UnderlyingReturnRateDateGrp is a repeating subcomponent within the UnderlyingReturnRateGrp component. It is used to specify the equity and dividend valuation dates for an equity return swap payment stream.
| Tag | Name | Type | Required | Description |
|---|---|---|---|---|
| 43008 | NumInGroup | Number of iterations in the return rate date repeating group. | ||
| 43009 | Int Enum | Required if NoUnderlyingReturnRateDates(43008) > 0 | ||
| Component | ||||
| 43010 | Int | |||
| 43011 | Int | Conditionally required when UnderlyingReturnRateValuationDateOffsetUnit(43012) is specified | ||
| 43012 | String Enum | Conditionally required when UnderlyingReturnRateValuationDateOffsetPeriod(43011) is specified | ||
| 43013 | Int Enum | |||
| 43014 | LocalMktDate | |||
| 43015 | Int | |||
| 43016 | Int | Conditionally required when UnderlyingReturnRateValuationStartDateOffsetUnit(43017) is specified | ||
| 43017 | String Enum | Conditionally required when UnderlyingReturnRateValuationStartDateOffsetPeriod(43016) is specified | ||
| 43018 | Int Enum | |||
| 43019 | LocalMktDate | |||
| 43020 | LocalMktDate | |||
| 43021 | Int | |||
| 43022 | Int | Conditionally required when UnderlyingReturnRateValuationEndDateOffsetUnit(43023) is specified | ||
| 43023 | String Enum | Conditionally required when UnderlyingReturnRateValuationEndDateOffsetPeriod(43022) is specified | ||
| 43024 | Int Enum | |||
| 43025 | LocalMktDate | |||
| 43026 | Int | Conditionally required when UnderlyingReturnRateValuationFrequencyUnit(43027) is specified | ||
| 43027 | String Enum | Conditionally required when UnderlyingReturnRateValuationFrequencyPeriod(43026) is specified | ||
| 43028 | String Enum | When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the return rate dates | ||
| 43029 | Int Enum | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. 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 UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to payment stream return rate valuation dates |