Component UnderlyingStreamCalculationPeriodDates (Block)

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

Added in protocol FIX.5.0SP2 (161)

Field or Component Name Description Is Required Added Is Deprecated
41957 UnderlyingStreamCalculationPeriodDatesXID FIX.5.0SP2 (169)
41958 UnderlyingStreamCalculationPeriodDatesXIDRef FIX.5.0SP2 (169)
40556 UnderlyingStreamCalculationPeriodBusinessDayConvention 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. FIX.5.0SP2 (161)
BlockRepeating 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. FIX.5.0SP2 (161)
BlockRepeating UnderlyingStreamCalculationPeriodDateGrp FIX.5.0SP2 (169)
40558 UnderlyingStreamFirstPeriodStartDateUnadjusted FIX.5.0SP2 (161)
40559 UnderlyingStreamFirstPeriodStartDateBusinessDayConvention 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. FIX.5.0SP2 (161)
BlockRepeating 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. FIX.5.0SP2 (161)
40561 UnderlyingStreamFirstPeriodStartDateAdjusted FIX.5.0SP2 (161)
40562 UnderlyingStreamFirstRegularPeriodStartDateUnadjusted FIX.5.0SP2 (161)
40563 UnderlyingStreamFirstCompoundingPeriodEndDateUnadjusted FIX.5.0SP2 (161)
40564 UnderlyingStreamLastRegularPeriodEndDateUnadjusted FIX.5.0SP2 (161)
40565 UnderlyingStreamCalculationFrequencyPeriod Conditionally required when UnderyingStreamCalculationFrequencyUnit(40566) is specified. FIX.5.0SP2 (161)
40566 UnderlyingStreamCalculationFrequencyUnit Conditionally required when UnderlyingStreamCalculationFrequencyPeriod (40565) is specified. FIX.5.0SP2 (161)
40567 UnderlyingStreamCalculationRollConvention 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. FIX.5.0SP2 (161)
41959 UnderlyingStreamCalculationBalanceOfFirstPeriod FIX.5.0SP2 (169)
41960 UnderlyingStreamCalculationCorrectionPeriod Conditionally required when UnderlyingStreamCalculationCorrectionUnit (41961) is specified. FIX.5.0SP2 (169)
41961 UnderlyingStreamCalculationCorrectionUnit Conditionally required when UnderlyingStreamCalculationCorrectionPeriod (41960) is specified. FIX.5.0SP2 (169)

Used in components