Description

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

Structure

Tag Field Name Req'd Comments
42534 NoLegReturnRates N
42535 LegReturnRatePriceSequence N

Required if NoLegReturnRates <42534> > 0.

42536 LegReturnRateCommissionBasis N
42537 LegReturnRateCommissionAmount N
42538 LegReturnRateCommissionCurrency N

If not specified, this is defaulted to the reporting currency.

42539 LegReturnRateTotalCommissionPerTrade N
42540 LegReturnRateDeterminationMethod N
Component Block - <LegReturnRatePriceGrp> N
Component Block - <LegReturnRateFXConversionGrp> N
42541 LegReturnRateAmountRelativeTo N
42542 LegReturnRateQuoteMeasureType N
42543 LegReturnRateQuoteUnits N
42544 LegReturnRateQuoteMethod N
42545 LegReturnRateQuoteCurrency N
42546 LegReturnRateQuoteCurrencyType N
42547 LegReturnRateQuoteTimeType N

Mutually exclusive with LegReturnRateQuoteTime <42548>.

42548 LegReturnRateQuoteTime N

Mutually exclusive with LegReturnRateQuoteTimeType <42547>.

42549 LegReturnRateQuoteDate N
42550 LegReturnRateQuoteExpirationTime N
42551 LegReturnRateQuoteBusinessCenter N
42552 LegReturnRateQuoteExchange N
Component Block - <LegReturnRateInformationSourceGrp> N
42553 LegReturnRateQuotePricingModel N
42554 LegReturnRateCashFlowType N
Component Block - <LegReturnRateDateGrp> N
42555 LegReturnRateValuationTimeType N

Mutually exclusive with LegReturnRateValuationTime <42556>.

42556 LegReturnRateValuationTime N

Mutually exclusive with LegReturnRateValuationTimeType <42555>.

42557 LegReturnRateValuationTimeBusinessCenter N
42558 LegReturnRateValuationPriceOption N
42559 LegReturnRateFinalPriceFallback N

Used In