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. |
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| => | 41955 | UnderlyingStreamCalculationPeriodDate | @Dt | C |
Required if NoUnderlyingStreamCalculationPeriodDates(41954) > 0. |
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| => | 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. |
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