Description

UnderlyingRateSpreadStepGrp is a repeating subcomponent of UnderlyingRateSpreadSchedule used to specify the step dates and amounts of a basket spread schedule.

Structure

Tag Field Name Req'd Comments
43005 NoUnderlyingRateSpreadSteps N
43006 UnderlyingRateSpreadStepDate N

Required if NoUnderlyingRateSpreadSteps <43005> > 0.

43007 UnderlyingRateSpreadStepValue N

Required if NoUnderlyingRateSpreadSteps <43005> > 0.

Used In