Description

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

Structure

Tag Field Name Req'd Comments
41909 NoUnderlyingPaymentStreamPricingBusinessCenters N
41910 UnderlyingPaymentStreamPricingBusinessCenter N

Required if NoUnderlyingPaymentStreamPricingBusinessCenters <41909> > 0.

Used In