<LegStreamCalculationPeriodDateGrp> Component Block

The LegStreamCalculationPeriodDateGrp is a repeating subcomponent of the LegStreamCalculationPeriodDates component used to detail fixed dates for the swap stream.

Used in :

Tag Field Name FIXML Req'd Comments
41638 NoLegStreamCalculationPeriodDates CalcDt N

Number of calculation period dates in the repeating group.

=> 41639 LegStreamCalculationPeriodDate @Dt C

Required if NoLegStreamCalculationPeriodDates(41638) > 0.

=> 41640 LegStreamCalculationPeriodDateType @Typ N

Specifies the type of fixed calculation period date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.