FIX.Latest_EP272 Component

UnderlyingStreamCalculationPeriodDates

<CalcDts>

UnderlyingStreamCalculationPeriodDates is a subcomponent of the UnderlyingStreamGrp component used to specify the calculation period dates of the stream.


Pedigree Added EP161

Expand Components | Collapse Components

Field or ComponentField NameAbbr NameReq'dCommentsPedigree
41957UnderlyingStreamCalculationPeriodDatesXIDXID Added EP169
41958UnderlyingStreamCalculationPeriodDatesXIDRefXIDRef Added EP169
40556UnderlyingStreamCalculationPeriodBusinessDayConventionBizDayCnvtn When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's calculation period dates.Added EP161 Updated EP169
ComponentUnderlyingStreamCalculationPeriodBusinessCenterGrpBizCtr When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's calculation period dates.Added EP161
ComponentUnderlyingStreamCalculationPeriodDateGrpCalcDt Added EP169
40558UnderlyingStreamFirstPeriodStartDateUnadjustedFirstStartDtUnadj Added EP161
40559UnderlyingStreamFirstPeriodStartDateBusinessDayConventionFirstStartDtBizDayCnvtn When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's calculation period dates.Added EP161
ComponentUnderlyingStreamFirstPeriodStartDateBusinessCenterGrpFirstStartDtBizCtr When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's calculation period dates.Added EP161
40561UnderlyingStreamFirstPeriodStartDateAdjustedFirstStartDt Added EP161
40562UnderlyingStreamFirstRegularPeriodStartDateUnadjustedFirstReglrStartDtUnadj Added EP161
40563UnderlyingStreamFirstCompoundingPeriodEndDateUnadjustedFirstCmpndgEndDtUnadj Added EP161
40564UnderlyingStreamLastRegularPeriodEndDateUnadjustedLastReglrEndDtUnadj Added EP161
40565UnderlyingStreamCalculationFrequencyPeriodFreqPeriod Conditionally required when UnderlyingStreamCalculationFrequencyUnit(40566) is specified.Added EP161 Updated EP271
40566UnderlyingStreamCalculationFrequencyUnitFreqUnit Conditionally required when UnderlyingStreamCalculationFrequencyPeriod(40565) is specified.Added EP161
40567UnderlyingStreamCalculationRollConventionRoll When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the stream payment dates.Added EP161
41959UnderlyingStreamCalculationBalanceOfFirstPeriodBalFirst Added EP169
41960UnderlyingStreamCalculationCorrectionPeriodCrrctnPeriod Conditionally required when UnderlyingStreamCalculationCorrectionUnit(41961) is specified.Added EP169
41961UnderlyingStreamCalculationCorrectionUnitCrrctnUnit Conditionally required when UnderlyingStreamCalculationCorrectionPeriod(41960) is specified.Added EP169


Used in components:
[UnderlyingStreamGrp]