FIX.Latest_EP292 Component

LegReturnRateGrp

<RtnRt>

LegReturnRateGrp is a repeating subcomponent within the LegPaymentStreamFloatingRate component. It is used to specify the multiple return rates for an equity return swap payment stream.

Pedigree Added EP208 Updated EP259

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Repeating Group 42534

NoLegReturnRates

Added EP208

	42535	LegReturnRatePriceSequence	PxSeq		Required if NoLegReturnRates(42534) > 0.	Added EP208
	42536	LegReturnRateCommissionBasis	CommBasis			Added EP208
	42537	LegReturnRateCommissionAmount	CommAmt			Added EP208
	42538	LegReturnRateCommissionCurrency	CommCcy		If not specified, this is defaulted to the reporting currency.	Added EP208
	42539	LegReturnRateTotalCommissionPerTrade	TotCommPerTrd			Added EP208
	42540	LegReturnRateDeterminationMethod	DtrmnMeth			Added EP208

Component(-)

LegReturnRatePriceGrp

Px

Added EP208

Repeating Group 42564

NoLegReturnRatePrices

Added EP208

	42565	LegReturnRatePriceBasis	PxBasis		Required if NoLegReturnRatePrices(42564) > 0.	Added EP208
	42566	LegReturnRatePrice	Px			Added EP208
	42567	LegReturnRatePriceCurrency	Ccy			Added EP208
	42568	LegReturnRatePriceType	PxTyp			Added EP208

end Repeating Group

end Component

Component(-)

LegReturnRateFXConversionGrp

FxCnvrsn

Added EP208

Repeating Group 42530

NoLegReturnRateFXConversions

Added EP208

	42531	LegReturnRateFXCurrencySymbol	CcySym		Required if NoLegReturnRateFXConversions(42530) > 0.	Added EP208
	42532	LegReturnRateFXRate	FxRt		Required if NoLegReturnRateFXConversions(42530) > 0.	Added EP208
	42533	LegReturnRateFXRateCalc	FxRtCalc			Added EP208

end Repeating Group

end Component

	42541	LegReturnRateAmountRelativeTo	AmtReltv			Added EP208
	42542	LegReturnRateQuoteMeasureType	QteTyp			Added EP208
	42543	LegReturnRateQuoteUnits	QteUnit			Added EP208
	42544	LegReturnRateQuoteMethod	QteMeth			Added EP208
	42545	LegReturnRateQuoteCurrency	QteCcy			Added EP208
	42546	LegReturnRateQuoteCurrencyType	QteCcyTyp			Added EP208
	42547	LegReturnRateQuoteTimeType	QteTmTyp		Mutually exclusive with LegReturnRateQuoteTime(42548).	Added EP208
	42548	LegReturnRateQuoteTime	QteTm		Mutually exclusive with LegReturnRateQuoteTimeType(42547).	Added EP208
	42549	LegReturnRateQuoteDate	QteDt			Added EP208
	42550	LegReturnRateQuoteExpirationTime	QteExpTm			Added EP208
	42551	LegReturnRateQuoteBusinessCenter	QteBizCtr			Added EP208
	42552	LegReturnRateQuoteExchange	QteExch			Added EP208

Component(-)

LegReturnRateInformationSourceGrp

InfoSrc

Added EP208

Repeating Group 42560

NoLegReturnRateInformationSources

Added EP208

	42561	LegReturnRateInformationSource	RtSrc		Required if NoLegReturnRateInformationSources(42560) > 0.	Added EP208
	42562	LegReturnRateReferencePage	RefPg			Added EP208
	42563	LegReturnRateReferencePageHeading	RefHdng			Added EP208

end Repeating Group

end Component

	42553	LegReturnRateQuotePricingModel	QteModel			Added EP208
	42554	LegReturnRateCashFlowType	CshFlow			Added EP208

Component(-)

LegReturnRateDateGrp

Dt

Added EP208

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

end Repeating Group

end Component

	42555	LegReturnRateValuationTimeType	ValTmTyp		Mutually exclusive with LegReturnRateValuationTime(42556).	Added EP208
	42556	LegReturnRateValuationTime	ValTm		Mutually exclusive with LegReturnRateValuationTimeType(42555).	Added EP208
	42557	LegReturnRateValuationTimeBusinessCenter	ValTmBizCtr			Added EP208
	42558	LegReturnRateValuationPriceOption	ValPxOpt			Added EP208
	42559	LegReturnRateFinalPriceFallback	FnlPxFallbck			Added EP208