| FRAMES | NO FRAMES |
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LegReturnRatePriceGrp is a repeating subcomponent within the LegReturnRateGrp component. It is used to specify the return rate prices for an equity return swap payment stream.
Used in :
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| 42564 | NoLegReturnRatePrices | N |
Number of iterations in the return rate price repeating group. |
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| => | 42565 | LegReturnRatePriceBasis | @PxBasis | C |
Required if NoLegReturnRatePrices(42564) > 0. |
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| => | 42566 | LegReturnRatePrice | @Px | N |
Specifies the price of the underlying swap asset. |
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| => | 42567 | LegReturnRatePriceCurrency | @Ccy | N |
Specifies the currency of the price of the leg swap asset. Uses ISO 4217 currency codes. |
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| => | 42568 | LegReturnRatePriceType | @PxTyp | N |
Specifies whether the LegReturnRatePrice(42566) is expressed in absolute or relative terms. |
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| FRAMES | NO FRAMES |