<UnderlyingStreamCalculationPeriodDateGrp> Component Block

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

Used in :

Tag Field Name FIXML Req'd Comments
41954 NoUnderlyingStreamCalculationPeriodDates CalcDt N

Number of calculation period dates in the repeating group.

=> 41955 UnderlyingStreamCalculationPeriodDate @Dt C

Required if NoUnderlyingStreamCalculationPeriodDates(41954) > 0.

=> 41956 UnderlyingStreamCalculationPeriodDateType @Typ N

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