FIX.Latest_EP272 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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Field or ComponentField NameAbbr NameReq'dCommentsPedigree
Repeating Group 42508NoLegReturnRateDates Added EP208
42509LegReturnRateDateModeMode Required if NoLegReturnRateDates(42508) > 0.Added EP208
ComponentLegReturnRateValuationDateGrpVal Added EP208
42510LegReturnRateValuationDateRelativeToReltv Added EP208
42511LegReturnRateValuationDateOffsetPeriodOfstPeriod Conditionally required when LegReturnRateValuationDateOffsetUnit(42512) is specified.Added EP208
42512LegReturnRateValuationDateOffsetUnitOfstUnit Conditionally required when LegReturnRateValuationDateOffsetPeriod(42511) is specified.Added EP208
42513LegReturnRateValuationDateOffsetDayTypeOfstDayTyp Added EP208
42514LegReturnRateValuationStartDateUnadjustedStartDtUnadj Added EP208
42515LegReturnRateValuationStartDateRelativeToStartDtReltv Added EP208
42516LegReturnRateValuationStartDateOffsetPeriodStartDtOfstPeriod Conditionally required when LegReturnRateValuationStartDateOffsetUnit(42517) is specified.Added EP208
42517LegReturnRateValuationStartDateOffsetUnitStartDtOfstUnit Conditionally required when LegReturnRateValuationStartDateOffsetPeriod(42516) is specified.Added EP208
42518LegReturnRateValuationStartDateOffsetDayTypeStartDtOfstDayTyp Added EP208
42519LegReturnRateValuationStartDateAdjustedStartDt Added EP208
42520LegReturnRateValuationEndDateUnadjustedEndDtUnadj Added EP208
42521LegReturnRateValuationEndDateRelativeToEndDtReltv Added EP208
42522LegReturnRateValuationEndDateOffsetPeriodEndDtOfstPeriod Conditionally required when LegReturnRateValuationEndDateOffsetUnit(42523) is specified.Added EP208
42523LegReturnRateValuationEndDateOffsetUnitEndDtOfstUnit Conditionally required when LegReturnRateValuationEndDateOffsetPeriod(42522) is specified.Added EP208
42524LegReturnRateValuationEndDateOffsetDayTypeEndDtOfstDayTyp Added EP208
42525LegReturnRateValuationEndDateAdjustedEndDt Added EP208
42526LegReturnRateValuationFrequencyPeriodFreqPeriod Conditionally required when LegReturnRateValuationFrequencyUnit(42527) is specified.Added EP208
42527LegReturnRateValuationFrequencyUnitFreqUnit Conditionally required when LegReturnRateValuationFrequencyPeriod(42526) is specified.Added EP208
42528LegReturnRateValuationFrequencyRollConventionRoll 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
42529LegReturnRateValuationDateBusinessDayConventionBizDayCnvtn 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
ComponentLegReturnRateValuationDateBusinessCenterGrpBizCtr 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
end Repeating Group


Used in components:
[LegReturnRateGrp]