<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 :

<LegPaymentStreamFloatingRate>

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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