The UnderlyingStreamGrp is a repeating subcomponent of the UnderlyingInstrument component used to detail the swap streams associated with the instrument.
Tag | Name | Type | Required | Description |
---|---|---|---|---|
40540 | NumInGroup | Number of swap streams in the repeating group. | ||
40541 | Int Enum | Required if NoUnderlyingStreams(40540) > 0 | ||
42016 | XID | |||
40542 | String | |||
43083 | String | |||
43084 | LocalMktDate | |||
40543 | Int Enum | |||
40544 | Int Enum | |||
42018 | XIDREF | |||
40545 | Amount | |||
40546 | Currency | |||
43085 | String | |||
43086 | Int Enum | |||
42019 | Int | Conditionally required when UnderlyingStreamNotionalFrequencyUnit(42020) is specified | ||
42020 | String Enum | Conditionally required when UnderlyingStreamNotionalFrequencyPeriod(42019) is specified | ||
42021 | Int Enum | |||
42022 | String Enum | |||
42023 | Quantity | |||
42024 | String Enum | |||
Component | ||||
Component | ||||
Component | ||||
Component | ||||
Component | ||||
Component | ||||
Component | ||||
Component | ||||
Component | ||||
40547 | String | |||
40988 | Length | Must be set if EncodedUnderlyingStreamText(40989) field is specified and must immediately precede it | ||
40989 | Data | Encoded (non-ASCII characters) representation of the UnderlyingStreamText(40547) field in the encoded format specified via the MessageEncoding(347) field |