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<LegReturnRateGrp> Component Block

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

Used in :

Tag Field Name FIXML Req'd Comments
42534 NoLegReturnRates N

Number of iterations in the return rate repeating group.
=> 42535 LegReturnRatePriceSequence @PxSeq C

Required if NoLegReturnRates(42534) > 0.
=> 42536 LegReturnRateCommissionBasis @CommBasis N

Specifies the basis or unit used to calculate the commission.
=> 42537 LegReturnRateCommissionAmount @CommAmt N

The commission amount.
=> 42538 LegReturnRateCommissionCurrency @CommCcy N

If not specified, this is defaulted to the reporting currency.
=> 42539 LegReturnRateTotalCommissionPerTrade @TotCommPerTrd N

The total commission per trade.
=> 42540 LegReturnRateDeterminationMethod @DtrmnMeth N

Specifies the method by which the underlier prices are determined.

See http://www.fpml.org/coding-scheme/determination-method for values.
=> <LegReturnRatePriceGrp> N
=> <LegReturnRateFXConversionGrp> N
=> 42541 LegReturnRateAmountRelativeTo @AmtReltv N

Specifies the reference amount when the return rate amount is relative to another amount in the trade.

See http://www.fixtradingcommunity.org/codelists#Amount_Relative_To for code list of relative amounts.
=> 42542 LegReturnRateQuoteMeasureType @QteTyp N

Specifies the type of the measure applied to the return rate's asset, e.g. valuation, sensitivity risk. This could be an NPV, a cash flow, a clean price, etc.

See http://www.fpml.org/coding-scheme/asset-measure for values.
=> 42543 LegReturnRateQuoteUnits @QteUnit N

Specifies the units that the measure is expressed in. If not specified, the default is a price/value in currency units.

See http://www.fpml.org/coding-scheme/price-quote-units for values.
=> 42544 LegReturnRateQuoteMethod @QteMeth N

Specifies the type of quote used to determine the return rate of the swap.
=> 42545 LegReturnRateQuoteCurrency @QteCcy N

Specifies the currency the return rate quote is denominated in. Uses ISO 4217 Currency Code.
=> 42546 LegReturnRateQuoteCurrencyType @QteCcyTyp N

Specifies the type of currency, e.g. settlement currency, base currency, etc., that the quote is reported in.

See http://www.fpml.org/coding-scheme/reporting-currency-type for values.
=> 42547 LegReturnRateQuoteTimeType @QteTmTyp N

Mutually exclusive with LegReturnRateQuoteTime(42548).
=> 42548 LegReturnRateQuoteTime @QteTm N

Mutually exclusive with LegReturnRateQuoteTimeType(42547).
=> 42549 LegReturnRateQuoteDate @QteDt N

The date when the quote is to be generated.
=> 42550 LegReturnRateQuoteExpirationTime @QteExpTm N

The time when the quote ceases to be valid.
=> 42551 LegReturnRateQuoteBusinessCenter @QteBizCtr N

The business center calendar used for adjustments associated with LegReturnRateQuoteTimeType(42547) or LegReturnRateQuoteTime(42548) and LegReturnRateQuoteDate(42549), e.g. "GBLO".

See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
=> 42552 LegReturnRateQuoteExchange @QteExch N

Specifies the exchange (e.g. stock or listed futures/options exchange) from which the quote is obtained.
=> <LegReturnRateInformationSourceGrp> N
=> 42553 LegReturnRateQuotePricingModel @QteModel N

Specifies the pricing model used to evaluate the underlying asset price.

See http://www.fpml.org/coding-scheme/pricing-model for values.
=> 42554 LegReturnRateCashFlowType @CshFlow N

Specifies the type of cash flows, e.g. coupon payment, premium fee, settlement fee, etc.

See http://www.fpml.org/coding-scheme/cashflow-type for values.
=> <LegReturnRateDateGrp> N
=> 42555 LegReturnRateValuationTimeType @ValTmTyp N

Mutually exclusive with LegReturnRateValuationTime(42556).
=> 42556 LegReturnRateValuationTime @ValTm N

Mutually exclusive with LegReturnRateValuationTimeType(42555).
=> 42557 LegReturnRateValuationTimeBusinessCenter @ValTmBizCtr N

The business center calendar used for adjustments associated with LegReturnRateValuationTimeType(42555) or LegReturnRateValuationTime(42556), e.g. "GBLO".

See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
=> 42558 LegReturnRateValuationPriceOption @ValPxOpt N

Indicates whether an ISDA price option applies, and if applicable which type of price.
=> 42559 LegReturnRateFinalPriceFallback @FnlPxFallbck N

Specifies the fallback provision for the hedging party in the determination of the final price.

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