<ReturnRateFXConversionGrp> Component Block

ReturnRateFXConversionGrp is a repeating subcomponent within the ReturnRateGrp component. It is used to specify the FX conversion rates for an equity return swap payment stream.

Used in :

Tag Field Name FIXML Req'd Comments
42731 NoReturnRateFXConversions FxCnvrsn N

Number of iterations in the return rate FX conversion repeating group.

=> 42732 ReturnRateFXCurrencySymbol @CcySym C

Required if NoReturnRateFXConversions(42731) > 0.

=> 42733 ReturnRateFXRate @FxRt C

Required if NoReturnRateFXConversions(42731) > 0.

=> 42734 ReturnRateFXRateCalc @FxRtCalc N

Specifies whether ReturnRateFXRate(42733) should be multiplied or divided.