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FIXtags

GROUP · SOURCE ID 4355

LegReturnRateGrp

Definition

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

This is a reusable definition. Requiredness is relative to this structure; its use and conditions in a message remain on that message's page. Version links browse the other dictionary, not an assumed equivalent component.

Direct members

  1. 42534 NoLegReturnRatesGroup countFrom usage
  2. 42535 LegReturnRatePriceSequencefield—

    Required if NoLegReturnRates(42534) > 0.

  3. 42536 LegReturnRateCommissionBasisfield—
  4. 42537 LegReturnRateCommissionAmountfield—
  5. 42538 LegReturnRateCommissionCurrencyfield—

    If not specified, this is defaulted to the reporting currency.

  6. 42539 LegReturnRateTotalCommissionPerTradefield—
  7. 42540 LegReturnRateDeterminationMethodfield—
  8. LegReturnRatePriceGrpgroup—
  9. LegReturnRateFXConversionGrpgroup—
  10. 42541 LegReturnRateAmountRelativeTofield—
  11. 42542 LegReturnRateQuoteMeasureTypefield—
  12. 42543 LegReturnRateQuoteUnitsfield—
  13. 42544 LegReturnRateQuoteMethodfield—
  14. 42545 LegReturnRateQuoteCurrencyfield—
  15. 42546 LegReturnRateQuoteCurrencyTypefield—
  16. 42547 LegReturnRateQuoteTimeTypefield—

    Mutually exclusive with LegReturnRateQuoteTime(42548).

  17. 42548 LegReturnRateQuoteTimefield—

    Mutually exclusive with LegReturnRateQuoteTimeType(42547).

  18. 42549 LegReturnRateQuoteDatefield—
  19. 42550 LegReturnRateQuoteExpirationTimefield—
  20. 42551 LegReturnRateQuoteBusinessCenterfield—
  21. 42552 LegReturnRateQuoteExchangefield—
  22. LegReturnRateInformationSourceGrpgroup—
  23. 42553 LegReturnRateQuotePricingModelfield—
  24. 42554 LegReturnRateCashFlowTypefield—
  25. LegReturnRateDateGrpgroup—
  26. 42555 LegReturnRateValuationTimeTypefield—

    Mutually exclusive with LegReturnRateValuationTime(42556).

  27. 42556 LegReturnRateValuationTimefield—

    Mutually exclusive with LegReturnRateValuationTimeType(42555).

  28. 42557 LegReturnRateValuationTimeBusinessCenterfield—
  29. 42558 LegReturnRateValuationPriceOptionfield—
  30. 42559 LegReturnRateFinalPriceFallbackfield—

Used in messages

Direct parent structures