FRAMES | NO FRAMES

<UnderlyingReturnRateDateGrp> Component Block

UnderlyingReturnRateDateGrp is a repeating subcomponent within the UnderlyingReturnRateGrp component. It is used to specify the equity and dividend valuation dates for an equity return swap payment stream.

Used in :

Tag Field Name FIXML Req'd Comments
43008 NoUnderlyingReturnRateDates N

Number of iterations in the return rate date repeating group.
=> 43009 UnderlyingReturnRateDateMode @Mode C

Required if NoUnderlyingReturnRateDates(43008) > 0.
=> <UnderlyingReturnRateValuationDateGrp> N
=> 43010 UnderlyingReturnRateValuationDateRelativeTo @Reltv N

Specifies the anchor date when the return rate valuation dates are relative to an anchor date.

See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
=> 43011 UnderlyingReturnRateValuationDateOffsetPeriod @OfstPeriod N

Conditionally required when UnderlyingReturnRateValuationDateOffsetUnit(43012) is specified.
=> 43012 UnderlyingReturnRateValuationDateOffsetUnit @OfstUnit N

Conditionally required when UnderlyingReturnRateValuationDateOffsetPeriod(43011) is specified.
=> 43013 UnderlyingReturnRateValuationDateOffsetDayType @OfstDayTyp N

Specifies the day type of the relative return rate valuation date offset.
=> 43014 UnderlyingReturnRateValuationStartDateUnadjusted @StartDtUnadj N

The unadjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative.
=> 43015 UnderlyingReturnRateValuationStartDateRelativeTo @StartDtReltv N

Specifies the anchor date when the return rate valuation start date is relative to an anchor date.

See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
=> 43016 UnderlyingReturnRateValuationStartDateOffsetPeriod @StartDtOfstPeriod N

Conditionally required when UnderlyingReturnRateValuationStartDateOffsetUnit(43017) is specified.
=> 43017 UnderlyingReturnRateValuationStartDateOffsetUnit @StartDtOfstUnit N

Conditionally required when UnderlyingReturnRateValuationStartDateOffsetPeriod(43016) is specified.
=> 43018 UnderlyingReturnRateValuationStartDateOffsetDayType @StartDtOfstDayTyp N

Specifies the day type of the relative return rate valuation start date offset.
=> 43019 UnderlyingReturnRateValuationStartDateAdjusted @StartDt N

The adjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative.
=> 43020 UnderlyingReturnRateValuationEndDateUnadjusted @EndDtUnadj N

The unadjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative.
=> 43021 UnderlyingReturnRateValuationEndDateRelativeTo @EndDtReltv N

Specifies the anchor date when the return rate valuation end date is relative to an anchor date.

See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
=> 43022 UnderlyingReturnRateValuationEndDateOffsetPeriod @EndDtOfstPeriod N

Conditionally required when UnderlyingReturnRateValuationEndDateOffsetUnit(43023) is specified.
=> 43023 UnderlyingReturnRateValuationEndDateOffsetUnit @EndDtOfstUnit N

Conditionally required when UnderlyingReturnRateValuationEndDateOffsetPeriod(43022) is specified.
=> 43024 UnderlyingReturnRateValuationEndDateOffsetDayType @EndDtOfstDayTyp N

Specifies the day type of the relative return rate valuation end date offset.
=> 43025 UnderlyingReturnRateValuationEndDateAdjusted @EndDt N

The adjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative.
=> 43026 UnderlyingReturnRateValuationFrequencyPeriod @FreqPeriod N

Conditionally required when UnderlyingReturnRateValuationFrequencyUnit(43027) is specified.
=> 43027 UnderlyingReturnRateValuationFrequencyUnit @FreqUnit N

Conditionally required when UnderlyingReturnRateValuationFrequencyPeriod(43026) is specified.
=> 43028 UnderlyingReturnRateValuationFrequencyRollConvention @Roll N

When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the return rate dates.

=> 43029 UnderlyingReturnRateValuationDateBusinessDayConvention @BizDayCnvtn N

When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to payment stream return rate valuation dates.

=> <UnderlyingReturnRateValuationDateBusinessCenterGrp> N

When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to payment stream return rate valuation dates.

FRAMES | NO FRAMES