FixngDayCnt | | | Added EP169
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| 40694 | UnderlyingPaymentScheduleFixingDateAdjusted | FixngDt | | | Added EP161
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| 41893 | UnderlyingPaymentScheduleFixingLagPeriod | FixngLagPeriod | | Conditionally required when UnderlyingPaymentScheduleFixingLagUnit(41894) is specified. | Added EP169
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| 41894 | UnderlyingPaymentScheduleFixingLagUnit | FixngLagUnit | | Conditionally required when UnderlyingPaymentScheduleFixingLagPeriod(41893) is specified. | Added EP169
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| 41895 | UnderlyingPaymentScheduleFixingFirstObservationDateOffsetPeriod | FixngFirstObsvtnPeriod | | Conditionally required when UnderlyingPaymentScheduleFixingFirstObservationDateOffsetUnit(41896) is specified. | Added EP169
Updated EP208
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| 41896 | UnderlyingPaymentScheduleFixingFirstObservationDateOffsetUnit | FixngFirstObsvtnUnit | | Conditionally required when UnderlyingPaymentScheduleFixingFirstObservationDateOffsetPeriod(41895) is specified. | Added EP169
Updated EP208
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| 40695 | UnderlyingPaymentScheduleFixingTime | FixngTm | | | Added EP161
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| 40696 | UnderlyingPaymentScheduleFixingTimeBusinessCenter | FixngTmBizCtr | | | Added EP161
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| 40697 | UnderlyingPaymentScheduleInterimExchangePaymentDateRelativeTo | IntrmExchDtReltv | | | Added EP161
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| 40698 | UnderlyingPaymentScheduleInterimExchangeDatesBizDayConvention | IntrmExchDtBizDayCnvtn | | 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 payment schedule. | Added EP161
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| Component(-) | UnderlyingPaymentScheduleInterimExchangeDateBusinessCenterGrp | IntrmExchDtBizCtr | | 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 payment schedule. | Added EP161
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| 40700 | UnderlyingPaymentScheduleInterimExchangeDatesOffsetPeriod | IntrmExchDtPeriod | | Conditionally required when UnderlyingPaymentScheduleInterimExchangeDatesOffsetUnit(40701) is specified. | Added EP161
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| 40701 | UnderlyingPaymentScheduleInterimExchangeDatesOffsetUnit | IntrmExchDtUnit | | Conditionally required when UnderlyingPaymentScheduleInterimExchangeDatesOffsetPeriod(40700) is specified. | Added EP161
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| 40702 | UnderlyingPaymentScheduleInterimExchangeDatesOffsetDayType | IntrmExchDayTyp | | | Added EP161
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| 40703 | UnderlyingPaymentScheduleInterimExchangeDateAdjusted | IntrmExchDt | | | Added EP161
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Used in components: