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