Skip to content
FIXtags

GROUP · SOURCE ID 4416

UnderlyingReturnRateDateGrp

Definition

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.

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. 43008 NoUnderlyingReturnRateDatesGroup countFrom usage
  2. 43009 UnderlyingReturnRateDateModefield—

    Required if NoUnderlyingReturnRateDates(43008) > 0.

  3. UnderlyingReturnRateValuationDateGrpgroup—
  4. 43010 UnderlyingReturnRateValuationDateRelativeTofield—
  5. 43011 UnderlyingReturnRateValuationDateOffsetPeriodfield—

    Conditionally required when UnderlyingReturnRateValuationDateOffsetUnit(43012) is specified.

  6. 43012 UnderlyingReturnRateValuationDateOffsetUnitfield—

    Conditionally required when UnderlyingReturnRateValuationDateOffsetPeriod(43011) is specified.

  7. 43013 UnderlyingReturnRateValuationDateOffsetDayTypefield—
  8. 43014 UnderlyingReturnRateValuationStartDateUnadjustedfield—
  9. 43015 UnderlyingReturnRateValuationStartDateRelativeTofield—
  10. 43016 UnderlyingReturnRateValuationStartDateOffsetPeriodfield—

    Conditionally required when UnderlyingReturnRateValuationStartDateOffsetUnit(43017) is specified.

  11. 43017 UnderlyingReturnRateValuationStartDateOffsetUnitfield—

    Conditionally required when UnderlyingReturnRateValuationStartDateOffsetPeriod(43016) is specified.

  12. 43018 UnderlyingReturnRateValuationStartDateOffsetDayTypefield—
  13. 43019 UnderlyingReturnRateValuationStartDateAdjustedfield—
  14. 43020 UnderlyingReturnRateValuationEndDateUnadjustedfield—
  15. 43021 UnderlyingReturnRateValuationEndDateRelativeTofield—
  16. 43022 UnderlyingReturnRateValuationEndDateOffsetPeriodfield—

    Conditionally required when UnderlyingReturnRateValuationEndDateOffsetUnit(43023) is specified.

  17. 43023 UnderlyingReturnRateValuationEndDateOffsetUnitfield—

    Conditionally required when UnderlyingReturnRateValuationEndDateOffsetPeriod(43022) is specified.

  18. 43024 UnderlyingReturnRateValuationEndDateOffsetDayTypefield—
  19. 43025 UnderlyingReturnRateValuationEndDateAdjustedfield—
  20. 43026 UnderlyingReturnRateValuationFrequencyPeriodfield—

    Conditionally required when UnderlyingReturnRateValuationFrequencyUnit(43027) is specified.

  21. 43027 UnderlyingReturnRateValuationFrequencyUnitfield—

    Conditionally required when UnderlyingReturnRateValuationFrequencyPeriod(43026) is specified.

  22. 43028 UnderlyingReturnRateValuationFrequencyRollConventionfield—

    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.

  23. 43029 UnderlyingReturnRateValuationDateBusinessDayConventionfield—

    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.

  24. UnderlyingReturnRateValuationDateBusinessCenterGrpgroup—

    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.

Used in messages

Direct parent structures