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LegDividendPeriodGrp is a repeating subcomponent within the LegDividendConditions component. It is used to specify the valuation and payments dates of the dividend leg of a dividend swap.

Added in protocol FIX.5.0SP2 (208)

Field or Component Name Description Is Required Added Is Deprecated
42366 NoLegDividendPeriods FIX.5.0SP2 (208)
42367 LegDividendPeriodSequence Required if NoLegDividendPeriods (42366) > 0. FIX.5.0SP2 (208)
42368 LegDividendPeriodStartDateUnadjusted FIX.5.0SP2 (208)
42369 LegDividendPeriodEndDateUnadjusted FIX.5.0SP2 (208)
42370 LegDividendPeriodUnderlierRefID When specified, this overrides LegDividendUnderlierRefID (42340). The specified value would be specific to this dividend period instance. FIX.5.0SP2 (208)
42371 LegDividendPeriodStrikePrice FIX.5.0SP2 (208)
42372 LegDividendPeriodBusinessDayConvention When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this dividend period instance. FIX.5.0SP2 (208)
BlockRepeating LegDividendPeriodBusinessCenterGrp When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this dividend period instance. FIX.5.0SP2 (208)
42373 LegDividendPeriodValuationDateUnadjusted FIX.5.0SP2 (208)
42374 LegDividendPeriodValuationDateRelativeTo FIX.5.0SP2 (208)
42375 LegDividendPeriodValuationDateOffsetPeriod Conditionally required when LegDividendPeriodValuationDateOffsetUnit (42376) is specified. FIX.5.0SP2 (208)
42376 LegDividendPeriodValuationDateOffsetUnit Conditionally required when LegDividendPeriodValuationDateOffsetPeriod (42375) is specified. FIX.5.0SP2 (208)
42377 LegDividendPeriodValuationDateOffsetDayType FIX.5.0SP2 (208)
42378 LegDividendPeriodValuationDateAdjusted FIX.5.0SP2 (208)
42379 LegDividendPeriodPaymentDateUnadjusted FIX.5.0SP2 (208)
42380 LegDividendPeriodPaymentDateRelativeTo FIX.5.0SP2 (208)
42381 LegDividendPeriodPaymentDateOffsetPeriod Conditionally required when LegDividendPeriodPaymentDateOffsetUnit (42382) is specified. FIX.5.0SP2 (208)
42382 LegDividendPeriodPaymentDateOffsetUnit Conditionally required when LegDividendPeriodPaymentDateOffsetPeriod (42381) is specified. FIX.5.0SP2 (208)
42383 LegDividendPeriodPaymentDateOffsetDayType FIX.5.0SP2 (208)
42384 LegDividendPeriodPaymentDateAdjusted FIX.5.0SP2 (208)
42385 LegDividendPeriodXID FIX.5.0SP2 (208)

Used in components