Description
LegReturnRateFXConversionGrp is a repeating subcomponent within the LegReturnRateGrp component. It is used to specify the FX conversion rates for an equity return swap payment stream.
Structure
Tag | Field Name | Req'd | Comments | |
---|---|---|---|---|
42530 | NoLegReturnRateFXConversions | N | ||
→ | 42531 | LegReturnRateFXCurrencySymbol | N |
Required if NoLegReturnRateFXConversions <42530> > 0. |
→ | 42532 | LegReturnRateFXRate | N |
Required if NoLegReturnRateFXConversions <42530> > 0. |
→ | 42533 | LegReturnRateFXRateCalc | N |