<UnderlyingReturnRateGrp> component block

FIX 5.0 SP2 EP292

Description

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.

Structure

Tag		Field Name	Req'd	Comments
43034		NoUnderlyingReturnRates	N
→	43035	UnderlyingReturnRatePriceSequence	N	Required if NoUnderlyingReturnRates <43034> > 0.
→	43036	UnderlyingReturnRateCommissionBasis	N
→	43037	UnderlyingReturnRateCommissionAmount	N
→	43038	UnderlyingReturnRateCommissionCurrency	N	If not specified, this is defaulted to the reporting currency.
→	43039	UnderlyingReturnRateTotalCommissionPerTrade	N
→	43040	UnderlyingReturnRateDeterminationMethod	N
→	Component Block - <UnderlyingReturnRatePriceGrp>		N
→	Component Block - <UnderlyingReturnRateFXConversionGrp>		N
→	43041	UnderlyingReturnRateAmountRelativeTo	N
→	43042	UnderlyingReturnRateQuoteMeasureType	N
→	43043	UnderlyingReturnRateQuoteUnits	N
→	43044	UnderlyingReturnRateQuoteMethod	N
→	43045	UnderlyingReturnRateQuoteCurrency	N
→	43046	UnderlyingReturnRateQuoteCurrencyType	N
→	43047	UnderlyingReturnRateQuoteTimeType	N	Mutually exclusive with UnderlyingReturnRateQuoteTime <43048>.
→	43048	UnderlyingReturnRateQuoteTime	N	Mutually exclusive with UnderlyingReturnRateQuoteTimeType <43047>.
→	43049	UnderlyingReturnRateQuoteDate	N
→	43050	UnderlyingReturnRateQuoteExpirationTime	N
→	43051	UnderlyingReturnRateQuoteBusinessCenter	N
→	43052	UnderlyingReturnRateQuoteExchange	N
→	Component Block - <UnderlyingReturnRateInformationSourceGrp>		N
→	43053	UnderlyingReturnRateQuotePricingModel	N
→	43054	UnderlyingReturnRateCashFlowType	N
→	Component Block - <UnderlyingReturnRateDateGrp>		N
→	43055	UnderlyingReturnRateValuationTimeType	N	Mutually exclusive with UnderlyingReturnRateValuationTime <43056>
→	43056	UnderlyingReturnRateValuationTime	N	Mutually exclusive with UnderlyingReturnRateValuationTimeType <43055>.
→	43057	UnderlyingReturnRateValuationTimeBusinessCenter	N
→	43058	UnderlyingReturnRateValuationPriceOption	N
→	43059	UnderlyingReturnRateFinalPriceFallback	N

Used In

<UnderlyingPaymentStreamFloatingRate>