Component UnderlyingCashSettlTermGrp

The UnderlyingCashSettlTermGrp is a repeating component within the UnderlyingInstrument component used to report cash settlement terms.

Usage of UnderlyingCashSettlTermGrp must either include a known UnderlyingCashSettlAmount(42054) or provide the cash settlement term parameters needed to derive the cash settlement amount. UnderlyingCashSettlTermXID(42059) 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 42039

NoUnderlyingCashSettlDealers

Added EP187

42040

UnderlyingCashSettlDealer

Dlr

Required if NoUnderlyingCashSettlDealers(42039) > 0.

Added EP187

end Repeating Group

end Component

	42790	UnderlyingCashSettlDateUnadjusted	DtUnadj			Added EP208
	42791	UnderlyingCashSettlDateBusinessDayConvention	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

UnderlyingCashSettlDateBusinessCenterGrp

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

42792	UnderlyingCashSettlDateRelativeTo	Reltv		Added EP208
42793	UnderlyingCashSettlDateOffsetPeriod	OfstPeriod	Conditionally required when UnderlyingCashSettlDateOffsetUnit(42794) is specified.	Added EP208
42794	UnderlyingCashSettlDateOffsetUnit	OfstUnit	Conditionally required when UnderlyingCashSettlDateOffsetPeriod(42793) is specified.	Added EP208
42795	UnderlyingCashSettlDateOffsetDayType	OfstDayTyp		Added EP208
42796	UnderlyingCashSettlDateAdjusted	Dt		Added EP208

end Component

42042	UnderlyingCashSettlCurrency	Ccy	Required if NoUnderlyingCashSettlTerms(42041) > 0.	Added EP187
42043	UnderlyingCashSettlValuationFirstBusinessDayOffset	BizDayOfst		Added EP187
42044	UnderlyingCashSettlValuationSubsequentBusinessDaysOffset	SbsqntBizDayOfst		Added EP187
42045	UnderlyingCashSettlNumOfValuationDates	NumValDts		Added EP187
42046	UnderlyingCashSettlValuationTime	ValTm		Added EP187
42047	UnderlyingCashSettlBusinessCenter	BizCtr		Added EP187
42048	UnderlyingCashSettlQuoteMethod	QteMeth		Added EP187
42049	UnderlyingCashSettlQuoteAmount	QteAmt		Added EP187
42050	UnderlyingCashSettlQuoteCurrency	QteCcy		Added EP187
42051	UnderlyingCashSettlMinimumQuoteAmount	MinQteAmt		Added EP187
42052	UnderlyingCashSettlMinimumQuoteCurrency	MinQteCcy		Added EP187

42797	UnderlyingCashSettlPriceSource	PxSrc	Added EP208
42798	UnderlyingCashSettlPriceDefault	PxDflt	Added EP208
42053	UnderlyingCashSettlBusinessDays	BizDays	Added EP187
42054	UnderlyingCashSettlAmount	Amt	Added EP187

42055	UnderlyingCashSettlRecoveryFactor	RcvryFctr	Added EP187
42056	UnderlyingCashSettlFixedTermIndicator	FixedInd	Added EP187
42057	UnderlyingCashSettlAccruedInterestIndicator	AcrdIntInd	Added EP187
42058	UnderlyingCashSettlValuationMethod	ValMeth	Added EP187
42059	UnderlyingCashSettlTermXID	XID	Added EP187

FIX.Latest_EP299 Component

UnderlyingCashSettlTermGrp

<CashSettlTrm>