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FIXtags

COMPONENT · SOURCE ID 4058

UnderlyingStreamCalculationPeriodDates

Definition

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

This is a reusable definition. Requiredness is relative to this structure; its use and conditions in a message remain on that message's page. Version links browse the other dictionary, not an assumed equivalent component.

Direct members

  1. 41957 UnderlyingStreamCalculationPeriodDatesXIDfield—
  2. 41958 UnderlyingStreamCalculationPeriodDatesXIDReffield—
  3. 40556 UnderlyingStreamCalculationPeriodBusinessDayConventionfield—

    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.

  4. UnderlyingStreamCalculationPeriodBusinessCenterGrpgroup—

    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.

  5. UnderlyingStreamCalculationPeriodDateGrpgroup—
  6. 40558 UnderlyingStreamFirstPeriodStartDateUnadjustedfield—
  7. 40559 UnderlyingStreamFirstPeriodStartDateBusinessDayConventionfield—

    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.

  8. UnderlyingStreamFirstPeriodStartDateBusinessCenterGrpgroup—

    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.

  9. 40561 UnderlyingStreamFirstPeriodStartDateAdjustedfield—
  10. 40562 UnderlyingStreamFirstRegularPeriodStartDateUnadjustedfield—
  11. 40563 UnderlyingStreamFirstCompoundingPeriodEndDateUnadjustedfield—
  12. 40564 UnderlyingStreamLastRegularPeriodEndDateUnadjustedfield—
  13. 40565 UnderlyingStreamCalculationFrequencyPeriodfield—

    Conditionally required when UnderlyingStreamCalculationFrequencyUnit(40566) is specified.

  14. 40566 UnderlyingStreamCalculationFrequencyUnitfield—

    Conditionally required when UnderlyingStreamCalculationFrequencyPeriod(40565) is specified.

  15. 40567 UnderlyingStreamCalculationRollConventionfield—

    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.

  16. 41959 UnderlyingStreamCalculationBalanceOfFirstPeriodfield—
  17. 41960 UnderlyingStreamCalculationCorrectionPeriodfield—

    Conditionally required when UnderlyingStreamCalculationCorrectionUnit(41961) is specified.

  18. 41961 UnderlyingStreamCalculationCorrectionUnitfield—

    Conditionally required when UnderlyingStreamCalculationCorrectionPeriod(41960) is specified.

Used in messages

Direct parent structures