ReturnRateDateGrp is a repeating subcomponent within the ReturnRateGrp component. It is used to specify the equity and dividend valuation dates for an equity return swap payment stream.
| Tag | Name | Type | Required | Description |
|---|---|---|---|---|
| 42709 | NumInGroup | Number of iterations in the return rate date repeating group. | ||
| 42710 | Int Enum | Required if NoReturnRateDates(42709) > 0 | ||
| Component | ||||
| 42711 | Int | |||
| 42712 | Int | Conditionally required when ReturnRateValuationDateOffsetUnit(42713) is specified | ||
| 42713 | String Enum | Conditionally required when ReturnRateValuationDateOffsetPeriod(42712) is specified | ||
| 42714 | Int Enum | |||
| 42715 | LocalMktDate | |||
| 42716 | Int | |||
| 42717 | Int | Conditionally required when ReturnRateValuationStartDateOffsetUnit(42718) is specified | ||
| 42718 | String Enum | Conditionally required when ReturnRateValuationStartDateOffsetPeriod(42717) is specified | ||
| 42719 | Int Enum | |||
| 42720 | LocalMktDate | |||
| 42721 | LocalMktDate | |||
| 42722 | Int | |||
| 42723 | Int | Conditionally required when ReturnRateValuationEndDateOffsetUnit(42724) is specified | ||
| 42724 | String Enum | Conditionally required when ReturnRateValuationEndDateOffsetPeriod(42723) is specified | ||
| 42725 | Int Enum | |||
| 42726 | LocalMktDate | |||
| 42727 | Int | Conditionally required when ReturnRateValuationFrequencyUnit(42728) is specified | ||
| 42728 | String Enum | Conditionally required when ReturnRateValuationFrequencyPeriod(42727) is specified | ||
| 42729 | String Enum | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream return rate valuation dates | ||
| 42730 | Int Enum | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. 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 DateAdjustment component in Instrument. The specified values would be specific to payment stream return rate valuation dates |