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StreamCalculationPeriodDates

StreamCalculationPeriodDates is a subcomponent of the StreamGrp component used to specify the calculation period dates of the stream.

TagNameTypeRequiredDescription
41244
StreamCalculationPeriodDatesXID
XID
41245
StreamCalculationPeriodDatesXIDRef
XIDREF
40073
StreamCalculationPeriodBusinessDayConvention
Int Enum
When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the calculation period dates of the stream
StreamCalculationPeriodBusinessCenterGrp
Component
When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the calculation period dates of the stream
StreamCalculationPeriodDateGrp
Component
40075
StreamFirstPeriodStartDateUnadjusted
LocalMktDate
40076
StreamFirstPeriodStartDateBusinessDayConvention
Int Enum
When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the calculation period dates of the stream
StreamFirstPeriodStartDateBusinessCenterGrp
Component
When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the calculation period dates of the stream
40078
StreamFirstPeriodStartDateAdjusted
LocalMktDate
40079
StreamFirstRegularPeriodStartDateUnadjusted
LocalMktDate
40080
StreamFirstCompoundingPeriodEndDateUnadjusted
LocalMktDate
40081
StreamLastRegularPeriodEndDateUnadjusted
LocalMktDate
40082
StreamCalculationFrequencyPeriod
Int
Conditionally required when StreamCalculationFrequencyUnit(40083) is specified
40083
StreamCalculationFrequencyUnit
String Enum
Conditionally required when StreamCalculationFrequencyPeriod(40082) is specified
40084
StreamCalculationRollConvention
String Enum
When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream calculation dates
41246
StreamCalculationBalanceOfFirstPeriod
Boolean
41247
StreamCalculationCorrectionPeriod
Int
Conditionally required when StreamCalculationCorrectionUnit(41248) is specified
41248
StreamCalculationCorrectionUnit
String Enum
Conditionally required when StreamCalculationCorrectionPeriod(41247) is specified

Used By