FIX.Latest_EP272 Component

LegStreamCalculationPeriodDates

<CalcDts>

LegStreamCalculationPeriodDates is a subcomponent of the LegStreamGrp component used to specify the calculation period dates of the stream.


Pedigree Added EP161

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Field or ComponentField NameAbbr NameReq'dCommentsPedigree
41641LegStreamCalculationPeriodDatesXIDXID Added EP169
41642LegStreamCalculationPeriodDatesXIDRefXIDRef Added EP169
40265LegStreamCalculationPeriodBusinessDayConventionBizDayCnvtn When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream calculation period dates.Added EP161 Updated EP169
ComponentLegStreamCalculationPeriodBusinessCenterGrpBizCtr When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream calculation period dates.Added EP161
ComponentLegStreamCalculationPeriodDateGrpCalcDt Added EP169
40267LegStreamFirstPeriodStartDateUnadjustedFirstStartDtUnadj Added EP161
40268LegStreamFirstPeriodStartDateBusinessDayConventionFirstStartDtBizDayCnvtn When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream calculation period dates.Added EP161
ComponentLegStreamFirstPeriodStartDateBusinessCenterGrpFirstStartDtBizCtr When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream calculation period dates.Added EP161
40270LegStreamFirstPeriodStartDateAdjustedFirstStartDt Added EP161
40271LegStreamFirstRegularPeriodStartDateUnadjustedFirstReglrStartDtUnadj Added EP161
40272LegStreamFirstCompoundingPeriodEndDateUnadjustedFirstCmpndgEndDtUnadj Added EP161
40273LegStreamLastRegularPeriodEndDateUnadjustedLastReglrEndDtUnadj Added EP161
40274LegStreamCalculationFrequencyPeriodFreqPeriod Conditionally required when LegStreamCalculationFrequencyUnit(40275) is specified.Added EP161
40275LegStreamCalculationFrequencyUnitFreqUnit Conditionally required when LegStreamCalculationFrequencyPeriod(40274) is specified.Added EP161
40276LegStreamCalculationRollConventionRoll When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream calculation period dates.Added EP161
41643LegStreamCalculationBalanceOfFirstPeriodBalFirst Added EP169
41644LegStreamCalculationCorrectionPeriodCrrctnPeriod Conditionally required when LegStreamCalculationCorrectionUnit(41645) is specified.Added EP169
41645LegStreamCalculationCorrectionUnitCrrctnUnit Conditionally required when LegStreamCalculationCorrectionPeriod(41644) is specified.Added EP169


Used in components:
[LegStreamGrp]