The StreamCalculationPeriodDateGrp is a repeating subcomponent of the StreamCalculationPeriodDates component used to detail fixed dates for the swap stream.
Tag | Name | Type | Required | Description |
---|---|---|---|---|
41241 | NumInGroup | Number of calculation period dates in the repeating group. | ||
41242 | LocalMktDate | Required if NoStreamCalculationPeriodDates(41241) > 0 | ||
41243 | Int Enum | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type |