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LegReturnRateGrp

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.

TagNameTypeRequiredDescription
42534NumInGroup
Required
Number of iterations in the return rate repeating group.
42535Int EnumRequired if NoLegReturnRates(42534) > 0
42536Char Enum
42537Amount
42538CurrencyIf not specified, this is defaulted to the reporting currency
42539Amount
42540String
Component
Component
42541Int
42542String
42543String
42544Int Enum
42545Currency
42546String
42547Int EnumMutually exclusive with LegReturnRateQuoteTime(42548)
42548LocalMktTimeMutually exclusive with LegReturnRateQuoteTimeType(42547)
42549LocalMktDate
42550LocalMktTime
42551String
42552Exchange
Component
42553String
42554String
Component
42555Int EnumMutually exclusive with LegReturnRateValuationTime(42556)
42556LocalMktTimeMutually exclusive with LegReturnRateValuationTimeType(42555)
42557String
42558Int Enum
42559Int Enum