LegReturnRateInformationSourceGrp is a repeating subcomponent within the LegReturnRateGrp component. It is used to specify the information sources for equity prices and FX rates for an equity return swap payment stream.
Used in :
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| 42560 | NoLegReturnRateInformationSources | N |
Number of iterations in the return rate information source repeating group. |
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| => | 42561 | LegReturnRateInformationSource | @RtSrc | C |
Required if NoLegReturnRateInformationSources(42560) > 0. |
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| => | 42562 | LegReturnRateReferencePage | @RefPg | N |
Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When LegReturnRateInformationSource(42561) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option. |
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| => | 42563 | LegReturnRateReferencePageHeading | @RefHdng | N |
Identifies the page heading from the rate source. |
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