<StreamCalculationPeriodDates> Component Block

StreamCalculationPeriodDates is a subcomponent of the StreamGrp component used to specify the calculation period dates of the stream.

Used in :

<StreamGrp>

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.

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