LegReturnRateDateGrp is a repeating subcomponent within the LegReturnRateGrp component. It is used to specify the equity and dividend valuation dates for an equity return swap payment stream.
| Tag | Name | Type | Required | Description |
|---|---|---|---|---|
| 42508 | NumInGroup | Number of iterations in the return rate date repeating group. | ||
| 42509 | Int Enum | Required if NoLegReturnRateDates(42508) > 0 | ||
| Component | ||||
| 42510 | Int | |||
| 42511 | Int | Conditionally required when LegReturnRateValuationDateOffsetUnit(42512) is specified | ||
| 42512 | String Enum | Conditionally required when LegReturnRateValuationDateOffsetPeriod(42511) is specified | ||
| 42513 | Int Enum | |||
| 42514 | LocalMktDate | |||
| 42515 | Int | |||
| 42516 | Int | Conditionally required when LegReturnRateValuationStartDateOffsetUnit(42517) is specified | ||
| 42517 | String Enum | Conditionally required when LegReturnRateValuationStartDateOffsetPeriod(42516) is specified | ||
| 42518 | Int Enum | |||
| 42519 | LocalMktDate | |||
| 42520 | LocalMktDate | |||
| 42521 | Int | |||
| 42522 | Int | Conditionally required when LegReturnRateValuationEndDateOffsetUnit(42523) is specified | ||
| 42523 | String Enum | Conditionally required when LegReturnRateValuationEndDateOffsetPeriod(42522) is specified | ||
| 42524 | Int Enum | |||
| 42525 | LocalMktDate | |||
| 42526 | Int | Conditionally required when LegReturnRateValuationFrequencyUnit(42527) is specified | ||
| 42527 | String Enum | Conditionally required when LegReturnRateValuationFrequencyPeriod(42526) is specified | ||
| 42528 | String Enum | When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of return rate valuation dates | ||
| 42529 | Int Enum | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to payment stream return rate valuation dates | ||
| Component | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to payment stream return rate valuation dates |