FIX.Latest_EP292 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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Repeating Group 43008

NoUnderlyingReturnRateDates

Added EP208

43009

UnderlyingReturnRateDateMode

Mode

Required if NoUnderlyingReturnRateDates(43008) > 0.

Added EP208

Component(-)

UnderlyingReturnRateValuationDateGrp

Val

Added EP208

Repeating Group 43071

NoUnderlyingReturnRateValuationDates

Added EP208

	43072	UnderlyingReturnRateValuationDate	Dt		Required if NoUnderlyingReturnRateValuationDates(43071) > 0.	Added EP208
	43073	UnderlyingReturnRateValuationDateType	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

	43010	UnderlyingReturnRateValuationDateRelativeTo	Reltv			Added EP208
	43011	UnderlyingReturnRateValuationDateOffsetPeriod	OfstPeriod		Conditionally required when UnderlyingReturnRateValuationDateOffsetUnit(43012) is specified.	Added EP208
	43012	UnderlyingReturnRateValuationDateOffsetUnit	OfstUnit		Conditionally required when UnderlyingReturnRateValuationDateOffsetPeriod(43011) is specified.	Added EP208
	43013	UnderlyingReturnRateValuationDateOffsetDayType	OfstDayTyp			Added EP208
	43014	UnderlyingReturnRateValuationStartDateUnadjusted	StartDtUnadj			Added EP208
	43015	UnderlyingReturnRateValuationStartDateRelativeTo	StartDtReltv			Added EP208
	43016	UnderlyingReturnRateValuationStartDateOffsetPeriod	StartDtOfstPeriod		Conditionally required when UnderlyingReturnRateValuationStartDateOffsetUnit(43017) is specified.	Added EP208
	43017	UnderlyingReturnRateValuationStartDateOffsetUnit	StartDtOfstUnit		Conditionally required when UnderlyingReturnRateValuationStartDateOffsetPeriod(43016) is specified.	Added EP208
	43018	UnderlyingReturnRateValuationStartDateOffsetDayType	StartDtOfstDayTyp			Added EP208
	43019	UnderlyingReturnRateValuationStartDateAdjusted	StartDt			Added EP208
	43020	UnderlyingReturnRateValuationEndDateUnadjusted	EndDtUnadj			Added EP208
	43021	UnderlyingReturnRateValuationEndDateRelativeTo	EndDtReltv			Added EP208
	43022	UnderlyingReturnRateValuationEndDateOffsetPeriod	EndDtOfstPeriod		Conditionally required when UnderlyingReturnRateValuationEndDateOffsetUnit(43023) is specified.	Added EP208
	43023	UnderlyingReturnRateValuationEndDateOffsetUnit	EndDtOfstUnit		Conditionally required when UnderlyingReturnRateValuationEndDateOffsetPeriod(43022) is specified.	Added EP208
	43024	UnderlyingReturnRateValuationEndDateOffsetDayType	EndDtOfstDayTyp			Added EP208
	43025	UnderlyingReturnRateValuationEndDateAdjusted	EndDt			Added EP208
	43026	UnderlyingReturnRateValuationFrequencyPeriod	FreqPeriod		Conditionally required when UnderlyingReturnRateValuationFrequencyUnit(43027) is specified.	Added EP208
	43027	UnderlyingReturnRateValuationFrequencyUnit	FreqUnit		Conditionally required when UnderlyingReturnRateValuationFrequencyPeriod(43026) is specified.	Added EP208
	43028	UnderlyingReturnRateValuationFrequencyRollConvention	Roll		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
	43029	UnderlyingReturnRateValuationDateBusinessDayConvention	BizDayCnvtn		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

Component(-)

UnderlyingReturnRateValuationDateBusinessCenterGrp

BizCtr

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

Repeating Group 43069

NoUnderlyingReturnRateValuationDateBusinessCenters

Added EP208

43070

UnderlyingReturnRateValuationDateBusinessCenter

Ctr

Required if NoUnderlyingReturnRateValuationDateBusinessCenters(43069) > 0.

Added EP208

end Repeating Group

end Component