| Tag | Name | Type | AssociatedDataTag | AbbrName | BaseCategory | BaseCategoryAbbrName | NotReqXML | EnumDatatype | UnionDataType | Description | Elaboration | Deprecated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 997 | Unit of time associated with the contract. NOTE: Additional values may be used by mutual agreement of the counterparties. | |||||||||||
| 1000 | See TimeUnit(997) for complete definition. | |||||||||||
| 1001 | See TimeUnit(997) for complete definition. |
| Tag | Name | Type | AssociatedDataTag | AbbrName | BaseCategory | BaseCategoryAbbrName | NotReqXML | EnumDatatype | UnionDataType | Description | Elaboration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2982 | MaturityFrequencyUnit | String | MatFreqUnit | 0 | 997 | Time unit associated with the minimum frequency of the instrument maturity intervals. | Usage note: When FlexibleIndicator(1244)=Y and the maturity date is user-defined, set MaturityFrequencyUnit(2982)=F (Flexible). | ||||
| 2983 | MaturityFrequencyPeriod | int | MatFreqPeriod | 0 | Time unit multiplier for the minimum frequency of the instrument maturity intervals. | ||||||
| 2984 | UnderlyingMaturityFrequencyUnit | String | MatFreqUnit | 0 | 997 | Time unit associated with the minimum frequency of the instrument maturity intervals. | Usage note: When UnderlyingFlexibleIndicator(2035)=Y and the underlying maturity is user-defined, set UnderlyingMaturityFrequencyUnit(2984)=F (Flexible). | ||||
| 2985 | UnderlyingMaturityFrequencyPeriod | int | MatFreqPeriod | 0 | Time unit multiplier for the minimum frequency of the instrument maturity intervals. | ||||||
| 2986 | LegMaturityFrequencyUnit | String | MatFreqUnit | 0 | 997 | Time unit associated with the minimum frequency of the instrument maturity intervals. | Usage note: When LegFlexibleIndicator(2202)=Y and the leg maturity is user-defined, set LegMaturityFrequencyUnit(2986)=F (Flexible). | ||||
| 2987 | LegMaturityFrequencyPeriod | int | MatFreqPeriod | 0 | Time unit multiplier for the minimum frequency of the instrument maturity intervals. |
| Tag | Value | SymbolicName | Group | Sort | Description | Elaboration |
|---|---|---|---|---|---|---|
| 997 | EOM | EndOfMonth | 8 | End of Month | End of Month identifies a relative time unit, e.g. until the third Friday of each month. | |
| 997 | F | Flexible | 9 | Flexible | A flexible time unit indicates that a specific time unit for the contract is currently undetermined. |
| ComponentID | TagText | Indent | Position | Reqd | Description |
|---|---|---|---|---|---|
| 1003 | 2982 | 0 | 13.03 | 0 | Conditionally required when MaturityFrequencyPeriod(2983) is specified. |
| 1003 | 2983 | 0 | 13.05 | 0 | Conditionally required when MaturityFrequencyUnit(2982) is specified and the value is not EOM (End of Month) or F (Flexible). |
| 1021 | 2984 | 0 | 13.1 | 0 | Conditionally required when UnderlyingMaturityFrequencyPeriod(2985) is specified. |
| 1021 | 2985 | 0 | 13.2 | 0 | Conditionally required when UnderlyingMaturityFrequencyUnit(2984) is specified and the value is not EOM (End of Month) or F (Flexible). |
| 1005 | 2986 | 0 | 13.15 | 0 | Conditionally required when LegMaturityFrequencyPeriod(2987) is specified. |
| 1005 | 2987 | 0 | 13.2 | 0 | Conditionally required when LegMaturityFrequencyUnit(2986) is specified and the value is not EOM (End of Month) or F (Flexible). |