Component
LegStreamCalculationPeriodDates
| ID | 4034 |
| Pedigree | Added EP161 |
LegStreamCalculationPeriodDates is a subcomponent of the LegStreamGrp component used to specify the calculation period dates of the stream.
Field | Name | Type | Req'd | Comments | Pedigree |
|---|---|---|---|---|---|
41641 | Added EP169 | ||||
41642 | Added EP169 | ||||
40265 | 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 | |||
LegStreamCalculationPeriodBusinessCenterGrp | 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 | |||
LegStreamCalculationPeriodDateGrp | Added EP169 | ||||
40267 | Added EP161 | ||||
40268 | 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 | |||
LegStreamFirstPeriodStartDateBusinessCenterGrp | 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 | |||
40270 | Added EP161 | ||||
40271 | Added EP161 | ||||
40272 | Added EP161 | ||||
40273 | Added EP161 | ||||
40274 | Conditionally required when LegStreamCalculationFrequencyUnit(40275) is specified. | Added EP161 | |||
40275 | Conditionally required when LegStreamCalculationFrequencyPeriod(40274) is specified. | Added EP161 | |||
40276 | 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 | Added EP169 | ||||
41644 | Conditionally required when LegStreamCalculationCorrectionUnit(41645) is specified. | Added EP169 | |||
41645 | Conditionally required when LegStreamCalculationCorrectionPeriod(41644) is specified. | Added EP169 |
Used in groups:
Orchimate Copyright 2026 Atomic Wire Technology Limited
Orchestra Copyright 2026 FIX Protocol Ltd
Terms of Use|Privacy Policy