<LegReturnRateDateGrp> Component Block

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.

Used in :

<LegReturnRateGrp>

Tag		Field Name	FIXML	Req'd	Comments
42508		NoLegReturnRateDates		N	Number of iterations in the return rate date repeating group.
=>	42509	LegReturnRateDateMode	@Mode	C	Required if NoLegReturnRateDates(42508) > 0.
=>	<LegReturnRateValuationDateGrp>			N
=>	42510	LegReturnRateValuationDateRelativeTo	@Reltv	N	Specifies the anchor date when the return rate valuation dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
=>	42511	LegReturnRateValuationDateOffsetPeriod	@OfstPeriod	N	Conditionally required when LegReturnRateValuationDateOffsetUnit(42512) is specified.
=>	42512	LegReturnRateValuationDateOffsetUnit	@OfstUnit	N	Conditionally required when LegReturnRateValuationDateOffsetPeriod(42511) is specified.
=>	42513	LegReturnRateValuationDateOffsetDayType	@OfstDayTyp	N	Specifies the day type of the relative return rate valuation date offset.
=>	42514	LegReturnRateValuationStartDateUnadjusted	@StartDtUnadj	N	The unadjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative.
=>	42515	LegReturnRateValuationStartDateRelativeTo	@StartDtReltv	N	Specifies the anchor date when the return rate valuation start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
=>	42516	LegReturnRateValuationStartDateOffsetPeriod	@StartDtOfstPeriod	N	Conditionally required when LegReturnRateValuationStartDateOffsetUnit(42517) is specified.
=>	42517	LegReturnRateValuationStartDateOffsetUnit	@StartDtOfstUnit	N	Conditionally required when LegReturnRateValuationStartDateOffsetPeriod(42516) is specified.
=>	42518	LegReturnRateValuationStartDateOffsetDayType	@StartDtOfstDayTyp	N	Specifies the day type of the relative return rate valuation start date offset.
=>	42519	LegReturnRateValuationStartDateAdjusted	@StartDt	N	The adjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative.
=>	42520	LegReturnRateValuationEndDateUnadjusted	@EndDtUnadj	N	The unadjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative.
=>	42521	LegReturnRateValuationEndDateRelativeTo	@EndDtReltv	N	Specifies the anchor date when the return rate valuation end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
=>	42522	LegReturnRateValuationEndDateOffsetPeriod	@EndDtOfstPeriod	N	Conditionally required when LegReturnRateValuationEndDateOffsetUnit(42523) is specified.
=>	42523	LegReturnRateValuationEndDateOffsetUnit	@EndDtOfstUnit	N	Conditionally required when LegReturnRateValuationEndDateOffsetPeriod(42522) is specified.
=>	42524	LegReturnRateValuationEndDateOffsetDayType	@EndDtOfstDayTyp	N	Specifies the day type of the relative return rate valuation end date offset.
=>	42525	LegReturnRateValuationEndDateAdjusted	@EndDt	N	The adjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative.
=>	42526	LegReturnRateValuationFrequencyPeriod	@FreqPeriod	N	Conditionally required when LegReturnRateValuationFrequencyUnit(42527) is specified.
=>	42527	LegReturnRateValuationFrequencyUnit	@FreqUnit	N	Conditionally required when LegReturnRateValuationFrequencyPeriod(42526) is specified.
=>	42528	LegReturnRateValuationFrequencyRollConvention	@Roll	N	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.
=>	42529	LegReturnRateValuationDateBusinessDayConvention	@BizDayCnvtn	N	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.
=>	<LegReturnRateValuationDateBusinessCenterGrp>			N	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.

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