UnderlyingDividendPeriodGrp is a repeating subcomponent within the UnderlyingDividendConditions component. It is used to specify the valuation and payments dates of the dividend leg of a dividend swap.
Pedigree Added EP208
Expand Components | Collapse Components
| Field or Component | Field Name | Abbr Name | Req'd | Comments | Pedigree |
|---|
| Repeating Group 42862 | NoUnderlyingDividendPeriods | Added EP208 |
| 42863 | UnderlyingDividendPeriodSequence | Seq | Required if NoUnderlyingDividendPeriods(42862) > 0. | Added EP208 | |
| 42864 | UnderlyingDividendPeriodStartDateUnadjusted | StartDtUnadj | Added EP208 | ||
| 42865 | UnderlyingDividendPeriodEndDateUnadjusted | EndDtUnadj | Added EP208 | ||
| 42866 | UnderlyingDividendPeriodUnderlierRefID | UndlrRefID | When specified, this overrides UnderlyingDividendUnderlierRefID(42829). The specified value would be specific to this dividend period instance. | Added EP208 | |
| 42867 | UnderlyingDividendPeriodStrikePrice | StrkPx | Added EP208 | ||
| 42868 | UnderlyingDividendPeriodBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this dividend period instance. | Added EP208 |
| Component | UnderlyingDividendPeriodBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this dividend period instance. | Added EP208 |
| 42869 | UnderlyingDividendPeriodValuationDateUnadjusted | ValDtUnadj | Added EP208 | ||
| 42870 | UnderlyingDividendPeriodValuationDateRelativeTo | ValDtReltv | Added EP208 | ||
| 42871 | UnderlyingDividendPeriodValuationDateOffsetPeriod | ValDtOfstPeriod | Conditionally required when UnderlyingDividendPeriodValuationDateOffsetUnit(42872) is specified. | Added EP208 | |
| 42872 | UnderlyingDividendPeriodValuationDateOffsetUnit | ValDtOfstUnit | Conditionally required when UnderlyingDividendPeriodValuationDateOffsetPeriod(42871) is specified. | Added EP208 | |
| 42873 | UnderlyingDividendPeriodValuationDateOffsetDayType | ValDtOfstDayTyp | Added EP208 | ||
| 42874 | UnderlyingDividendPeriodValuationDateAdjusted | ValDt | Added EP208 | ||
| 42875 | UnderlyingDividendPeriodPaymentDateUnadjusted | PmtDtUnadj | Added EP208 | ||
| 42876 | UnderlyingDividendPeriodPaymentDateRelativeTo | PmtDtReltv | Added EP208 | ||
| 42877 | UnderlyingDividendPeriodPaymentDateOffsetPeriod | PmtDtOfstPeriod | Conditionally required when UnderlyingDividendPeriodPaymentDateOffsetUnit(42878) is specified. | Added EP208 | |
| 42878 | UnderlyingDividendPeriodPaymentDateOffsetUnit | PmtDtOfstUnit | Conditionally required when UnderlyingDividendPeriodPaymentDateOffsetPeriod(42877) is specified. | Added EP208 | |
| 42879 | UnderlyingDividendPeriodPaymentDateOffsetDayType | PmtDtOfstDayTyp | Added EP208 | ||
| 42880 | UnderlyingDividendPeriodPaymentDateAdjusted | PmtDt | Added EP208 | ||
| 42881 | UnderlyingDividendPeriodXID | XID | Added EP208 |
| end Repeating Group |
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