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<ReturnRateDateGrp> Component Block

ReturnRateDateGrp is a repeating subcomponent within the ReturnRateGrp component. It is used to specify the equity and dividend valuation dates for an equity return swap payment stream.

Used in :

Tag Field Name FIXML Req'd Comments
42709 NoReturnRateDates Dt N

Number of iterations in the return rate date repeating group.
=> 42710 ReturnRateDateMode @Mode C

Required if NoReturnRateDates(42709) > 0.
=> <ReturnRateValuationDateGrp> N
=> 42711 ReturnRateValuationDateRelativeTo @Reltv N

Specifies the anchor date when the return rate valuation dates are relative to an anchor date.

See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
=> 42712 ReturnRateValuationDateOffsetPeriod @OfstPeriod N

Conditionally required when ReturnRateValuationDateOffsetUnit(42713) is specified.
=> 42713 ReturnRateValuationDateOffsetUnit @OfstUnit N

Conditionally required when ReturnRateValuationDateOffsetPeriod(42712) is specified.
=> 42714 ReturnRateValuationDateOffsetDayType @OfstDayTyp N

Specifies the day type of the relative return rate valuation date offset.
=> 42715 ReturnRateValuationStartDateUnadjusted @StartDtUnadj N

The unadjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative.
=> 42716 ReturnRateValuationStartDateRelativeTo @StartDtReltv N

Specifies the anchor date when the return rate valuation start date is relative to an anchor date.

See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
=> 42717 ReturnRateValuationStartDateOffsetPeriod @StartDtOfstPeriod N

Conditionally required when ReturnRateValuationStartDateOffsetUnit(42718) is specified.
=> 42718 ReturnRateValuationStartDateOffsetUnit @StartDtOfstUnit N

Conditionally required when ReturnRateValuationStartDateOffsetPeriod(42717) is specified.
=> 42719 ReturnRateValuationStartDateOffsetDayType @StartDtOfstDayTyp N

Specifies the day type of the relative return rate valuation start date offset.
=> 42720 ReturnRateValuationStartDateAdjusted @StartDt N

The adjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative.
=> 42721 ReturnRateValuationEndDateUnadjusted @EndDtUnadj N

The unadjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative.
=> 42722 ReturnRateValuationEndDateRelativeTo @EndDtReltv N

Specifies the anchor date when the return rate valuation end date is relative to an anchor date.

See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
=> 42723 ReturnRateValuationEndDateOffsetPeriod @EndDtOfstPeriod N

Conditionally required when ReturnRateValuationEndDateOffsetUnit(42724) is specified.
=> 42724 ReturnRateValuationEndDateOffsetUnit @EndDtOfstUnit N

Conditionally required when ReturnRateValuationEndDateOffsetPeriod(42723) is specified.
=> 42725 ReturnRateValuationEndDateOffsetDayType @EndDtOfstDayTyp N

Specifies the day type of the relative return rate valuation end date offset.
=> 42726 ReturnRateValuationEndDateAdjusted @EndDt N

The adjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative.
=> 42727 ReturnRateValuationFrequencyPeriod @FreqPeriod N

Conditionally required when ReturnRateValuationFrequencyUnit(42728) is specified.
=> 42728 ReturnRateValuationFrequencyUnit @FreqUnit N

Conditionally required when ReturnRateValuationFrequencyPeriod(42727) is specified.
=> 42729 ReturnRateValuationFrequencyRollConvention @Roll N

When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream return rate valuation dates.

=> 42730 ReturnRateValuationDateBusinessDayConvention @BizDayCnvtn N

When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to payment stream return rate valuation dates.

=> <ReturnRateValuationDateBusinessCenterGrp> N

When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified values would be specific to payment stream return rate valuation dates.

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