FIX.Latest_EP273 Component

UnderlyingReturnRateDateGrp

<Dt>

UnderlyingReturnRateDateGrp is a repeating subcomponent within the UnderlyingReturnRateGrp 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 43008NoUnderlyingReturnRateDates Added EP208
43009UnderlyingReturnRateDateModeMode Required if NoUnderlyingReturnRateDates(43008) > 0.Added EP208
ComponentUnderlyingReturnRateValuationDateGrpVal Added EP208
43010UnderlyingReturnRateValuationDateRelativeToReltv Added EP208
43011UnderlyingReturnRateValuationDateOffsetPeriodOfstPeriod Conditionally required when UnderlyingReturnRateValuationDateOffsetUnit(43012) is specified.Added EP208
43012UnderlyingReturnRateValuationDateOffsetUnitOfstUnit Conditionally required when UnderlyingReturnRateValuationDateOffsetPeriod(43011) is specified.Added EP208
43013UnderlyingReturnRateValuationDateOffsetDayTypeOfstDayTyp Added EP208
43014UnderlyingReturnRateValuationStartDateUnadjustedStartDtUnadj Added EP208
43015UnderlyingReturnRateValuationStartDateRelativeToStartDtReltv Added EP208
43016UnderlyingReturnRateValuationStartDateOffsetPeriodStartDtOfstPeriod Conditionally required when UnderlyingReturnRateValuationStartDateOffsetUnit(43017) is specified.Added EP208
43017UnderlyingReturnRateValuationStartDateOffsetUnitStartDtOfstUnit Conditionally required when UnderlyingReturnRateValuationStartDateOffsetPeriod(43016) is specified.Added EP208
43018UnderlyingReturnRateValuationStartDateOffsetDayTypeStartDtOfstDayTyp Added EP208
43019UnderlyingReturnRateValuationStartDateAdjustedStartDt Added EP208
43020UnderlyingReturnRateValuationEndDateUnadjustedEndDtUnadj Added EP208
43021UnderlyingReturnRateValuationEndDateRelativeToEndDtReltv Added EP208
43022UnderlyingReturnRateValuationEndDateOffsetPeriodEndDtOfstPeriod Conditionally required when UnderlyingReturnRateValuationEndDateOffsetUnit(43023) is specified.Added EP208
43023UnderlyingReturnRateValuationEndDateOffsetUnitEndDtOfstUnit Conditionally required when UnderlyingReturnRateValuationEndDateOffsetPeriod(43022) is specified.Added EP208
43024UnderlyingReturnRateValuationEndDateOffsetDayTypeEndDtOfstDayTyp Added EP208
43025UnderlyingReturnRateValuationEndDateAdjustedEndDt Added EP208
43026UnderlyingReturnRateValuationFrequencyPeriodFreqPeriod Conditionally required when UnderlyingReturnRateValuationFrequencyUnit(43027) is specified.Added EP208
43027UnderlyingReturnRateValuationFrequencyUnitFreqUnit Conditionally required when UnderlyingReturnRateValuationFrequencyPeriod(43026) is specified.Added EP208
43028UnderlyingReturnRateValuationFrequencyRollConventionRoll When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the return rate dates.Added EP208
43029UnderlyingReturnRateValuationDateBusinessDayConventionBizDayCnvtn When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to payment stream return rate valuation dates.Added EP208
ComponentUnderlyingReturnRateValuationDateBusinessCenterGrpBizCtr When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to payment stream return rate valuation dates.Added EP208
end Repeating Group


Used in components:
[UnderlyingReturnRateGrp]