Description

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

Structure

Tag Field Name Req'd Comments
41241 NoStreamCalculationPeriodDates N
41242 StreamCalculationPeriodDate N

Required if NoStreamCalculationPeriodDates <41241> > 0.

41243 StreamCalculationPeriodDateType N

When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

Used In