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UnderlyingRateSpreadStepGrp

UnderlyingRateSpreadStepGrp is a repeating subcomponent of UnderlyingRateSpreadSchedule used to specify the step dates and amounts of a basket spread schedule.

TagNameTypeRequiredDescription
43005NumInGroup
Required
Number of entries in the repeating group.
43006LocalMktDateRequired if NoUnderlyingRateSpreadSteps(43005) > 0
43007FloatRequired if NoUnderlyingRateSpreadSteps(43005) > 0