Description

UnderlyingPaymentStreamCompoundingDatesBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStreamCompoundingDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.

Structure

Tag Field Name Req'd Comments
42915 NoUnderlyingPaymentStreamCompoundingDatesBusinessCenters N
42916 UnderlyingPaymentStreamCompoundingDatesBusinessCenter N

Required if NoUnderlyingPaymentStreamCompoundingDatesBusinessCenters <42915> > 0.

Used In