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ReturnRateGrp

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.

TagNameTypeRequiredDescription
42735NumInGroup
Required
Number of iterations in the return rate repeating group.
42736Int EnumRequired if NoReturnRates(42735) > 0
42737Char Enum
42738Amount
42739CurrencyIf not specified, this is defaulted to the reporting currency
42740Amount
42741String
Component
Component
42742Int
42743String
42744String
42745Int Enum
42746Currency
42747String
42748Int EnumMutually exclusive with ReturnRateQuoteTime(42749)
42749LocalMktTimeMutually exclusive with ReturnRateQuoteTimeType(42748)
42750LocalMktDate
42751LocalMktTime
42752String
42753Exchange
Component
42754String
42755String
Component
42756Int EnumMutually exclusive with ReturnRateValuationTime(42757)
42757LocalMktTimeMutually exclusive with ReturnRateValuationTimeType(42756)
42758String
42759Int Enum
42760Int Enum