ReturnRateGrp is a repeating subcomponent within the PaymentStreamFloatingRate component. It is used to specify the multiple return rates for an equity return swap payment stream.
Used in :
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| 42735 | NoReturnRates | RtnRt | N |
Number of iterations in the return rate repeating group. |
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| => | 42736 | ReturnRatePriceSequence | @PxSeq | C |
Required if NoReturnRates(42735) > 0. |
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| => | 42737 | ReturnRateCommissionBasis | @CommBasis | N |
Specifies the basis or unit used to calculate the commission. |
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| => | 42738 | ReturnRateCommissionAmount | @CommAmt | N |
The commission amount. |
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| => | 42739 | ReturnRateCommissionCurrency | @CommCcy | N |
If not specified, this is defaulted to the reporting currency. |
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| => | 42740 | ReturnRateTotalCommissionPerTrade | @TotCommPerTrd | N |
The total commission per trade. |
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| => | 42741 | ReturnRateDeterminationMethod | @DtrmnMeth | N |
Specifies the method by which the underlier prices are determined. See http://www.fpml.org/coding-scheme/determination-method for values. |
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| => | <ReturnRatePriceGrp> | N | |||||
| => | <ReturnRateFXConversionGrp> | N | |||||
| => | 42742 | ReturnRateAmountRelativeTo | @AmtReltv | N |
Specifies the reference amount when the return rate amount is relative to another amount in the trade. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of relative amounts. |
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| => | 42743 | ReturnRateQuoteMeasureType | @QteTyp | N |
Specifies the type of the measure applied to the return rate's asset, e.g. valuation, sensitivity risk. This could be an NPV, a cash flow, a clean price, etc. See http://www.fpml.org/coding-scheme/asset-measure for values. |
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| => | 42744 | ReturnRateQuoteUnits | @QteUnit | N |
Specifies the units that the measure is expressed in. If not specified, the default is a price/value in currency units. See http://www.fpml.org/coding-scheme/price-quote-units for values. |
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| => | 42745 | ReturnRateQuoteMethod | @QteMeth | N |
Specifies the type of quote used to determine the return rate of the swap. |
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| => | 42746 | ReturnRateQuoteCurrency | @QteCcy | N |
Specifies the currency the return rate quote is denominated in. Uses ISO 4217 Currency Code. |
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| => | 42747 | ReturnRateQuoteCurrencyType | @QteCcyTyp | N |
Specifies the type of currency, e.g. settlement currency, base currency, etc., that the quote is reported in. See http://www.fpml.org/coding-scheme/reporting-currency-type for values. |
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| => | 42748 | ReturnRateQuoteTimeType | @QteTmTyp | N |
Mutually exclusive with ReturnRateQuoteTime(42749). |
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| => | 42749 | ReturnRateQuoteTime | @QteTm | N |
Mutually exclusive with ReturnRateQuoteTimeType(42748). |
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| => | 42750 | ReturnRateQuoteDate | @QteDt | N |
The date when the quote is to be generated. |
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| => | 42751 | ReturnRateQuoteExpirationTime | @QteExpTm | N |
The time when the quote ceases to be valid. |
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| => | 42752 | ReturnRateQuoteBusinessCenter | @QteBizCtr | N |
The business center calendar used for adjustments associated with ReturnRateQuoteTimeType(42748) or ReturnRateQuoteTime(42749) and ReturnRateQuoteDate(42750), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. |
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| => | 42753 | ReturnRateQuoteExchange | @QteExch | N |
Specifies the exchange (e.g. stock or listed futures/options exchange) from which the quote is obtained. |
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| => | <ReturnRateInformationSourceGrp> | N | |||||
| => | 42754 | ReturnRateQuotePricingModel | @QteModel | N |
Specifies the pricing model used to evaluate the underlying asset price. See http://www.fpml.org/coding-scheme/pricing-model for values. |
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| => | 42755 | ReturnRateCashFlowType | @CshFlow | N |
Specifies the type of cash flows, e.g. coupon payment, premium fee, settlement fee, etc. See http://www.fpml.org/coding-scheme/cashflow-type for values. |
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| => | <ReturnRateDateGrp> | N | |||||
| => | 42756 | ReturnRateValuationTimeType | @ValTmTyp | N |
Mutually exclusive with ReturnRateValuationTime(42757). |
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| => | 42757 | ReturnRateValuationTime | @ValTm | N |
Mutually exclusive with ReturnRateValuationTimeType(42756). |
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| => | 42758 | ReturnRateValuationTimeBusinessCenter | @ValTmBizCtr | N |
The business center calendar used for adjustments associated with ReturnRateValuationTimeType(42756) or ReturnRateValuationTime(42757), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. |
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| => | 42759 | ReturnRateValuationPriceOption | @ValPxOpt | N |
Indicates whether an ISDA price option applies, and if applicable which type of price. |
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| => | 42760 | ReturnRateFinalPriceFallback | @FnlPxFallbck | N |
Specifies the fallback provision for the hedging party in the determination of the final price. |
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