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UnderlyingStreamCalculationPeriodDateGrp

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

TagNameTypeRequiredDescription
41954NumInGroup
Required
Number of calculation period dates in the repeating group.
41955LocalMktDate
Required if NoUnderlyingStreamCalculationPeriodDates(41954) > 0
41956Int 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