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<LegReturnRatePriceGrp> Component Block

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.
=> 42565 LegReturnRatePriceBasis @PxBasis C

Required if NoLegReturnRatePrices(42564) > 0.
=> 42566 LegReturnRatePrice @Px N

Specifies the price of the underlying swap asset.
=> 42567 LegReturnRatePriceCurrency @Ccy N

Specifies the currency of the price of the leg swap asset. Uses ISO 4217 currency codes.
=> 42568 LegReturnRatePriceType @PxTyp N

Specifies whether the LegReturnRatePrice(42566) is expressed in absolute or relative terms.

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