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UnderlyingPaymentStreamCompoundingDates is a subcomponent of the UnderlyingPaymentStream 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
42904 UnderlyingPaymentStreamCompoundingDatesBusinessDayConvention When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to payment stream compounding dates. FIX.5.0SP2 (EP 208)
BlockRepeating UnderlyingPaymentStreamCompoundingDatesBusinessCenterGrp When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to payment stream compounding dates. FIX.5.0SP2 (EP 208)
Block UnderlyingPaymentStreamCompoundingDateGrp FIX.5.0SP2 (EP 208)
42905 UnderlyingPaymentStreamCompoundingDatesRelativeTo FIX.5.0SP2 (EP 208)
42906 UnderlyingPaymentStreamCompoundingDatesOffsetPeriod Conditionally required when UnderlyingPaymentStreamCompoundingDatesOffsetUnit (42907) is specified. FIX.5.0SP2 (EP 208)
42907 UnderlyingPaymentStreamCompoundingDatesOffsetUnit Conditionally required when UnderlyingPaymentStreamCompoundingDatesOffsetPeriod (42906) is specified. FIX.5.0SP2 (EP 208)
42908 UnderlyingPaymentStreamCompoundingDatesOffsetDayType FIX.5.0SP2 (EP 208)
42909 UnderlyingPaymentStreamCompoundingPeriodSkip FIX.5.0SP2 (EP 208)
Block UnderlyingPaymentStreamCompoundingStartDate FIX.5.0SP2 (EP 208)
Block UnderlyingPaymentStreamCompoundingEndDate FIX.5.0SP2 (EP 208)
42910 UnderlyingPaymentStreamCompoundingFrequencyPeriod Conditionally required when UnderlyingPaymentStreamCompoundingFrequencyUnit (42911) is specified. FIX.5.0SP2 (EP 208)
42911 UnderlyingPaymentStreamCompoundingFrequencyUnit Conditionally required when UnderlyingPaymentStreamCompoundingFrequencyPeriod (42910) is specified. FIX.5.0SP2 (EP 208)
42912 UnderlyingPaymentStreamCompoundingRollConvention When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the payment stream dates. FIX.5.0SP2 (EP 208)
42913 UnderlyingPaymentStreamBoundsFirstDateUnadjusted FIX.5.0SP2 (EP 208)
42914 UnderlyingPaymentStreamBoundsLastDateUnadjusted FIX.5.0SP2 (EP 208)

Used in components