| ID | Abbr |
|---|---|
| 4058 | CalcDts |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.5.0SP2 | 161 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 41957 | UnderlyingStreamCalculationPeriodDatesXID | XID | optional | SYNOPSIS:
Identifier of this calculation period for cross referencing elsewhere in the message.
|
| 41958 | UnderlyingStreamCalculationPeriodDatesXIDRef | XIDRef | optional | SYNOPSIS:
Cross reference to another calculation period for duplicating its properties.
|
| 40556 | UnderlyingStreamCalculationPeriodBusinessDayConvention | BizDayCnvtn | optional | SYNOPSIS:
The business day convention used to adjust the calculation periods. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
|
| 4133 | UnderlyingStreamCalculationPeriodBusinessCenterGrp | BizCtr | optional | SYNOPSIS:
UnderlyingStreamCalculationPeriodBusinessCenterGrp is a repeating subcomponent within the UnderlyingStreamCalculationPeriodDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
ELABORATION: |
| 4279 | UnderlyingStreamCalculationPeriodDateGrp | CalcDt | optional | SYNOPSIS:
The UnderlyingStreamCalculationPeriodDateGrp is a repeating subcomponent of the UnderlyingStreamCalculationPeriodDates component used to detail fixed dates for the swap stream.
ELABORATION: |
| 40558 | UnderlyingStreamFirstPeriodStartDateUnadjusted | FirstStartDtUnadj | optional | SYNOPSIS:
The unadjusted first calculation period start date if before the effective date.
|
| 40559 | UnderlyingStreamFirstPeriodStartDateBusinessDayConvention | FirstStartDtBizDayCnvtn | optional | SYNOPSIS:
The business day convention used to adjust the underlying instrument's stream's first calculation period start date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
|
| 4134 | UnderlyingStreamFirstPeriodStartDateBusinessCenterGrp | FirstStartDtBizCtr | optional | SYNOPSIS:
UnderlyingStreamFirstPeriodStartDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingStreamCalculationPeriodDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
ELABORATION: |
| 40561 | UnderlyingStreamFirstPeriodStartDateAdjusted | FirstStartDt | optional | SYNOPSIS:
The adjusted first calculation period start date, if it is before the effective date.
|
| 40562 | UnderlyingStreamFirstRegularPeriodStartDateUnadjusted | FirstReglrStartDtUnadj | optional | SYNOPSIS:
The unadjusted first start date of the regular calculation period, if there is an initial stub period.
|
| 40563 | UnderlyingStreamFirstCompoundingPeriodEndDateUnadjusted | FirstCmpndgEndDtUnadj | optional | SYNOPSIS:
The unadjusted end date of the initial compounding period.
|
| 40564 | UnderlyingStreamLastRegularPeriodEndDateUnadjusted | LastReglrEndDtUnadj | optional | SYNOPSIS:
The unadjusted last regular period end date if there is a final stub period.
|
| 40565 | UnderlyingStreamCalculationFrequencyPeriod | FreqPeriod | optional | SYNOPSIS:
Time unit multiplier for the frequency at which calculation period end dates occur.
|
| 40566 | UnderlyingStreamCalculationFrequencyUnit | FreqUnit | optional | SYNOPSIS:
Time unit associated with the frequency at which calculation period end dates occur.
|
| 40567 | UnderlyingStreamCalculationRollConvention | Roll | optional | SYNOPSIS:
The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
|
| 41959 | UnderlyingStreamCalculationBalanceOfFirstPeriod | BalFirst | optional | SYNOPSIS:
When specified and set to 'Y', it indicates that the first calculation period should run from the effective date to the end of the calendar period in which the effective date falls (e.g. Jan 15 - Jan 31 if the calculation periods are one month long and effective date is Jan 15.). If 'N' or not specified, it indicates that the first calculation period should run from the effective date for one whole period (e.g. Jan 15 to Feb 14 if the calculation periods are one month long and the effective date is Jan 15.).
|
| 41960 | UnderlyingStreamCalculationCorrectionPeriod | CrrctnPeriod | optional | SYNOPSIS:
Time unit multiplier for the length of time after the publication of the data when corrections can be made.
|
| 41961 | UnderlyingStreamCalculationCorrectionUnit | CrrctnUnit | optional | SYNOPSIS:
Time unit associated with the length of time after the publication of the data when corrections can be made.
|