Description
Used for specifying multiple roll months in a given year for an index.
For MiFID II RTS 2 Annex IV Table 2 reference data - all months when the roll is expected as established by the CDS index provider for a given year - repeated for each month in the roll.
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| 2734 | NoIndexRollMonths | N | ||
| → | 2733 | IndexRollMonth | N |
Required if NoIndexRollMonths <2734> > 0. |