The LegStreamCalculationPeriodDateGrp is a repeating subcomponent of the LegStreamCalculationPeriodDates component used to detail fixed dates for the swap stream.
Added in protocol FIX.5.0SP2 (EP 169)
Field or Component | Name | Description | Is Required | Added | Is Deprecated |
---|---|---|---|---|---|
41638 | NoLegStreamCalculationPeriodDates | FIX.5.0SP2 (EP 169) | |||
41639 | LegStreamCalculationPeriodDate | Required if NoLegStreamCalculationPeriodDates (41638) > 0. | FIX.5.0SP2 (EP 169) | ||
41640 | LegStreamCalculationPeriodDateType | FIX.5.0SP2 (EP 169) |