FIX.Latest_EP298 Component

StreamCalculationPeriodDates

<CalcDts>

StreamCalculationPeriodDates is a subcomponent of the StreamGrp component used to specify the calculation period dates of the stream.

Pedigree Added EP161

Expand Components | Collapse Components

	41244	StreamCalculationPeriodDatesXID	XID			Added EP169
	41245	StreamCalculationPeriodDatesXIDRef	XIDRef			Added EP169
	40073	StreamCalculationPeriodBusinessDayConvention	BizDayCnvtn		When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the calculation period dates of the stream.	Added EP161 Updated EP169

Component(-)

StreamCalculationPeriodBusinessCenterGrp

BizCtr

When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the calculation period dates of the stream.

Added EP161

Repeating Group 40958

NoStreamCalculationPeriodBusinessCenters

Added EP161

40074

StreamCalculationPeriodBusinessCenter

Ctr

Required if NoStreamCalculationPeriodBusinessCenters(40958) > 0.

Added EP161

end Repeating Group

end Component

Component(-)

StreamCalculationPeriodDateGrp

CalcDt

Added EP169

Repeating Group 41241

NoStreamCalculationPeriodDates

Added EP169

	41242	StreamCalculationPeriodDate	Dt		Required if NoStreamCalculationPeriodDates(41241) > 0.	Added EP169
	41243	StreamCalculationPeriodDateType	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

	40075	StreamFirstPeriodStartDateUnadjusted	FirstStartDtUnadj			Added EP161
	40076	StreamFirstPeriodStartDateBusinessDayConvention	FirstStartDtBizDayCnvtn		When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the calculation period dates of the stream.	Added EP161

Component(-)

StreamFirstPeriodStartDateBusinessCenterGrp

FirstStartDtBizCtr

When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the calculation period dates of the stream.

Added EP161

Repeating Group 40959

NoStreamFirstPeriodStartDateBusinessCenters

Added EP161

40077

StreamFirstPeriodStartDateBusinessCenter

Ctr

Required if NoStreamFirstPeriodStartDateBusinessCenters(40959) > 0.

Added EP161

end Repeating Group

end Component

	40078	StreamFirstPeriodStartDateAdjusted	FirstStartDt			Added EP161
	40079	StreamFirstRegularPeriodStartDateUnadjusted	FirstReglrStartDtUnadj			Added EP161
	40080	StreamFirstCompoundingPeriodEndDateUnadjusted	FirstCmpndgEndDtUnadj			Added EP161
	40081	StreamLastRegularPeriodEndDateUnadjusted	LastReglrEndDtUnadj			Added EP161
	40082	StreamCalculationFrequencyPeriod	FreqPeriod		Conditionally required when StreamCalculationFrequencyUnit(40083) is specified.	Added EP161
	40083	StreamCalculationFrequencyUnit	FreqUnit		Conditionally required when StreamCalculationFrequencyPeriod(40082) is specified.	Added EP161
	40084	StreamCalculationRollConvention	Roll		When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream calculation dates.	Added EP161
	41246	StreamCalculationBalanceOfFirstPeriod	BalFirst			Added EP169
	41247	StreamCalculationCorrectionPeriod	CrrctnPeriod		Conditionally required when StreamCalculationCorrectionUnit(41248) is specified.	Added EP169
	41248	StreamCalculationCorrectionUnit	CrrctnUnit		Conditionally required when StreamCalculationCorrectionPeriod(41247) is specified.	Added EP169