FIX.Latest_EP269 Component

StreamCalculationPeriodDates

<CalcDts>

StreamCalculationPeriodDates is a subcomponent of the StreamGrp component used to specify the calculation period dates of the stream.


Pedigree Added EP161

Expand Components | Collapse Components

Field or ComponentField NameAbbr NameReq'dCommentsPedigree
41244StreamCalculationPeriodDatesXIDXID Added EP169
41245StreamCalculationPeriodDatesXIDRefXIDRef Added EP169
40073StreamCalculationPeriodBusinessDayConventionBizDayCnvtn When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the calculation period dates of the stream.Added EP161 Updated EP169
ComponentStreamCalculationPeriodBusinessCenterGrpBizCtr When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the calculation period dates of the stream.Added EP161
ComponentStreamCalculationPeriodDateGrpCalcDt Added EP169
40075StreamFirstPeriodStartDateUnadjustedFirstStartDtUnadj Added EP161
40076StreamFirstPeriodStartDateBusinessDayConventionFirstStartDtBizDayCnvtn When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the calculation period dates of the stream.Added EP161
ComponentStreamFirstPeriodStartDateBusinessCenterGrpFirstStartDtBizCtr When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the calculation period dates of the stream.Added EP161
40078StreamFirstPeriodStartDateAdjustedFirstStartDt Added EP161
40079StreamFirstRegularPeriodStartDateUnadjustedFirstReglrStartDtUnadj Added EP161
40080StreamFirstCompoundingPeriodEndDateUnadjustedFirstCmpndgEndDtUnadj Added EP161
40081StreamLastRegularPeriodEndDateUnadjustedLastReglrEndDtUnadj Added EP161
40082StreamCalculationFrequencyPeriodFreqPeriod Conditionally required when StreamCalculationFrequencyUnit(40083) is specified.Added EP161
40083StreamCalculationFrequencyUnitFreqUnit Conditionally required when StreamCalculationFrequencyPeriod(40082) is specified.Added EP161
40084StreamCalculationRollConventionRoll When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream calculation dates.Added EP161
41246StreamCalculationBalanceOfFirstPeriodBalFirst Added EP169
41247StreamCalculationCorrectionPeriodCrrctnPeriod Conditionally required when StreamCalculationCorrectionUnit(41248) is specified.Added EP169
41248StreamCalculationCorrectionUnitCrrctnUnit Conditionally required when StreamCalculationCorrectionPeriod(41247) is specified.Added EP169


Used in components:
[StreamGrp]