The UnderlyingProvisionGrp is a repeating subcomponent of the UnderlyingInstrument component used to detail additional terms and conditions associated with the instrument.
A swap may have one or more provisions defined.
Pedigree Added EP187
Expand Components | Collapse Components
| Field or Component | Field Name | Abbr Name | Req'd | Comments | Pedigree |
|---|
| Repeating Group 42149 | NoUnderlyingProvisions | Added EP187 |
| 42150 | UnderlyingProvisionType | Typ | Required if NoUnderlyingProvisions(42149) > 0. | Added EP187 | |
| 42151 | UnderlyingProvisionDateUnadjusted | DtUnadj | Added EP187 | ||
| 42152 | UnderlyingProvisionDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the instrument provisions. | Added EP187 | |
| Component(-) | UnderlyingProvisionDateBusinessCenterGrp | 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 instrument provisions. | Added EP187 |
| Repeating Group 42190 | NoUnderlyingProvisionDateBusinessCenters | Added EP187 |
| 42191 | UnderlyingProvisionDateBusinessCenter | Ctr | Required if NoUnderlyingProvisionDateBusinessCenters(42190) > 0. | Added EP187 |
| end Repeating Group |
| end Component |
| 42153 | UnderlyingProvisionDateAdjusted | Dt | Added EP187 | ||
| 42154 | UnderlyingProvisionDateTenorPeriod | TenorPeriod | Conditionally required when UnderlyingProvisionDateTenorUnit(42155) is specified. | Added EP187 | |
| 42155 | UnderlyingProvisionDateTenorUnit | TenorUnit | Conditionally required when UnderlyingProvisionDateTenorPeriod(42154) is specified. | Added EP187 | |
| 43002 | UnderlyingProvisionBreakFeeElection | BrkFeeElctn | Added EP208 | ||
| 43003 | UnderlyingProvisionBreakFeeRate | BrkFeeRt | Added EP208 | ||
| 42156 | UnderlyingProvisionCalculationAgent | CalcAgent | Added EP187 | ||
| 42157 | UnderlyingProvisionOptionSinglePartyBuyerSide | BuyerSide | Added EP187 | ||
| 42158 | UnderlyingProvisionOptionSinglePartySellerSide | SellerSide | Added EP187 |
| Component(-) | UnderlyingProvisionCashSettlValueDates | CashSettlValDts | Added EP187 |
| 42104 | UnderlyingProvisionCashSettlValueTime | Tm | Added EP187 | ||
| 42105 | UnderlyingProvisionCashSettlValueTimeBusinessCenter | TmBizCtr | Added EP187 | ||
| 42106 | UnderlyingProvisionCashSettlValueDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional cash settlement value date. | Added EP187 | |
| Component(-) | UnderlyingProvisionCashSettlValueDateBusinessCenterGrp | 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 provisional cash settlement value date. | Added EP187 |
| Repeating Group 42182 | NoUnderlyingProvisionCashSettlValueDateBusinessCenters | Added EP187 |
| 42183 | UnderlyingProvisionCashSettlValueDateBusinessCenter | Ctr | Required if NoUnderlyingProvisionCashSettlValueDateBusinessCenters(42182) > 0. | Added EP187 |
| end Repeating Group |
| end Component |
| 42107 | UnderlyingProvisionCashSettlValueDateRelativeTo | Reltv | Added EP187 | ||
| 42108 | UnderlyingProvisionCashSettlValueDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingProvisionCashSettlValueDateOffsetUnit(42109) is specified. | Added EP187 | |
| 42109 | UnderlyingProvisionCashSettlValueDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingProvisionCashSettlValueDateOffsetPeriod(42108) is specified. | Added EP187 | |
| 42110 | UnderlyingProvisionCashSettlValueDateOffsetDayType | OfstDayTyp | Added EP187 | ||
| 42111 | UnderlyingProvisionCashSettlValueDateAdjusted | Dt | Added EP187 |
| end Component |
| Component(-) | UnderlyingProvisionOptionExerciseDates | OptExerDts | Added EP187 |
| 42115 | UnderlyingProvisionOptionExerciseBusinessDayConvention | BizDayCnvtn | When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional option exercise date. | Added EP187 | |
| Component(-) | UnderlyingProvisionOptionExerciseBusinessCenterGrp | 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 provisional option exercise date. | Added EP187 |
| Repeating Group 42184 | NoUnderlyingProvisionOptionExerciseBusinessCenters | Added EP187 |
| 42185 | UnderlyingProvisionOptionExerciseBusinessCenter | Ctr | Required if NoUnderlyingProvisionOptionExerciseBusinessCenters(42184) > 0. | Added EP187 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingProvisionOptionExerciseFixedDateGrp | OptExerFixedDt | Added EP187 |
| Repeating Group 42112 | NoUnderlyingProvisionOptionExerciseFixedDates | Added EP187 |
| 42113 | UnderlyingProvisionOptionExerciseFixedDate | Dt | Required if NoUnderlyingProvisionOptionExerciseFixedDates(42112) > 0. | Added EP187 | |
| 42114 | UnderlyingProvisionOptionExerciseFixedDateType | 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 EP187 |
| end Repeating Group |
| end Component |
| 42116 | UnderlyingProvisionOptionExerciseEarliestDateOffsetPeriod | ErlstOfstPeriod | Conditionally required when UnderlyingProvisionOptionExerciseEarliestDateUnit(42117) is specified. | Added EP187 | |
| 42117 | UnderlyingProvisionOptionExerciseEarliestDateOffsetUnit | ErlstOfstUnit | Conditionally required when UnderlyingProvisionOptionExerciseEasrliestDatePeriod(42116) is specified. | Added EP187 | |
| 42118 | UnderlyingProvisionOptionExerciseFrequencyPeriod | FreqPeriod | Conditionally required when UnderlyingProvisionOptionExerciseFrequencyUnit(42119) is specified. | Added EP187 | |
| 42119 | UnderlyingProvisionOptionExerciseFrequencyUnit | FreqUnit | Conditionally required when UnderlyingProvisionOptionExerciseFrequencyPeriod(42118) is specified. | Added EP187 | |
| 42120 | UnderlyingProvisionOptionExerciseStartDateUnadjusted | StartDtUnadj | Added EP187 | ||
| 42121 | UnderlyingProvisionOptionExerciseStartDateRelativeTo | StartDtReltv | Added EP187 | ||
| 42122 | UnderlyingProvisionOptionExerciseStartDateOffsetPeriod | StartDtOfstPeriod | Conditionally required when UnderlyingProvisionOptionExerciseStartDateOffsetUnit(42123) is specified. | Added EP187 | |
| 42123 | UnderlyingProvisionOptionExerciseStartDateOffsetUnit | StartDtOfstUnit | Conditionally required when UnderlyingProvisionOptionExerciseStartDateOffsetPeriod(42122) is specified. | Added EP187 | |
| 42124 | UnderlyingProvisionOptionExerciseStartDateOffsetDayType | StartDtOfstDayTyp | Added EP187 | ||
| 42125 | UnderlyingProvisionOptionExerciseStartDateAdjusted | StartDt | Added EP187 | ||
| 42126 | UnderlyingProvisionOptionExercisePeriodSkip | Skip | Added EP187 | ||
| 42127 | UnderlyingProvisionOptionExerciseBoundsFirstDateUnadjusted | FirstDtUnadj | Added EP187 | ||
| 42128 | UnderlyingProvisionOptionExerciseBoundsLastDateUnadjusted | LastDtUnadj | Added EP187 | ||
| 42129 | UnderlyingProvisionOptionExerciseEarliestTime | ErlstTm | Added EP187 | ||
| 42130 | UnderlyingProvisionOptionExerciseEarliestTimeBusinessCenter | ErlstTmBizCtr | Added EP187 | ||
| 42131 | UnderlyingProvisionOptionExerciseLatestTime | LtstTm | Added EP187 | ||
| 42132 | UnderlyingProvisionOptionExerciseLatestTimeBusinessCenter | LtstTmBizCtr | Added EP187 |
| end Component |
| Component(-) | UnderlyingProvisionOptionExpirationDate | OptExpDt | Added EP187 |
| 42133 | UnderlyingProvisionOptionExpirationDateUnadjusted | DtUnadj | Added EP187 | ||
| 42134 | UnderlyingProvisionOptionExpirationDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional option expiration date. | Added EP187 | |
| Component(-) | UnderlyingProvisionOptionExpirationDateBusinessCenterGrp | 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 provisional option expiration date. | Added EP187 |
| Repeating Group 42186 | NoUnderlyingProvisionOptionExpirationDateBusinessCenters | Added EP187 |
| 42187 | UnderlyingProvisionOptionExpirationDateBusinessCenter | Ctr | Required if NoUnderlyingProvisionOptionExpirationDateBusinessCenters(42186) > 0. | Added EP187 |
| end Repeating Group |
| end Component |
| 42135 | UnderlyingProvisionOptionExpirationDateRelativeTo | Reltv | Added EP187 | ||
| 42136 | UnderlyingProvisionOptionExpirationDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingProvisionOptionExpirationDateOffsetUnit(42137) is specified. | Added EP187 | |
| 42137 | UnderlyingProvisionOptionExpirationDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingProvisionOptionExpirationDateOffsetPeriod(42136) is specified. | Added EP187 | |
| 42138 | UnderlyingProvisionOptionExpirationDateOffsetDayType | OfstDayTyp | Added EP187 | ||
| 42139 | UnderlyingProvisionOptionExpirationDateAdjusted | Dt | Added EP187 | ||
| 42140 | UnderlyingProvisionOptionExpirationTime | ExpTm | Added EP187 | ||
| 42141 | UnderlyingProvisionOptionExpirationTimeBusinessCenter | ExpTmBizCtr | Added EP187 |
| end Component |
| Component(-) | UnderlyingProvisionOptionRelevantUnderlyingDate | OptRelvntUndlyDt | Added EP187 |
| 42142 | UnderlyingProvisionOptionRelevantUnderlyingDateUnadjusted | DtUnadj | Added EP187 | ||
| 42143 | UnderlyingProvisionOptionRelevantUnderlyingDateBizDayConvention | 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 provisional option relevant underlying date. | Added EP187 | |
| Component(-) | UnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenterGrp | 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 provisional option relevant underlying date. | Added EP187 Updated EP282 |
| Repeating Group 42188 | NoUnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenters | Added EP187 |
| 42189 | UnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenter | Ctr | Required if NoUnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenters(42188) > 0. | Added EP187 |
| end Repeating Group |
| end Component |
| 42144 | UnderlyingProvisionOptionRelevantUnderlyingDateRelativeTo | Reltv | Added EP187 | ||
| 42145 | UnderlyingProvisionOptionRelevantUnderlyingDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingProvisionOptionRelevantUnderlyingDateOffsetUnit(42146) is specified. | Added EP187 | |
| 42146 | UnderlyingProvisionOptionRelevantUnderlyingDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingProvisionOptionRelevantUnderlyingDateOffsetPeriod(42145) is specified. | Added EP187 | |
| 42147 | UnderlyingProvisionOptionRelevantUnderlyingDateOffsetDayType | OfstDayTyp | Added EP187 | ||
| 42148 | UnderlyingProvisionOptionRelevantUnderlyingDateAdjusted | Dt | Added EP187 |
| end Component |
| 42159 | UnderlyingProvisionOptionExerciseStyle | ExerStyle | Added EP187 | ||
| 42160 | UnderlyingProvisionOptionExerciseMultipleNotional | MultplNotl | Added EP187 | ||
| 42161 | UnderlyingProvisionOptionExerciseMinimumNotional | MinNotl | Added EP187 | ||
| 42162 | UnderlyingProvisionOptionExerciseMaximumNotional | MaxNotl | Added EP187 | ||
| 42163 | UnderlyingProvisionOptionMinimumNumber | MinNum | Added EP187 | ||
| 42164 | UnderlyingProvisionOptionMaximumNumber | MaxNum | Added EP187 | ||
| 42165 | UnderlyingProvisionOptionExerciseConfirmation | ExerCnfm | Added EP187 |
| Component(-) | UnderlyingProvisionCashSettlPaymentDates | CashSettlPmtDts | Added EP187 |
| 42092 | UnderlyingProvisionCashSettlPaymentDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional cash settlement payment date. | Added EP187 | |
| Component(-) | UnderlyingProvisionCashSettlPaymentDateBusinessCenterGrp | 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 provisional cash settlement payment date. | Added EP187 |
| Repeating Group 42180 | NoUnderlyingProvisionCashSettlPaymentDateBusinessCenters | Added EP187 |
| 42181 | UnderlyingProvisionCashSettlPaymentDateBusinessCenter | Ctr | Required if NoUnderlyingProvisionCashSettlPaymentDateBusinessCenters(42180) > 0. | Added EP187 |
| end Repeating Group |
| end Component |
| 42093 | UnderlyingProvisionCashSettlPaymentDateRelativeTo | Reltv | Added EP187 | ||
| 42094 | UnderlyingProvisionCashSettlPaymentDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingProvisionCashSettlPaymentDateOffsetUnit(42095) is specified. | Added EP187 | |
| 42095 | UnderlyingProvisionCashSettlPaymentDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingProvisionCashSettlPaymentDateOffsetPeriod(42094) is specified. | Added EP187 | |
| 42096 | UnderlyingProvisionCashSettlPaymentDateOffsetDayType | OfstDayTyp | Added EP187 | ||
| 42097 | UnderlyingProvisionCashSettlPaymentDateRangeFirst | DtFirst | Added EP187 | ||
| 42098 | UnderlyingProvisionCashSettlPaymentDateRangeLast | DtLast | Added EP187 | ||
| Component(-) | UnderlyingProvisionCashSettlPaymentFixedDateGrp | CashSettlPmtFixedDt | Added EP187 |
| Repeating Group 42099 | NoUnderlyingProvisionCashSettlPaymentDates | Added EP187 |
| 42100 | UnderlyingProvisionCashSettlPaymentDate | Dt | Required if NoUnderlyingProvisionCashSettlPaymentDates (42099) > 0. | Added EP187 | |
| 42101 | UnderlyingProvisionCashSettlPaymentDateType | 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 EP187 |
| end Repeating Group |
| end Component |
| end Component |
| 42166 | UnderlyingProvisionCashSettlMethod | SettlMeth | Added EP187 | ||
| 42167 | UnderlyingProvisionCashSettlCurrency | SettlCcy | Added EP187 | ||
| 42168 | UnderlyingProvisionCashSettlCurrency2 | SettlCcy2 | Added EP187 | ||
| 42169 | UnderlyingProvisionCashSettlQuoteType | SettlQteTyp | Added EP187 |
| Component(-) | UnderlyingProvisionCashSettlQuoteSource | CashSettlQteSrc | Added EP187 |
| 42102 | UnderlyingProvisionCashSettlQuoteSource | SettlQteSrc | Added EP187 | ||
| 42103 | UnderlyingProvisionCashSettlQuoteReferencePage | RefPg | Added EP187 |
| end Component |
| 42170 | UnderlyingProvisionText | Txt | Added EP187 | ||
| 42171 | EncodedUnderlyingProvisionTextLen | EncTxtLen | Must be set if EncodedProvisionText(40987) field is specified and must immediately precede it. | Added EP187 | |
| 42172 | EncodedUnderlyingProvisionText | EncTxt | Encoded (non-ASCII characters) representation of the UnderlyingProvisionText(42170) field in the encoded format specified via the MessageEncoding(347) field. | Added EP187 | |
| Component(-) | UnderlyingProvisionParties | Pty | Added EP187 |
| Repeating Group 42173 | NoUnderlyingProvisionPartyIDs | Added EP187 |
| 42174 | UnderlyingProvisionPartyID | ID | Required if NoUnderlyingProvisionPartyIDs(42173) > 0. | Added EP187 | |
| 42175 | UnderlyingProvisionPartyIDSource | Src | Required if NoUnderlyingProvisionPartyIDs(42173) > 0. | Added EP187 | |
| 42176 | UnderlyingProvisionPartyRole | R | Required if NoUnderlyingProvisionPartyIDs(42173) > 0. | Added EP187 | |
| 40918 | UnderlyingProvisionPartyRoleQualifier | Qual | Added EP187 |
| Component(-) | UnderlyingProvisionPtysSubGrp | Sub | Added EP187 |
| Repeating Group 42177 | NoUnderlyingProvisionPartySubIDs | Added EP187 |
| 42178 | UnderlyingProvisionPartySubID | ID | Required if NoUnderlyingProvisionPartySubIDs(42177) > 0. | Added EP187 | |
| 42179 | UnderlyingProvisionPartySubIDType | Typ | Required if NoUnderlyingProvisionPartySubIDs(42177) > 0. | Added EP187 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| end Repeating Group |
|