Description

LegStreamCalculationPeriodBusinessCenterGrp is a repeating subcomponent within the LegStreamCalculationPeriodDates 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 LegDateAdjustment component in InstrumentLeg.

Structure

Tag Field Name Req'd Comments
40940 NoLegStreamCalculationPeriodBusinessCenters N
40266 LegStreamCalculationPeriodBusinessCenter N

Required if NoLegStreamCalculationPeriodBusinessCenters <40940> > 0.

Used In