Description

LegStreamCalculationPeriodDates is a subcomponent of the LegStreamGrp component used to specify the calculation period dates of the stream.

Structure

Tag Field Name Req'd Comments
41641 LegStreamCalculationPeriodDatesXID N
41642 LegStreamCalculationPeriodDatesXIDRef N
40265 LegStreamCalculationPeriodBusinessDayConvention N

When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream calculation period dates.

Component Block - <LegStreamCalculationPeriodBusinessCenterGrp> N

When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream calculation period dates.

Component Block - <LegStreamCalculationPeriodDateGrp> N
40267 LegStreamFirstPeriodStartDateUnadjusted N
40268 LegStreamFirstPeriodStartDateBusinessDayConvention N

When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream calculation period dates.

Component Block - <LegStreamFirstPeriodStartDateBusinessCenterGrp> N

When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream calculation period dates.

40270 LegStreamFirstPeriodStartDateAdjusted N
40271 LegStreamFirstRegularPeriodStartDateUnadjusted N
40272 LegStreamFirstCompoundingPeriodEndDateUnadjusted N
40273 LegStreamLastRegularPeriodEndDateUnadjusted N
40274 LegStreamCalculationFrequencyPeriod N

Conditionally required when LegStreamCalculationFrequencyUnit <40275> is specified.

40275 LegStreamCalculationFrequencyUnit N

Conditionally required when LegStreamCalculationFrequencyPeriod <40274> is specified.

40276 LegStreamCalculationRollConvention N

When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream calculation period dates.

41643 LegStreamCalculationBalanceOfFirstPeriod N
41644 LegStreamCalculationCorrectionPeriod N

Conditionally required when LegStreamCalculationCorrectionUnit <41645> is specified.

41645 LegStreamCalculationCorrectionUnit N

Conditionally required when LegStreamCalculationCorrectionPeriod <41644> is specified.

Used In