The UnderlyingStreamCalculationPeriodDateGrp is a repeating subcomponent of the UnderlyingStreamCalculationPeriodDates component used to detail fixed dates for the swap stream.
Added in protocol FIX.5.0SP2 (169)
| Field or Component | Name | Description | Is Required | Added | Is Deprecated |
|---|---|---|---|---|---|
| 41954 | NoUnderlyingStreamCalculationPeriodDates | FIX.5.0SP2 (169) | |||
| 41955 | UnderlyingStreamCalculationPeriodDate | Required if NoUnderlyingStreamCalculationPeriodDates (41954) > 0. | FIX.5.0SP2 (169) | ||
| 41956 | UnderlyingStreamCalculationPeriodDateType | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | FIX.5.0SP2 (169) |