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FIXtags

GROUP · SOURCE ID 4378

ReturnRateDateGrp

Definition

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.

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. 42709 NoReturnRateDatesGroup countFrom usage
  2. 42710 ReturnRateDateModefield—

    Required if NoReturnRateDates(42709) > 0.

  3. ReturnRateValuationDateGrpgroup—
  4. 42711 ReturnRateValuationDateRelativeTofield—
  5. 42712 ReturnRateValuationDateOffsetPeriodfield—

    Conditionally required when ReturnRateValuationDateOffsetUnit(42713) is specified.

  6. 42713 ReturnRateValuationDateOffsetUnitfield—

    Conditionally required when ReturnRateValuationDateOffsetPeriod(42712) is specified.

  7. 42714 ReturnRateValuationDateOffsetDayTypefield—
  8. 42715 ReturnRateValuationStartDateUnadjustedfield—
  9. 42716 ReturnRateValuationStartDateRelativeTofield—
  10. 42717 ReturnRateValuationStartDateOffsetPeriodfield—

    Conditionally required when ReturnRateValuationStartDateOffsetUnit(42718) is specified.

  11. 42718 ReturnRateValuationStartDateOffsetUnitfield—

    Conditionally required when ReturnRateValuationStartDateOffsetPeriod(42717) is specified.

  12. 42719 ReturnRateValuationStartDateOffsetDayTypefield—
  13. 42720 ReturnRateValuationStartDateAdjustedfield—
  14. 42721 ReturnRateValuationEndDateUnadjustedfield—
  15. 42722 ReturnRateValuationEndDateRelativeTofield—
  16. 42723 ReturnRateValuationEndDateOffsetPeriodfield—

    Conditionally required when ReturnRateValuationEndDateOffsetUnit(42724) is specified.

  17. 42724 ReturnRateValuationEndDateOffsetUnitfield—

    Conditionally required when ReturnRateValuationEndDateOffsetPeriod(42723) is specified.

  18. 42725 ReturnRateValuationEndDateOffsetDayTypefield—
  19. 42726 ReturnRateValuationEndDateAdjustedfield—
  20. 42727 ReturnRateValuationFrequencyPeriodfield—

    Conditionally required when ReturnRateValuationFrequencyUnit(42728) is specified.

  21. 42728 ReturnRateValuationFrequencyUnitfield—

    Conditionally required when ReturnRateValuationFrequencyPeriod(42727) is specified.

  22. 42729 ReturnRateValuationFrequencyRollConventionfield—

    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.

  23. 42730 ReturnRateValuationDateBusinessDayConventionfield—

    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.

  24. ReturnRateValuationDateBusinessCenterGrpgroup—

    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.

Used in messages

Direct parent structures