Skip to content
FIXtags

GROUP · SOURCE ID 4353

LegReturnRateDateGrp

Definition

LegReturnRateDateGrp is a repeating subcomponent within the LegReturnRateGrp 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. 42508 NoLegReturnRateDatesGroup countFrom usage
  2. 42509 LegReturnRateDateModefield—

    Required if NoLegReturnRateDates(42508) > 0.

  3. LegReturnRateValuationDateGrpgroup—
  4. 42510 LegReturnRateValuationDateRelativeTofield—
  5. 42511 LegReturnRateValuationDateOffsetPeriodfield—

    Conditionally required when LegReturnRateValuationDateOffsetUnit(42512) is specified.

  6. 42512 LegReturnRateValuationDateOffsetUnitfield—

    Conditionally required when LegReturnRateValuationDateOffsetPeriod(42511) is specified.

  7. 42513 LegReturnRateValuationDateOffsetDayTypefield—
  8. 42514 LegReturnRateValuationStartDateUnadjustedfield—
  9. 42515 LegReturnRateValuationStartDateRelativeTofield—
  10. 42516 LegReturnRateValuationStartDateOffsetPeriodfield—

    Conditionally required when LegReturnRateValuationStartDateOffsetUnit(42517) is specified.

  11. 42517 LegReturnRateValuationStartDateOffsetUnitfield—

    Conditionally required when LegReturnRateValuationStartDateOffsetPeriod(42516) is specified.

  12. 42518 LegReturnRateValuationStartDateOffsetDayTypefield—
  13. 42519 LegReturnRateValuationStartDateAdjustedfield—
  14. 42520 LegReturnRateValuationEndDateUnadjustedfield—
  15. 42521 LegReturnRateValuationEndDateRelativeTofield—
  16. 42522 LegReturnRateValuationEndDateOffsetPeriodfield—

    Conditionally required when LegReturnRateValuationEndDateOffsetUnit(42523) is specified.

  17. 42523 LegReturnRateValuationEndDateOffsetUnitfield—

    Conditionally required when LegReturnRateValuationEndDateOffsetPeriod(42522) is specified.

  18. 42524 LegReturnRateValuationEndDateOffsetDayTypefield—
  19. 42525 LegReturnRateValuationEndDateAdjustedfield—
  20. 42526 LegReturnRateValuationFrequencyPeriodfield—

    Conditionally required when LegReturnRateValuationFrequencyUnit(42527) is specified.

  21. 42527 LegReturnRateValuationFrequencyUnitfield—

    Conditionally required when LegReturnRateValuationFrequencyPeriod(42526) is specified.

  22. 42528 LegReturnRateValuationFrequencyRollConventionfield—

    When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of return rate valuation dates.

  23. 42529 LegReturnRateValuationDateBusinessDayConventionfield—

    When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to payment stream return rate valuation dates.

  24. LegReturnRateValuationDateBusinessCenterGrpgroup—

    When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to payment stream return rate valuation dates.

Used in messages

Direct parent structures