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. |
||||
| => | 42762 | ReturnRateInformationSource | @RtSrc | C |
Required if NoReturnRateInformationSources(42761) > 0. |
||
| => | 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 |
||
| => | 42764 | ReturnRateReferencePageHeading | @RefHdng | N |
Identifies the page heading from the rate source. |
||
© 2026.
EPAM Systems. All Rights Reserved.
All material contained within the website is copyright of EPAM Systems, Inc. No material contained herein can be copied or otherwise used without the express permission of the copyright holder.