FIX.Latest_EP299 Component

LegReturnRateDateGrp

<Dt>

LegReturnRateDateGrp is a repeating subcomponent within the LegReturnRateGrp component. It is used to specify the equity and dividend valuation dates for an equity return swap payment stream.

Pedigree Added EP208

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Repeating Group 42508

NoLegReturnRateDates

Added EP208

42509

LegReturnRateDateMode

Mode

Required if NoLegReturnRateDates(42508) > 0.

Added EP208

Component(-)

LegReturnRateValuationDateGrp

Val

Added EP208

Repeating Group 42571

NoLegReturnRateValuationDates

Added EP208

	42572	LegReturnRateValuationDate	Dt		Required if NoLegReturnRateValuationDates(42571) > 0.	Added EP208
	42573	LegReturnRateValuationDateType	Typ		When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified.	Added EP208

end Repeating Group

end Component

	42510	LegReturnRateValuationDateRelativeTo	Reltv			Added EP208
	42511	LegReturnRateValuationDateOffsetPeriod	OfstPeriod		Conditionally required when LegReturnRateValuationDateOffsetUnit(42512) is specified.	Added EP208
	42512	LegReturnRateValuationDateOffsetUnit	OfstUnit		Conditionally required when LegReturnRateValuationDateOffsetPeriod(42511) is specified.	Added EP208
	42513	LegReturnRateValuationDateOffsetDayType	OfstDayTyp			Added EP208
	42514	LegReturnRateValuationStartDateUnadjusted	StartDtUnadj			Added EP208
	42515	LegReturnRateValuationStartDateRelativeTo	StartDtReltv			Added EP208
	42516	LegReturnRateValuationStartDateOffsetPeriod	StartDtOfstPeriod		Conditionally required when LegReturnRateValuationStartDateOffsetUnit(42517) is specified.	Added EP208
	42517	LegReturnRateValuationStartDateOffsetUnit	StartDtOfstUnit		Conditionally required when LegReturnRateValuationStartDateOffsetPeriod(42516) is specified.	Added EP208
	42518	LegReturnRateValuationStartDateOffsetDayType	StartDtOfstDayTyp			Added EP208
	42519	LegReturnRateValuationStartDateAdjusted	StartDt			Added EP208
	42520	LegReturnRateValuationEndDateUnadjusted	EndDtUnadj			Added EP208
	42521	LegReturnRateValuationEndDateRelativeTo	EndDtReltv			Added EP208
	42522	LegReturnRateValuationEndDateOffsetPeriod	EndDtOfstPeriod		Conditionally required when LegReturnRateValuationEndDateOffsetUnit(42523) is specified.	Added EP208
	42523	LegReturnRateValuationEndDateOffsetUnit	EndDtOfstUnit		Conditionally required when LegReturnRateValuationEndDateOffsetPeriod(42522) is specified.	Added EP208
	42524	LegReturnRateValuationEndDateOffsetDayType	EndDtOfstDayTyp			Added EP208
	42525	LegReturnRateValuationEndDateAdjusted	EndDt			Added EP208
	42526	LegReturnRateValuationFrequencyPeriod	FreqPeriod		Conditionally required when LegReturnRateValuationFrequencyUnit(42527) is specified.	Added EP208
	42527	LegReturnRateValuationFrequencyUnit	FreqUnit		Conditionally required when LegReturnRateValuationFrequencyPeriod(42526) is specified.	Added EP208
	42528	LegReturnRateValuationFrequencyRollConvention	Roll		When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of return rate valuation dates.	Added EP208
	42529	LegReturnRateValuationDateBusinessDayConvention	BizDayCnvtn		When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to payment stream return rate valuation dates.	Added EP208

Component(-)

LegReturnRateValuationDateBusinessCenterGrp

BizCtr

When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to payment stream return rate valuation dates.

Added EP208

Repeating Group 42569

NoLegReturnRateValuationDateBusinessCenters

Added EP208

42570

LegReturnRateValuationDateBusinessCenter

Ctr

Required if NoLegReturnRateValuationDateBusinessCenters(42569) > 0.

Added EP208

end Repeating Group

end Component