UnderlyingReturnRateGrp is a repeating subcomponent within the UnderlyingPaymentStreamFloatingRate component. It is used to specify the multiple return rates for an equity return swap payment stream.
| Tag | Name | Type | Required | Description |
|---|---|---|---|---|
| 43034 | NumInGroup | Number of iterations in the return rate repeating group. | ||
| 43035 | Int Enum | Required if NoUnderlyingReturnRates(43034) > 0 | ||
| 43036 | Char Enum | |||
| 43037 | Amount | |||
| 43038 | Currency | If not specified, this is defaulted to the reporting currency | ||
| 43039 | Amount | |||
| 43040 | String | |||
| Component | ||||
| Component | ||||
| 43041 | Int | |||
| 43042 | String | |||
| 43043 | String | |||
| 43044 | Int Enum | |||
| 43045 | Currency | |||
| 43046 | String | |||
| 43047 | Int Enum | Mutually exclusive with UnderlyingReturnRateQuoteTime(43048) | ||
| 43048 | LocalMktDate | Mutually exclusive with UnderlyingReturnRateQuoteTimeType(43047) | ||
| 43049 | LocalMktDate | |||
| 43050 | LocalMktTime | |||
| 43051 | String | |||
| 43052 | Exchange | |||
| Component | ||||
| 43053 | String | |||
| 43054 | String | |||
| Component | ||||
| 43055 | Int Enum | Mutually exclusive with UnderlyingReturnRateValuationTime(43056) | ||
| 43056 | LocalMktTime | Mutually exclusive with UnderlyingReturnRateValuationTimeType(43055) | ||
| 43057 | String | |||
| 43058 | Int Enum | |||
| 43059 | Int Enum |