| FRAMES | NO FRAMES |
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ReturnRatePriceGrp is a repeating subcomponent within the ReturnRateGrp component. It is used to specify the return rate prices for an equity return swap payment stream.
Used in :
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| 42765 | NoReturnRatePrices | Px | N |
Number of iterations in the return rate price repeating group. |
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| => | 42766 | ReturnRatePriceBasis | @PxBasis | C |
Required if NoReturnRatePrices(42765) > 0. |
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| => | 42767 | ReturnRatePrice | @Px | N |
Specifies the price of the underlying swap asset. |
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| => | 42768 | ReturnRatePriceCurrency | @Ccy | N |
Specifies the currency of the price of the underlying swap asset. Uses ISO 4217 currency codes. |
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| => | 42769 | ReturnRatePriceType | @PxTyp | N |
Specifies whether the ReturnRatePrice(42767) is expressed in absolute or relative terms. |
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| FRAMES | NO FRAMES |