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StreamCalculationPeriodDateGrp

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

TagNameTypeRequiredDescription
41241NumInGroup
Required
Number of calculation period dates in the repeating group.
41242LocalMktDateRequired if NoStreamCalculationPeriodDates(41241) > 0
41243Int EnumWhen specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type