| FRAMES | NO FRAMES |
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ReturnRateInformationSourceGrp is a repeating subcomponent within the ReturnRateGrp component. It is used to specify the information sources for equity prices and FX rates for an equity return swap payment stream.
Used in :
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| 42761 | NoReturnRateInformationSources | N |
Number of iterations in the return rate information source repeating group. |
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| => | 42762 | ReturnRateInformationSource | @RtSrc | C |
Required if NoReturnRateInformationSources(42761) > 0. |
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| => | 42763 | ReturnRateReferencePage | @RefPg | N |
Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When ReturnRateInformationSource(42762) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option |
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| => | 42764 | ReturnRateReferencePageHeading | @RefHdng | N |
Identifies the page heading from the rate source. |
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| FRAMES | NO FRAMES |