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FIXtags

GROUP · SOURCE ID 4418

UnderlyingReturnRateGrp

Definition

UnderlyingReturnRateGrp is a repeating subcomponent within the UnderlyingPaymentStreamFloatingRate 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. 43034 NoUnderlyingReturnRatesGroup countFrom usage
  2. 43035 UnderlyingReturnRatePriceSequencefield—

    Required if NoUnderlyingReturnRates(43034) > 0.

  3. 43036 UnderlyingReturnRateCommissionBasisfield—
  4. 43037 UnderlyingReturnRateCommissionAmountfield—
  5. 43038 UnderlyingReturnRateCommissionCurrencyfield—

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

  6. 43039 UnderlyingReturnRateTotalCommissionPerTradefield—
  7. 43040 UnderlyingReturnRateDeterminationMethodfield—
  8. UnderlyingReturnRatePriceGrpgroup—
  9. UnderlyingReturnRateFXConversionGrpgroup—
  10. 43041 UnderlyingReturnRateAmountRelativeTofield—
  11. 43042 UnderlyingReturnRateQuoteMeasureTypefield—
  12. 43043 UnderlyingReturnRateQuoteUnitsfield—
  13. 43044 UnderlyingReturnRateQuoteMethodfield—
  14. 43045 UnderlyingReturnRateQuoteCurrencyfield—
  15. 43046 UnderlyingReturnRateQuoteCurrencyTypefield—
  16. 43047 UnderlyingReturnRateQuoteTimeTypefield—

    Mutually exclusive with UnderlyingReturnRateQuoteTime(43048).

  17. 43048 UnderlyingReturnRateQuoteTimefield—

    Mutually exclusive with UnderlyingReturnRateQuoteTimeType(43047).

  18. 43049 UnderlyingReturnRateQuoteDatefield—
  19. 43050 UnderlyingReturnRateQuoteExpirationTimefield—
  20. 43051 UnderlyingReturnRateQuoteBusinessCenterfield—
  21. 43052 UnderlyingReturnRateQuoteExchangefield—
  22. UnderlyingReturnRateInformationSourceGrpgroup—
  23. 43053 UnderlyingReturnRateQuotePricingModelfield—
  24. 43054 UnderlyingReturnRateCashFlowTypefield—
  25. UnderlyingReturnRateDateGrpgroup—
  26. 43055 UnderlyingReturnRateValuationTimeTypefield—

    Mutually exclusive with UnderlyingReturnRateValuationTime(43056)

  27. 43056 UnderlyingReturnRateValuationTimefield—

    Mutually exclusive with UnderlyingReturnRateValuationTimeType(43055).

  28. 43057 UnderlyingReturnRateValuationTimeBusinessCenterfield—
  29. 43058 UnderlyingReturnRateValuationPriceOptionfield—
  30. 43059 UnderlyingReturnRateFinalPriceFallbackfield—

Used in messages

Direct parent structures