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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.

Added in protocol FIX.5.0SP2 (EP 208)

Field or Component Name Description Is Required Added Is Deprecated
42862 NoUnderlyingDividendPeriods FIX.5.0SP2 (EP 208)
42863 UnderlyingDividendPeriodSequence Required if NoUnderlyingDividendPeriods (42862) > 0. FIX.5.0SP2 (EP 208)
42864 UnderlyingDividendPeriodStartDateUnadjusted FIX.5.0SP2 (EP 208)
42865 UnderlyingDividendPeriodEndDateUnadjusted FIX.5.0SP2 (EP 208)
42866 UnderlyingDividendPeriodUnderlierRefID When specified, this overrides UnderlyingDividendUnderlierRefID (42829). The specified value would be specific to this dividend period instance. FIX.5.0SP2 (EP 208)
42867 UnderlyingDividendPeriodStrikePrice FIX.5.0SP2 (EP 208)
42868 UnderlyingDividendPeriodBusinessDayConvention 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. FIX.5.0SP2 (EP 208)
BlockRepeating UnderlyingDividendPeriodBusinessCenterGrp 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. FIX.5.0SP2 (EP 208)
42869 UnderlyingDividendPeriodValuationDateUnadjusted FIX.5.0SP2 (EP 208)
42870 UnderlyingDividendPeriodValuationDateRelativeTo FIX.5.0SP2 (EP 208)
42871 UnderlyingDividendPeriodValuationDateOffsetPeriod Conditionally required when UnderlyingDividendPeriodValuationDateOffsetUnit (42872) is specified. FIX.5.0SP2 (EP 208)
42872 UnderlyingDividendPeriodValuationDateOffsetUnit Conditionally required when UnderlyingDividendPeriodValuationDateOffsetPeriod (42871) is specified. FIX.5.0SP2 (EP 208)
42873 UnderlyingDividendPeriodValuationDateOffsetDayType FIX.5.0SP2 (EP 208)
42874 UnderlyingDividendPeriodValuationDateAdjusted FIX.5.0SP2 (EP 208)
42875 UnderlyingDividendPeriodPaymentDateUnadjusted FIX.5.0SP2 (EP 208)
42876 UnderlyingDividendPeriodPaymentDateRelativeTo FIX.5.0SP2 (EP 208)
42877 UnderlyingDividendPeriodPaymentDateOffsetPeriod Conditionally required when UnderlyingDividendPeriodPaymentDateOffsetUnit (42878) is specified. FIX.5.0SP2 (EP 208)
42878 UnderlyingDividendPeriodPaymentDateOffsetUnit Conditionally required when UnderlyingDividendPeriodPaymentDateOffsetPeriod (42877) is specified. FIX.5.0SP2 (EP 208)
42879 UnderlyingDividendPeriodPaymentDateOffsetDayType FIX.5.0SP2 (EP 208)
42880 UnderlyingDividendPeriodPaymentDateAdjusted FIX.5.0SP2 (EP 208)
42881 UnderlyingDividendPeriodXID FIX.5.0SP2 (EP 208)

Used in components