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LegStreamTerminationDate

LegStreamTerminationDate is a subcomponent of the LegStreamGrp component used to specify the termination date of the stream.

TagNameTypeRequiredDescription
40257LocalMktDate
40258Int EnumWhen specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream termination date
ComponentWhen specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream termination date
40260Int
40261IntConditionally required when LegStreamTerminationDateOffsetUnit(40262) is specified
40262String EnumConditionally required when LegStreamTerminationDateOffsetPeriod(40261) is specified
40263Int Enum
40264LocalMktDate