UnderlyingStreamCalculationPeriodBusinessCenterGrp is a repeating subcomponent within the UnderlyingStreamCalculationPeriodDates 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 within the UnderlyingInstrument component.


Tag Field Name Req'd Comments
40973 NoUnderlyingStreamCalculationPeriodBusinessCenters N
40557 UnderlyingStreamCalculationPeriodBusinessCenter N

Required if NoUnderlyingStreamCalculationPeriodBusinessCenters <40973> > 0.

Used In