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UnderlyingStreamGrp

The UnderlyingStreamGrp is a repeating subcomponent of the UnderlyingInstrument component used to detail the swap streams associated with the instrument.

TagNameTypeRequiredDescription
40540NumInGroup
Required
Number of swap streams in the repeating group.
40541Int EnumRequired if NoUnderlyingStreams(40540) > 0
42016XID
40542String
43083String
43084LocalMktDate
40543Int Enum
40544Int Enum
42018XIDREF
40545Amount
40546Currency
43085String
43086Int Enum
42019IntConditionally required when UnderlyingStreamNotionalFrequencyUnit(42020) is specified
42020String EnumConditionally required when UnderlyingStreamNotionalFrequencyPeriod(42019) is specified
42021Int Enum
42022String Enum
42023Quantity
42024String Enum
Component
Component
Component
Component
Component
Component
Component
Component
Component
40547String
40988LengthMust be set if EncodedUnderlyingStreamText(40989) field is specified and must immediately precede it
40989DataEncoded (non-ASCII characters) representation of the UnderlyingStreamText(40547) field in the encoded format specified via the MessageEncoding(347) field