Component LegCashSettlTermGrp

The LegCashSettlTermGrp is a repeating component within the InstrumentLeg component used to report cash settlement terms.

Usage of LegCashSettlTermGrp must either include a known LegCashSettlAmount(41357) or provide the cash settlement term parameters needed to derive the cash settlement amount. LegCashSettlTermXID(41362) is provided for cross-referencing from an instance of the UnderlyingInstrument component through the UnderlyingSettlTermXIDRef(41315) field.

	Field or Component	Field Name	Abbr Name	Req'd	Comments	Pedigree

Repeating Group 41342

NoLegCashSettlDealers

Added EP169

41343

LegCashSettlDealer

Dlr

Required if NoLegCashSettlDealers(41342) > 0.

Added EP169

end Repeating Group

end Component

	42299	LegCashSettlDateUnadjusted	DtUnadj			Added EP208
	42300	LegCashSettlDateBusinessDayConvention	BizDayCnvtn		When specified, this overrides the business day convention defined in the DateAdjustment component in the Instrument component. The specified value would be specific to this instance of the cash settlement provision.	Added EP208

Component

LegCashSettlDateBusinessCenterGrp

BizCtr

When specified, this overrides the business centers defined in the DateAdjustment component in the Instrument component. The specified values would be specific to this instance of the cash settlement provision.

Added EP208

42301	LegCashSettlDateRelativeTo	Reltv		Added EP208
42302	LegCashSettlDateOffsetPeriod	OfstPeriod	Conditionally required when LegCashSettlDateOffsetUnit(42303) is specified.	Added EP208
42303	LegCashSettlDateOffsetUnit	OfstUnit	Conditionally required when LegCashSettlDateOffsetPeriod(42302) is specified.	Added EP208
42304	LegCashSettlDateOffsetDayType	OfstDayTyp		Added EP208
42305	LegCashSettlDateAdjusted	Dt		Added EP208

end Component

41345	LegCashSettlCurrency	Ccy	Required if NoLegCashSettlTerms(41344) > 0.	Added EP169
41346	LegCasSettlValuationFirstBusinessDayOffset	BizDayOfst		Added EP169
41347	LegCashSettlValuationSubsequentBusinessDaysOffset	SbsqntBizDayOfst		Added EP169
41348	LegCashSettlNumOfValuationDates	NumValDts		Added EP169
41349	LegCashSettlValuationTime	ValTm		Added EP169
41350	LegCashSettlBusinessCenter	BizCtr		Added EP169
41351	LegCashSettlQuoteMethod	QteMeth		Added EP169
41352	LegCashSettlQuoteAmount	QteAmt		Added EP169
41353	LegCashSettlQuoteCurrency	QteCcy		Added EP169
41354	LegCashSettlMinimumQuoteAmount	MinQteAmt		Added EP169
41355	LegCashSettlMinimumQuoteCurrency	MinQteCcy		Added EP169

42308	LegCashSettlPriceSource	PxSrc	Added EP208
42309	LegCashSettlPriceDefault	PxDflt	Added EP208
41356	LegCashSettlBusinessDays	BizDays	Added EP169
41357	LegCashSettlAmount	Amt	Added EP169

41358	LegCashSettlRecoveryFactor	RcvryFctr	Added EP169
41359	LegCashSettlFixedTermIndicator	FixedInd	Added EP169
41360	LegCashSettlAccruedInterestIndicator	AcrdIntInd	Added EP169
41361	LegCashSettlValuationMethod	ValMeth	Added EP169
41362	LegCashSettlTermXID	XID	Added EP169

FIX.Latest_EP296 Component

LegCashSettlTermGrp

<CashSettlTrm>