FIX.Latest_EP296 Component

LegStreamCalculationPeriodDates

<CalcDts>

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

Pedigree Added EP161

Expand Components | Collapse Components

	41641	LegStreamCalculationPeriodDatesXID	XID			Added EP169
	41642	LegStreamCalculationPeriodDatesXIDRef	XIDRef			Added EP169
	40265	LegStreamCalculationPeriodBusinessDayConvention	BizDayCnvtn		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

Component(-)

LegStreamCalculationPeriodBusinessCenterGrp

BizCtr

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

Repeating Group 40940

NoLegStreamCalculationPeriodBusinessCenters

Added EP161

40266

LegStreamCalculationPeriodBusinessCenter

Ctr

Required if NoLegStreamCalculationPeriodBusinessCenters(40940) > 0.

Added EP161

end Repeating Group

end Component

Component(-)

LegStreamCalculationPeriodDateGrp

CalcDt

Added EP169

Repeating Group 41638

NoLegStreamCalculationPeriodDates

Added EP169

	41639	LegStreamCalculationPeriodDate	Dt		Required if NoLegStreamCalculationPeriodDates(41638) > 0.	Added EP169
	41640	LegStreamCalculationPeriodDateType	Typ			Added EP169

end Repeating Group

end Component

	40267	LegStreamFirstPeriodStartDateUnadjusted	FirstStartDtUnadj			Added EP161
	40268	LegStreamFirstPeriodStartDateBusinessDayConvention	FirstStartDtBizDayCnvtn		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

Component(-)

LegStreamFirstPeriodStartDateBusinessCenterGrp

FirstStartDtBizCtr

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

Repeating Group 40941

NoLegStreamFirstPeriodStartDateBusinessCenters

Added EP161

40269

LegStreamFirstPeriodStartDateBusinessCenter

Ctr

Required if NoLegStreamFirstPeriodStartDateBusinessCenters(40941) > 0.

Added EP161

end Repeating Group

end Component

	40270	LegStreamFirstPeriodStartDateAdjusted	FirstStartDt			Added EP161
	40271	LegStreamFirstRegularPeriodStartDateUnadjusted	FirstReglrStartDtUnadj			Added EP161
	40272	LegStreamFirstCompoundingPeriodEndDateUnadjusted	FirstCmpndgEndDtUnadj			Added EP161
	40273	LegStreamLastRegularPeriodEndDateUnadjusted	LastReglrEndDtUnadj			Added EP161
	40274	LegStreamCalculationFrequencyPeriod	FreqPeriod		Conditionally required when LegStreamCalculationFrequencyUnit(40275) is specified.	Added EP161
	40275	LegStreamCalculationFrequencyUnit	FreqUnit		Conditionally required when LegStreamCalculationFrequencyPeriod(40274) is specified.	Added EP161
	40276	LegStreamCalculationRollConvention	Roll		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
	41643	LegStreamCalculationBalanceOfFirstPeriod	BalFirst			Added EP169
	41644	LegStreamCalculationCorrectionPeriod	CrrctnPeriod		Conditionally required when LegStreamCalculationCorrectionUnit(41645) is specified.	Added EP169
	41645	LegStreamCalculationCorrectionUnit	CrrctnUnit		Conditionally required when LegStreamCalculationCorrectionPeriod(41644) is specified.	Added EP169