<UnderlyingReturnRateGrp> Component Block

UnderlyingReturnRateGrp is a repeating subcomponent within the UnderlyingPaymentStreamFloatingRate component. It is used to specify the multiple return rates for an equity return swap payment stream.

Used in :

<UnderlyingPaymentStreamFloatingRate>

Tag		Field Name	FIXML	Req'd	Comments
43034		NoUnderlyingReturnRates		N	Number of iterations in the return rate repeating group.
=>	43035	UnderlyingReturnRatePriceSequence	@PxSeq	C	Required if NoUnderlyingReturnRates(43034) > 0.
=>	43036	UnderlyingReturnRateCommissionBasis	@CommBasis	N	Specifies the basis or unit used to calculate the commission.
=>	43037	UnderlyingReturnRateCommissionAmount	@CommAmt	N	The commission amount.
=>	43038	UnderlyingReturnRateCommissionCurrency	@CommCcy	N	If not specified, this is defaulted to the reporting currency.
=>	43039	UnderlyingReturnRateTotalCommissionPerTrade	@TotCommPerTrd	N	The total commission per trade.
=>	43040	UnderlyingReturnRateDeterminationMethod	@DtrmnMeth	N	Specifies the method by which the underlier prices are determined. See http://www.fpml.org/coding-scheme/determination-method for values.
=>	<UnderlyingReturnRatePriceGrp>			N
=>	<UnderlyingReturnRateFXConversionGrp>			N
=>	43041	UnderlyingReturnRateAmountRelativeTo	@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.
=>	43042	UnderlyingReturnRateQuoteMeasureType	@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.
=>	43043	UnderlyingReturnRateQuoteUnits	@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.
=>	43044	UnderlyingReturnRateQuoteMethod	@QteMeth	N	Specifies the type of quote used to determine the return rate of the swap.
=>	43045	UnderlyingReturnRateQuoteCurrency	@QteCcy	N	Specifies the currency the return rate quote is denominated in. Uses ISO 4217 Currency Code.
=>	43046	UnderlyingReturnRateQuoteCurrencyType	@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.
=>	43047	UnderlyingReturnRateQuoteTimeType	@QteTmTyp	N	Mutually exclusive with UnderlyingReturnRateQuoteTime(43048).
=>	43048	UnderlyingReturnRateQuoteTime	@QteTm	N	Mutually exclusive with UnderlyingReturnRateQuoteTimeType(43047).
=>	43049	UnderlyingReturnRateQuoteDate	@QteDt	N	The date when the quote is to be generated.
=>	43050	UnderlyingReturnRateQuoteExpirationTime	@QteExpTm	N	The time when the quote ceases to be valid.
=>	43051	UnderlyingReturnRateQuoteBusinessCenter	@QteBizCtr	N	The business center calendar used for adjustments associated with UnderlyingReturnRateQuoteTimeType(43047) or UnderlyingReturnRateQuoteTime(43048) and UnderlyingReturnRateQuoteDate(43049), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
=>	43052	UnderlyingReturnRateQuoteExchange	@QteExch	N	Specifies the exchange (e.g. stock or listed futures/options exchange) from which the quote is obtained.
=>	<UnderlyingReturnRateInformationSourceGrp>			N
=>	43053	UnderlyingReturnRateQuotePricingModel	@QteModel	N	Specifies the pricing model used to evaluate the underlying asset price. See http://www.fpml.org/coding-scheme/pricing-model for values.
=>	43054	UnderlyingReturnRateCashFlowType	@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.
=>	<UnderlyingReturnRateDateGrp>			N
=>	43055	UnderlyingReturnRateValuationTimeType	@ValTmTyp	N	Mutually exclusive with UnderlyingReturnRateValuationTime(43056)
=>	43056	UnderlyingReturnRateValuationTime	@ValTm	N	Mutually exclusive with UnderlyingReturnRateValuationTimeType(43055).
=>	43057	UnderlyingReturnRateValuationTimeBusinessCenter	@ValTmBizCtr	N	The business center calendar used for adjustments associated with UnderlyingReturnRateValuationTimeType(43055) or UnderlyingReturnRateValuationTime(43056) , e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
=>	43058	UnderlyingReturnRateValuationPriceOption	@ValPxOpt	N	Indicates whether an ISDA price option applies, and if applicable which type of price.
=>	43059	UnderlyingReturnRateFinalPriceFallback	@FnlPxFallbck	N	Specifies the fallback provision for the hedging party in the determination of the final price.