| FRAMES | NO FRAMES |
|
|
StreamCalculationPeriodDates is a subcomponent of the StreamGrp component used to specify the calculation period dates of the stream.
Used in :
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| 41244 | StreamCalculationPeriodDatesXID | @XID | N |
Identifier of this calculation period for cross referencing elsewhere in the message. |
|||
| 41245 | StreamCalculationPeriodDatesXIDRef | @XIDRef | N |
Cross reference to another calculation period for duplicating its properties. |
|||
| 40073 | StreamCalculationPeriodBusinessDayConvention | @BizDayCnvtn | N |
When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the calculation period dates of the stream. |
|||
| <StreamCalculationPeriodBusinessCenterGrp> | N | ||||||
| <StreamCalculationPeriodDateGrp> | N | ||||||
| 40075 | StreamFirstPeriodStartDateUnadjusted | @FirstStartDtUnadj | N |
The unadjusted first calculation period start date if before the effective date. |
|||
| 40076 | StreamFirstPeriodStartDateBusinessDayConvention | @FirstStartDtBizDayCnvtn | N |
When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the calculation period dates of the stream. |
|||
| <StreamFirstPeriodStartDateBusinessCenterGrp> | N | ||||||
| 40078 | StreamFirstPeriodStartDateAdjusted | @FirstStartDt | N |
The adjusted first calculation period start date, if it is before the effective date. |
|||
| 40079 | StreamFirstRegularPeriodStartDateUnadjusted | @FirstReglrStartDtUnadj | N |
The unadjusted first start date of the regular calculation period, if there is an initial stub period. |
|||
| 40080 | StreamFirstCompoundingPeriodEndDateUnadjusted | @FirstCmpndgEndDtUnadj | N |
The unadjusted end date of the initial compounding period. |
|||
| 40081 | StreamLastRegularPeriodEndDateUnadjusted | @LastReglrEndDtUnadj | N |
The unadjusted last regular period end date if there is a final stub period. |
|||
| 40082 | StreamCalculationFrequencyPeriod | @FreqPeriod | N |
Conditionally required when StreamCalculationFrequencyUnit(40083) is specified. |
|||
| 40083 | StreamCalculationFrequencyUnit | @FreqUnit | N |
Conditionally required when StreamCalculationFrequencyPeriod(40082) is specified. |
|||
| 40084 | StreamCalculationRollConvention | @Roll | N |
When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream calculation dates. |
|||
| 41246 | StreamCalculationBalanceOfFirstPeriod | @BalFirst | N |
When specified and set to 'Y', it indicates that the first calculation period should run from the effective date to the end of the calendar period in which the effective date falls (e.g. Jan 15 - Jan 31 if the calculation periods are one month long and effective date is Jan 15.). If 'N' or not specified, it indicates that the first calculation period should run from the effective date for one whole period (e.g. Jan 15 to Feb 14 if the calculation periods are one month long and the effective date is Jan 15.). |
|||
| 41247 | StreamCalculationCorrectionPeriod | @CrrctnPeriod | N |
Conditionally required when StreamCalculationCorrectionUnit(41248) is specified. |
|||
| 41248 | StreamCalculationCorrectionUnit | @CrrctnUnit | N |
Conditionally required when StreamCalculationCorrectionPeriod(41247) is specified. |
|||
|
|
| FRAMES | NO FRAMES |