FIX.Latest_EP269 Component

ReturnRateDateGrp

<Dt>

ReturnRateDateGrp is a repeating subcomponent within the ReturnRateGrp 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 42709NoReturnRateDates  
42710ReturnRateDateModeMode Required if NoReturnRateDates(42709) > 0.Added EP208
ComponentReturnRateValuationDateGrpVal Added EP208
42711ReturnRateValuationDateRelativeToReltv Added EP208
42712ReturnRateValuationDateOffsetPeriodOfstPeriod Conditionally required when ReturnRateValuationDateOffsetUnit(42713) is specified.Added EP208
42713ReturnRateValuationDateOffsetUnitOfstUnit Conditionally required when ReturnRateValuationDateOffsetPeriod(42712) is specified.Added EP208
42714ReturnRateValuationDateOffsetDayTypeOfstDayTyp Added EP208
42715ReturnRateValuationStartDateUnadjustedStartDtUnadj Added EP208
42716ReturnRateValuationStartDateRelativeToStartDtReltv Added EP208
42717ReturnRateValuationStartDateOffsetPeriodStartDtOfstPeriod Conditionally required when ReturnRateValuationStartDateOffsetUnit(42718) is specified.Added EP208
42718ReturnRateValuationStartDateOffsetUnitStartDtOfstUnit Conditionally required when ReturnRateValuationStartDateOffsetPeriod(42717) is specified.Added EP208
42719ReturnRateValuationStartDateOffsetDayTypeStartDtOfstDayTyp Added EP208
42720ReturnRateValuationStartDateAdjustedStartDt Added EP208
42721ReturnRateValuationEndDateUnadjustedEndDtUnadj Added EP208
42722ReturnRateValuationEndDateRelativeToEndDtReltv Added EP208
42723ReturnRateValuationEndDateOffsetPeriodEndDtOfstPeriod Conditionally required when ReturnRateValuationEndDateOffsetUnit(42724) is specified.Added EP208
42724ReturnRateValuationEndDateOffsetUnitEndDtOfstUnit Conditionally required when ReturnRateValuationEndDateOffsetPeriod(42723) is specified.Added EP208
42725ReturnRateValuationEndDateOffsetDayTypeEndDtOfstDayTyp Added EP208
42726ReturnRateValuationEndDateAdjustedEndDt Added EP208
42727ReturnRateValuationFrequencyPeriodFreqPeriod Conditionally required when ReturnRateValuationFrequencyUnit(42728) is specified.Added EP208
42728ReturnRateValuationFrequencyUnitFreqUnit Conditionally required when ReturnRateValuationFrequencyPeriod(42727) is specified.Added EP208
42729ReturnRateValuationFrequencyRollConventionRoll When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream return rate valuation dates.Added EP208
42730ReturnRateValuationDateBusinessDayConventionBizDayCnvtn When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to payment stream return rate valuation dates.Added EP208
ComponentReturnRateValuationDateBusinessCenterGrpBizCtr When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified values would be specific to payment stream return rate valuation dates.Added EP208
end Repeating Group


Used in components:
[ReturnRateGrp]