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UnderlyingStreamCalculationPeriodDateGrp

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

TagNameTypeRequiredDescription
41954NumInGroup
Required
Number of calculation period dates in the repeating group.
41955LocalMktDateRequired if NoUnderlyingStreamCalculationPeriodDates(41954) > 0
41956Int EnumWhen specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type