<LegReturnRateFXConversionGrp> Component Block

LegReturnRateFXConversionGrp is a repeating subcomponent within the LegReturnRateGrp component. It is used to specify the FX conversion rates for an equity return swap payment stream.

Used in :

Tag Field Name FIXML Req'd Comments
42530 NoLegReturnRateFXConversions FxCnvrsn N

Number of iterations in the return rate FX conversion repeating group.

=> 42531 LegReturnRateFXCurrencySymbol @CcySym C

Required if NoLegReturnRateFXConversions(42530) > 0.

=> 42532 LegReturnRateFXRate @FxRt C

Required if NoLegReturnRateFXConversions(42530) > 0.

=> 42533 LegReturnRateFXRateCalc @FxRtCalc N

The rate of exchange between the two currencies specified in LegReturnRateFXCurrencySymbol(42531).