UnderlyingRateSpreadStepGrp is a repeating subcomponent of UnderlyingRateSpreadSchedule used to specify the step dates and amounts of a basket spread schedule.
Tag | Name | Type | Required | Description |
---|---|---|---|---|
43005 | NumInGroup | Number of entries in the repeating group. | ||
43006 | LocalMktDate | Required if NoUnderlyingRateSpreadSteps(43005) > 0 | ||
43007 | Float | Required if NoUnderlyingRateSpreadSteps(43005) > 0 |