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Component

UnderlyingStreamCalculationPeriodDates

ID4058
PedigreeAdded EP161
UnderlyingStreamCalculationPeriodDates is a subcomponent of the UnderlyingStreamGrp component used to specify the calculation period dates of the stream.
Field
Name
Type
Req'd
Comments
Pedigree
41957
UnderlyingStreamCalculationPeriodDatesXID
XID
Added EP169
41958
UnderlyingStreamCalculationPeriodDatesXIDRef
XIDREF
Added EP169
40556
UnderlyingStreamCalculationPeriodBusinessDayConvention
BusinessDayConventionCodeSet
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
UnderlyingStreamCalculationPeriodBusinessCenterGrp
UnderlyingStreamCalculationPeriodBusinessCenterGrp
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
UnderlyingStreamCalculationPeriodDateGrp
UnderlyingStreamCalculationPeriodDateGrp
Added EP169
40558
UnderlyingStreamFirstPeriodStartDateUnadjusted
LocalMktDate
Added EP161
40559
UnderlyingStreamFirstPeriodStartDateBusinessDayConvention
BusinessDayConventionCodeSet
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
UnderlyingStreamFirstPeriodStartDateBusinessCenterGrp
UnderlyingStreamFirstPeriodStartDateBusinessCenterGrp
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
40561
UnderlyingStreamFirstPeriodStartDateAdjusted
LocalMktDate
Added EP161
40562
UnderlyingStreamFirstRegularPeriodStartDateUnadjusted
LocalMktDate
Added EP161
40563
UnderlyingStreamFirstCompoundingPeriodEndDateUnadjusted
LocalMktDate
Added EP161
40564
UnderlyingStreamLastRegularPeriodEndDateUnadjusted
LocalMktDate
Added EP161
40565
UnderlyingStreamCalculationFrequencyPeriod
int
Conditionally required when UnderlyingStreamCalculationFrequencyUnit(40566) is specified.
Added EP161
Updated EP271
40566
UnderlyingStreamCalculationFrequencyUnit
CouponFrequencyUnitCodeSet
Conditionally required when UnderlyingStreamCalculationFrequencyPeriod(40565) is specified.
Added EP161
40567
UnderlyingStreamCalculationRollConvention
DateRollConventionCodeSet
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
Boolean
Added EP169
41960
UnderlyingStreamCalculationCorrectionPeriod
int
Conditionally required when UnderlyingStreamCalculationCorrectionUnit(41961) is specified.
Added EP169
41961
UnderlyingStreamCalculationCorrectionUnit
ProtectionTermEventUnitCodeSet
Conditionally required when UnderlyingStreamCalculationCorrectionPeriod(41960) is specified.
Added EP169
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