FIX.Latest_EP295 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

	41957	UnderlyingStreamCalculationPeriodDatesXID	XID			Added EP169
	41958	UnderlyingStreamCalculationPeriodDatesXIDRef	XIDRef			Added EP169
	40556	UnderlyingStreamCalculationPeriodBusinessDayConvention	BizDayCnvtn		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

Component(-)

UnderlyingStreamCalculationPeriodBusinessCenterGrp

BizCtr

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

Repeating Group 40973

NoUnderlyingStreamCalculationPeriodBusinessCenters

Added EP161

40557

UnderlyingStreamCalculationPeriodBusinessCenter

Ctr

Required if NoUnderlyingStreamCalculationPeriodBusinessCenters(40973) > 0.

Added EP161

end Repeating Group

end Component

Component(-)

UnderlyingStreamCalculationPeriodDateGrp

CalcDt

Added EP169

Repeating Group 41954

NoUnderlyingStreamCalculationPeriodDates

Added EP169

	41955	UnderlyingStreamCalculationPeriodDate	Dt		Required if NoUnderlyingStreamCalculationPeriodDates(41954) > 0.	Added EP169
	41956	UnderlyingStreamCalculationPeriodDateType	Typ		When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.	Added EP169

end Repeating Group

end Component

	40558	UnderlyingStreamFirstPeriodStartDateUnadjusted	FirstStartDtUnadj			Added EP161
	40559	UnderlyingStreamFirstPeriodStartDateBusinessDayConvention	FirstStartDtBizDayCnvtn		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

Component(-)

UnderlyingStreamFirstPeriodStartDateBusinessCenterGrp

FirstStartDtBizCtr

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

Repeating Group 40974

NoUnderlyingStreamFirstPeriodStartDateBusinessCenters

Added EP161

40560

UnderlyingStreamFirstPeriodStartDateBusinessCenter

FirstStartDtBizCtr

Required if NoUnderlyginstreamFirstPeriodStartDateBusinessCenters(40974) > 0.

Added EP161

end Repeating Group

end Component

	40561	UnderlyingStreamFirstPeriodStartDateAdjusted	FirstStartDt			Added EP161
	40562	UnderlyingStreamFirstRegularPeriodStartDateUnadjusted	FirstReglrStartDtUnadj			Added EP161
	40563	UnderlyingStreamFirstCompoundingPeriodEndDateUnadjusted	FirstCmpndgEndDtUnadj			Added EP161
	40564	UnderlyingStreamLastRegularPeriodEndDateUnadjusted	LastReglrEndDtUnadj			Added EP161
	40565	UnderlyingStreamCalculationFrequencyPeriod	FreqPeriod		Conditionally required when UnderlyingStreamCalculationFrequencyUnit(40566) is specified.	Added EP161 Updated EP271
	40566	UnderlyingStreamCalculationFrequencyUnit	FreqUnit		Conditionally required when UnderlyingStreamCalculationFrequencyPeriod(40565) is specified.	Added EP161
	40567	UnderlyingStreamCalculationRollConvention	Roll		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
	41959	UnderlyingStreamCalculationBalanceOfFirstPeriod	BalFirst			Added EP169
	41960	UnderlyingStreamCalculationCorrectionPeriod	CrrctnPeriod		Conditionally required when UnderlyingStreamCalculationCorrectionUnit(41961) is specified.	Added EP169
	41961	UnderlyingStreamCalculationCorrectionUnit	CrrctnUnit		Conditionally required when UnderlyingStreamCalculationCorrectionPeriod(41960) is specified.	Added EP169