 Option X |
8!n |
(Date) |
Mandatory in conditional (see rule C16) subsequence F2
This field specifies a compounding date.
For an ISDA Master (Type in field 77H is ISDA), this field specifies the Compounding Date as per ISDA definitions.
Date must be a valid date expressed as YYYYMMDD (Error code(s): T50).
All compounding dates must appear in the repetitive block to form the compounding schedule. In addition to the compounding dates, this schedule must include the effective date, all payment dates and the termination date.
The compounding dates are not adjusted, they follow the period end date adjustment for the payment dates as well as the Business Day Convention and financial centres stated in this sequence.
The dates must be sorted in ascending order.
For OIS trades, this field must not be used.
