LegPaymentStreamCompoundingDates is a subcomponent of the LegPaymentStream component used to specify the compounding dates of the stream – either specific, relative or periodic dates.
Added in protocol FIX.5.0SP2 (EP 208)
| Field or Component | Name | Description | Is Required | Added | Is Deprecated |
|---|---|---|---|---|---|
| 42408 | LegPaymentStreamCompoundingDatesBusinessDayConvention | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to payment stream compounding dates. | FIX.5.0SP2 (EP 208) | ||
| BlockRepeating | LegPaymentStreamCompoundingDatesBusinessCenterGrp | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to payment stream compounding dates. | FIX.5.0SP2 (EP 208) | ||
| BlockRepeating | LegPaymentStreamCompoundingDateGrp | FIX.5.0SP2 (EP 208) | |||
| 42409 | LegPaymentStreamCompoundingDatesRelativeTo | FIX.5.0SP2 (EP 208) | |||
| 42410 | LegPaymentStreamCompoundingDatesOffsetPeriod | Conditionally required when LegPaymentStreamCompoundingDatesOffsetUnit (42411) is specified. | FIX.5.0SP2 (EP 208) | ||
| 42411 | LegPaymentStreamCompoundingDatesOffsetUnit | Conditionally required when LegPaymentStreamCompoundingDatesOffsetPeriod (42410) is specified. | FIX.5.0SP2 (EP 208) | ||
| 42412 | LegPaymentStreamCompoundingDatesOffsetDayType | FIX.5.0SP2 (EP 208) | |||
| 42413 | LegPaymentStreamCompoundingPeriodSkip | FIX.5.0SP2 (EP 208) | |||
| Block | LegPaymentStreamCompoundingStartDate | FIX.5.0SP2 (EP 208) | |||
| Block | LegPaymentStreamCompoundingEndDate | FIX.5.0SP2 (EP 208) | |||
| 42414 | LegPaymentStreamCompoundingFrequencyPeriod | Conditionally required when LegPayamentStreamCompoundingFrequencyUnit(42415) is specified. | FIX.5.0SP2 (EP 208) | ||
| 42415 | LegPaymentStreamCompoundingFrequencyUnit | Conditionally required when LegPayamentStreamCompoundingFrequencyPeriod(42414) is specified. | FIX.5.0SP2 (EP 208) | ||
| 42416 | LegPaymentStreamCompoundingRollConvention | When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of payment stream compounding dates. | FIX.5.0SP2 (EP 208) | ||
| 42417 | LegPaymentStreamBoundsFirstDateUnadjusted | FIX.5.0SP2 (EP 208) | |||
| 42418 | LegPaymentStreamBoundsLastDateUnadjusted | FIX.5.0SP2 (EP 208) |