The UnderlyingStreamCalculationPeriodDateGrp is a repeating subcomponent of the UnderlyingStreamCalculationPeriodDates component used to detail fixed dates for the swap stream.
Tag | Name | Type | Required | Description |
---|---|---|---|---|
41954 | NumInGroup | Number of calculation period dates in the repeating group. | ||
41955 | LocalMktDate | Required if NoUnderlyingStreamCalculationPeriodDates(41954) > 0 | ||
41956 | 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 |