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StreamCalculationPeriodDateGrp

The StreamCalculationPeriodDateGrp is a repeating subcomponent of the StreamCalculationPeriodDates component used to detail fixed dates for the swap stream.

TagNameTypeRequiredDescription
41241NumInGroup
Required
Number of calculation period dates in the repeating group.
41242LocalMktDate
Required if NoStreamCalculationPeriodDates(41241) > 0
41243Int 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