Component ReturnRateGrp

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

	Field or Component	Field Name	Abbr Name	Req'd	Comments	Pedigree

Repeating Group 42709

NoReturnRateDates

Added EP208

42710

ReturnRateDateMode

Mode

Required if NoReturnRateDates(42709) > 0.

Added EP208

Component

ReturnRateValuationDateGrp

Val

Added EP208

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

end Repeating Group

end Component

42736	ReturnRatePriceSequence	PxSeq	Required if NoReturnRates(42735) > 0.	Added EP208
42737	ReturnRateCommissionBasis	CommBasis		Added EP208
42738	ReturnRateCommissionAmount	CommAmt		Added EP208
42739	ReturnRateCommissionCurrency	CommCcy	If not specified, this is defaulted to the reporting currency.	Added EP208
42740	ReturnRateTotalCommissionPerTrade	TotCommPerTrd		Added EP208
42741	ReturnRateDeterminationMethod	DtrmnMeth		Added EP208

42766	ReturnRatePriceBasis	PxBasis	Required if NoReturnRatePrices(42765) > 0.	Added EP208
42767	ReturnRatePrice	Px		Added EP208
42768	ReturnRatePriceCurrency	Ccy		Added EP208
42769	ReturnRatePriceType	PxTyp		Added EP208

42732	ReturnRateFXCurrencySymbol	CcySym	Required if NoReturnRateFXConversions(42731) > 0.	Added EP208
42733	ReturnRateFXRate	FxRt	Required if NoReturnRateFXConversions(42731) > 0.	Added EP208
42734	ReturnRateFXRateCalc	FxRtCalc		Added EP208

42742	ReturnRateAmountRelativeTo	AmtReltv		Added EP208
42743	ReturnRateQuoteMeasureType	QteTyp		Added EP208
42744	ReturnRateQuoteUnits	QteUnit		Added EP208
42745	ReturnRateQuoteMethod	QteMeth		Added EP208
42746	ReturnRateQuoteCurrency	QteCcy		Added EP208
42747	ReturnRateQuoteCurrencyType	QteCcyTyp		Added EP208
42748	ReturnRateQuoteTimeType	QteTmTyp	Mutually exclusive with ReturnRateQuoteTime(42749).	Added EP208
42749	ReturnRateQuoteTime	QteTm	Mutually exclusive with ReturnRateQuoteTimeType(42748).	Added EP208
42750	ReturnRateQuoteDate	QteDt		Added EP208
42751	ReturnRateQuoteExpirationTime	QteExpTm		Added EP208
42752	ReturnRateQuoteBusinessCenter	QteBizCtr		Added EP208
42753	ReturnRateQuoteExchange	QteExch		Added EP208

42762	ReturnRateInformationSource	RtSrc	Required if NoReturnRateInformationSources(42761) > 0.	Added EP208
42763	ReturnRateReferencePage	RefPg		Added EP208
42764	ReturnRateReferencePageHeading	RefHdng		Added EP208

FIX.Latest_EP292 Component

ReturnRateGrp

<RtnRt>

	42754	ReturnRateQuotePricingModel	QteModel			Added EP208
	42755	ReturnRateCashFlowType	CshFlow			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

42756	ReturnRateValuationTimeType	ValTmTyp	Mutually exclusive with ReturnRateValuationTime(42757).	Added EP208
42757	ReturnRateValuationTime	ValTm	Mutually exclusive with ReturnRateValuationTimeType(42756).	Added EP208
42758	ReturnRateValuationTimeBusinessCenter	ValTmBizCtr		Added EP208
42759	ReturnRateValuationPriceOption	ValPxOpt		Added EP208
42760	ReturnRateFinalPriceFallback	FnlPxFallbck		Added EP208