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FIXtags

GROUP · SOURCE ID 4397

UnderlyingDividendPeriodGrp

Definition

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.

This is a reusable definition. Requiredness is relative to this structure; its use and conditions in a message remain on that message's page. Version links browse the other dictionary, not an assumed equivalent component.

Direct members

  1. 42862 NoUnderlyingDividendPeriodsGroup countFrom usage
  2. 42863 UnderlyingDividendPeriodSequencefield—

    Required if NoUnderlyingDividendPeriods(42862) > 0.

  3. 42864 UnderlyingDividendPeriodStartDateUnadjustedfield—
  4. 42865 UnderlyingDividendPeriodEndDateUnadjustedfield—
  5. 42866 UnderlyingDividendPeriodUnderlierRefIDfield—

    When specified, this overrides UnderlyingDividendUnderlierRefID(42829). The specified value would be specific to this dividend period instance.

  6. 42867 UnderlyingDividendPeriodStrikePricefield—
  7. 42868 UnderlyingDividendPeriodBusinessDayConventionfield—

    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.

  8. UnderlyingDividendPeriodBusinessCenterGrpgroup—

    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.

  9. 42869 UnderlyingDividendPeriodValuationDateUnadjustedfield—
  10. 42870 UnderlyingDividendPeriodValuationDateRelativeTofield—
  11. 42871 UnderlyingDividendPeriodValuationDateOffsetPeriodfield—

    Conditionally required when UnderlyingDividendPeriodValuationDateOffsetUnit(42872) is specified.

  12. 42872 UnderlyingDividendPeriodValuationDateOffsetUnitfield—

    Conditionally required when UnderlyingDividendPeriodValuationDateOffsetPeriod(42871) is specified.

  13. 42873 UnderlyingDividendPeriodValuationDateOffsetDayTypefield—
  14. 42874 UnderlyingDividendPeriodValuationDateAdjustedfield—
  15. 42875 UnderlyingDividendPeriodPaymentDateUnadjustedfield—
  16. 42876 UnderlyingDividendPeriodPaymentDateRelativeTofield—
  17. 42877 UnderlyingDividendPeriodPaymentDateOffsetPeriodfield—

    Conditionally required when UnderlyingDividendPeriodPaymentDateOffsetUnit(42878) is specified.

  18. 42878 UnderlyingDividendPeriodPaymentDateOffsetUnitfield—

    Conditionally required when UnderlyingDividendPeriodPaymentDateOffsetPeriod(42877) is specified.

  19. 42879 UnderlyingDividendPeriodPaymentDateOffsetDayTypefield—
  20. 42880 UnderlyingDividendPeriodPaymentDateAdjustedfield—
  21. 42881 UnderlyingDividendPeriodXIDfield—

Used in messages

Direct parent structures