<UnderlyingStreamCalculationPeriodDates> Component Block

UnderlyingStreamCalculationPeriodDates is a subcomponent of the UnderlyingStreamGrp component used to specify the calculation period dates of the stream.

Used in :

<UnderlyingStreamGrp>

Tag	Field Name	FIXML	Req'd	Comments
41957	UnderlyingStreamCalculationPeriodDatesXID	@XID	N	Identifier of this calculation period for cross referencing elsewhere in the message.
41958	UnderlyingStreamCalculationPeriodDatesXIDRef	@XIDRef	N	Cross reference to another calculation period for duplicating its properties.
40556	UnderlyingStreamCalculationPeriodBusinessDayConvention	@BizDayCnvtn	N	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's calculation period dates.
<UnderlyingStreamCalculationPeriodBusinessCenterGrp>			N
<UnderlyingStreamCalculationPeriodDateGrp>			N
40558	UnderlyingStreamFirstPeriodStartDateUnadjusted	@FirstStartDtUnadj	N	The unadjusted first calculation period start date if before the effective date.
40559	UnderlyingStreamFirstPeriodStartDateBusinessDayConvention	@FirstStartDtBizDayCnvtn	N	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's calculation period dates.
<UnderlyingStreamFirstPeriodStartDateBusinessCenterGrp>			N
40561	UnderlyingStreamFirstPeriodStartDateAdjusted	@FirstStartDt	N	The adjusted first calculation period start date, if it is before the effective date.
40562	UnderlyingStreamFirstRegularPeriodStartDateUnadjusted	@FirstReglrStartDtUnadj	N	The unadjusted first start date of the regular calculation period, if there is an initial stub period.
40563	UnderlyingStreamFirstCompoundingPeriodEndDateUnadjusted	@FirstCmpndgEndDtUnadj	N	The unadjusted end date of the initial compounding period.
40564	UnderlyingStreamLastRegularPeriodEndDateUnadjusted	@LastReglrEndDtUnadj	N	The unadjusted last regular period end date if there is a final stub period.
40565	UnderlyingStreamCalculationFrequencyPeriod	@FreqPeriod	N	Conditionally required when UnderlyingStreamCalculationFrequencyUnit(40566) is specified.
40566	UnderlyingStreamCalculationFrequencyUnit	@FreqUnit	N	Conditionally required when UnderlyingStreamCalculationFrequencyPeriod(40565) is specified.
40567	UnderlyingStreamCalculationRollConvention	@Roll	N	When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the stream payment dates.
41959	UnderlyingStreamCalculationBalanceOfFirstPeriod	@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.).
41960	UnderlyingStreamCalculationCorrectionPeriod	@CrrctnPeriod	N	Conditionally required when UnderlyingStreamCalculationCorrectionUnit(41961) is specified.
41961	UnderlyingStreamCalculationCorrectionUnit	@CrrctnUnit	N	Conditionally required when UnderlyingStreamCalculationCorrectionPeriod(41960) is specified.