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


Tag Field Name Req'd Comments
41954 NoUnderlyingStreamCalculationPeriodDates N
41955 UnderlyingStreamCalculationPeriodDate N

Required if NoUnderlyingStreamCalculationPeriodDates <41954> > 0.

41956 UnderlyingStreamCalculationPeriodDateType 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