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