PaymentStreamCompoundingDates is a subcomponent of the PaymentStream 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
42609 PaymentStreamCompoundingDatesBusinessDayConvention When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to payment stream compounding dates. FIX.5.0SP2 (EP 208)
BlockRepeating PaymentStreamCompoundingDatesBusinessCenterGrp When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to payment stream compounding dates. FIX.5.0SP2 (EP 208)
Block PaymentStreamCompoundingDateGrp FIX.5.0SP2 (EP 208)
42610 PaymentStreamCompoundingDatesRelativeTo FIX.5.0SP2 (EP 208)
42611 PaymentStreamCompoundingDatesOffsetPeriod Conditionally required when PaymentStreamCompoundingDatesOffsetUnit (42612) is specified. FIX.5.0SP2 (EP 208)
42612 PaymentStreamCompoundingDatesOffsetUnit Conditionally required when PaymentCompoundingDatesOffsetPeriod(42611) is specified. FIX.5.0SP2 (EP 208)
42613 PaymentStreamCompoundingDatesOffsetDayType FIX.5.0SP2 (EP 208)
42614 PaymentStreamCompoundingPeriodSkip FIX.5.0SP2 (EP 208)
Block PaymentStreamCompoundingStartDate FIX.5.0SP2 (EP 208)
Block PaymentStreamCompoundingEndDate FIX.5.0SP2 (EP 208)
42615 PaymentStreamCompoundingFrequencyPeriod Conditionally required when PayamentStreamCompoundingFrequencyUnit(42616) is specified. FIX.5.0SP2 (EP 208)
42616 PaymentStreamCompoundingFrequencyUnit Conditionally required when PayamentStreamCompoundingFrequencyPeriod(42615) is specified. FIX.5.0SP2 (EP 208)
42617 PaymentStreamCompoundingRollConvention When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream compounding dates. FIX.5.0SP2 (EP 208)
42618 PaymentStreamBoundsFirstDateUnadjusted FIX.5.0SP2 (EP 208)
42619 PaymentStreamBoundsLastDateUnadjusted FIX.5.0SP2 (EP 208)

Used in components