Description

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.

Structure

Tag Field Name Req'd Comments
40974 NoUnderlyingStreamFirstPeriodStartDateBusinessCenters N
40560 UnderlyingStreamFirstPeriodStartDateBusinessCenter N

Required if NoUnderlyingStreamFirstPeriodStartDateBusinessCenters <40974> > 0.

Used In