The UnderlyingPaymentStreamPricingDayGrp is a repeating subcomponent of the UnderlyingPaymentStreamFloatingRate component used to detail periodic pricing days.
If the fixing days are not specified, then every day of the week will be a fixing day.
Used in :
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| 41944 | NoUnderlyingPaymentStreamPricingDays | N |
Number of pricing days in the repeating group. |
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| => | 41945 | UnderlyingPaymentStreamPricingDayOfWeek | @DayOfWk | C |
Required if NoUnderlyingPaymentStreamPricingDays(41944) > 0. |
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| => | 41946 | UnderlyingPaymentStreamPricingDayNumber | @DayNum | N |
The occurrence of the day of week on which pricing takes place. For example a pricing day of the 3rd Friday would be DayOfWk=5 DayNum=3. |
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