Description
The StreamGrp is a repeating subcomponent of the Instrument component used to detail the swap streams associated with the instrument.
A swap will ordinarily have one or two streams. Each one may contain a StreamDesc <40051> with a descriptive string such as "Float" or "Fixed". However the choice of description should have no effect on the stream's purpose.
StreamPaySide <40052> and StreamReceiveSide <40053> link the appropriate swap parties to their role in the stream. In pre-trade messages the side value (e.g. Side <54> field) of the request or order should be set to the same side value indicating the aggressor's desired role. On fills and post-trade messages the executing firm takes the opposite side and indicates its role by setting
StreamPaySide <40052> and StreamReceiveSide <40053> to the opposite side of the aggressor's role.