<ReturnRateGrp> component block

FIX 5.0 SP2 EP292

Description

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

Structure

Tag		Field Name	Req'd	Comments
42735		NoReturnRates	N
→	42736	ReturnRatePriceSequence	N	Required if NoReturnRates <42735> > 0.
→	42737	ReturnRateCommissionBasis	N
→	42738	ReturnRateCommissionAmount	N
→	42739	ReturnRateCommissionCurrency	N	If not specified, this is defaulted to the reporting currency.
→	42740	ReturnRateTotalCommissionPerTrade	N
→	42741	ReturnRateDeterminationMethod	N
→	Component Block - <ReturnRatePriceGrp>		N
→	Component Block - <ReturnRateFXConversionGrp>		N
→	42742	ReturnRateAmountRelativeTo	N
→	42743	ReturnRateQuoteMeasureType	N
→	42744	ReturnRateQuoteUnits	N
→	42745	ReturnRateQuoteMethod	N
→	42746	ReturnRateQuoteCurrency	N
→	42747	ReturnRateQuoteCurrencyType	N
→	42748	ReturnRateQuoteTimeType	N	Mutually exclusive with ReturnRateQuoteTime <42749>.
→	42749	ReturnRateQuoteTime	N	Mutually exclusive with ReturnRateQuoteTimeType <42748>.
→	42750	ReturnRateQuoteDate	N
→	42751	ReturnRateQuoteExpirationTime	N
→	42752	ReturnRateQuoteBusinessCenter	N
→	42753	ReturnRateQuoteExchange	N
→	Component Block - <ReturnRateInformationSourceGrp>		N
→	42754	ReturnRateQuotePricingModel	N
→	42755	ReturnRateCashFlowType	N
→	Component Block - <ReturnRateDateGrp>		N
→	42756	ReturnRateValuationTimeType	N	Mutually exclusive with ReturnRateValuationTime <42757>.
→	42757	ReturnRateValuationTime	N	Mutually exclusive with ReturnRateValuationTimeType <42756>.
→	42758	ReturnRateValuationTimeBusinessCenter	N
→	42759	ReturnRateValuationPriceOption	N
→	42760	ReturnRateFinalPriceFallback	N

Used In

<PaymentStreamFloatingRate>