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
|