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. |