FIX.Latest_EP292 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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Repeating Group 42709

NoReturnRateDates

Added EP208

42710

ReturnRateDateMode

Mode

Required if NoReturnRateDates(42709) > 0.

Added EP208

Component(-)

ReturnRateValuationDateGrp

Val

Added EP208

Repeating Group 42772

NoReturnRateValuationDates

Added EP208

	42773	ReturnRateValuationDate	Dt		Required if NoReturnRateValuationDates(42772) > 0.	Added EP208
	42774	ReturnRateValuationDateType	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

	42711	ReturnRateValuationDateRelativeTo	Reltv			Added EP208
	42712	ReturnRateValuationDateOffsetPeriod	OfstPeriod		Conditionally required when ReturnRateValuationDateOffsetUnit(42713) is specified.	Added EP208
	42713	ReturnRateValuationDateOffsetUnit	OfstUnit		Conditionally required when ReturnRateValuationDateOffsetPeriod(42712) is specified.	Added EP208
	42714	ReturnRateValuationDateOffsetDayType	OfstDayTyp			Added EP208
	42715	ReturnRateValuationStartDateUnadjusted	StartDtUnadj			Added EP208
	42716	ReturnRateValuationStartDateRelativeTo	StartDtReltv			Added EP208
	42717	ReturnRateValuationStartDateOffsetPeriod	StartDtOfstPeriod		Conditionally required when ReturnRateValuationStartDateOffsetUnit(42718) is specified.	Added EP208
	42718	ReturnRateValuationStartDateOffsetUnit	StartDtOfstUnit		Conditionally required when ReturnRateValuationStartDateOffsetPeriod(42717) is specified.	Added EP208
	42719	ReturnRateValuationStartDateOffsetDayType	StartDtOfstDayTyp			Added EP208
	42720	ReturnRateValuationStartDateAdjusted	StartDt			Added EP208
	42721	ReturnRateValuationEndDateUnadjusted	EndDtUnadj			Added EP208
	42722	ReturnRateValuationEndDateRelativeTo	EndDtReltv			Added EP208
	42723	ReturnRateValuationEndDateOffsetPeriod	EndDtOfstPeriod		Conditionally required when ReturnRateValuationEndDateOffsetUnit(42724) is specified.	Added EP208
	42724	ReturnRateValuationEndDateOffsetUnit	EndDtOfstUnit		Conditionally required when ReturnRateValuationEndDateOffsetPeriod(42723) is specified.	Added EP208
	42725	ReturnRateValuationEndDateOffsetDayType	EndDtOfstDayTyp			Added EP208
	42726	ReturnRateValuationEndDateAdjusted	EndDt			Added EP208
	42727	ReturnRateValuationFrequencyPeriod	FreqPeriod		Conditionally required when ReturnRateValuationFrequencyUnit(42728) is specified.	Added EP208
	42728	ReturnRateValuationFrequencyUnit	FreqUnit		Conditionally required when ReturnRateValuationFrequencyPeriod(42727) is specified.	Added EP208
	42729	ReturnRateValuationFrequencyRollConvention	Roll		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
	42730	ReturnRateValuationDateBusinessDayConvention	BizDayCnvtn		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

Component(-)

ReturnRateValuationDateBusinessCenterGrp

BizCtr

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

Repeating Group 42770

NoReturnRateValuationDateBusinessCenters

Added EP208

42771

ReturnRateValuationDateBusinessCenter

Ctr

Required if NoReturnRateValuationDateBusinessCenters(42770) > 0.

Added EP208

end Repeating Group

end Component