| ID | Abbr | NumInGroup ID | NumInGroup name |
|---|---|---|---|
| 4353 | Dt | 42508 | NoLegReturnRateDates |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.5.0SP2 | 208 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 42509 | LegReturnRateDateMode | Mode | optional | SYNOPSIS:
Specifies the valuation type applicable to the return rate date.
|
| 4359 | LegReturnRateValuationDateGrp | Val | optional | SYNOPSIS:
LegReturnRateValuationDateGrp is a repeating subcomponent within the LegReturnRateDateGrp component. It is used to specify the fixed valuation dates for an equity return swap payment stream.
ELABORATION: |
| 42510 | LegReturnRateValuationDateRelativeTo | Reltv | optional | SYNOPSIS:
Specifies the anchor date when the return rate valuation dates are relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
| 42511 | LegReturnRateValuationDateOffsetPeriod | OfstPeriod | optional | SYNOPSIS:
Time unit multiplier for the relative return rate valuation date offset.
|
| 42512 | LegReturnRateValuationDateOffsetUnit | OfstUnit | optional | SYNOPSIS:
Time unit associated with the relative return rate valuation date offset.
|
| 42513 | LegReturnRateValuationDateOffsetDayType | OfstDayTyp | optional | SYNOPSIS:
Specifies the day type of the relative return rate valuation date offset.
|
| 42514 | LegReturnRateValuationStartDateUnadjusted | StartDtUnadj | optional | SYNOPSIS:
The unadjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative.
|
| 42515 | LegReturnRateValuationStartDateRelativeTo | StartDtReltv | optional | SYNOPSIS:
Specifies the anchor date when the return rate valuation start date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
| 42516 | LegReturnRateValuationStartDateOffsetPeriod | StartDtOfstPeriod | optional | SYNOPSIS:
Time unit multiplier for the relative return rate valuation start date offset.
|
| 42517 | LegReturnRateValuationStartDateOffsetUnit | StartDtOfstUnit | optional | SYNOPSIS:
Time unit associated with the relative return rate valuation start date offset.
|
| 42518 | LegReturnRateValuationStartDateOffsetDayType | StartDtOfstDayTyp | optional | SYNOPSIS:
Specifies the day type of the relative return rate valuation start date offset.
|
| 42519 | LegReturnRateValuationStartDateAdjusted | StartDt | optional | SYNOPSIS:
The adjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative.
|
| 42520 | LegReturnRateValuationEndDateUnadjusted | EndDtUnadj | optional | SYNOPSIS:
The unadjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative.
|
| 42521 | LegReturnRateValuationEndDateRelativeTo | EndDtReltv | optional | SYNOPSIS:
Specifies the anchor date when the return rate valuation end date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
| 42522 | LegReturnRateValuationEndDateOffsetPeriod | EndDtOfstPeriod | optional | SYNOPSIS:
Time unit multiplier for the relative return rate valuation end date offset.
|
| 42523 | LegReturnRateValuationEndDateOffsetUnit | EndDtOfstUnit | optional | SYNOPSIS:
Time unit associated with the relative return rate valuation end date offset.
|
| 42524 | LegReturnRateValuationEndDateOffsetDayType | EndDtOfstDayTyp | optional | SYNOPSIS:
Specifies the day type of the relative return rate valuation end date offset.
|
| 42525 | LegReturnRateValuationEndDateAdjusted | EndDt | optional | SYNOPSIS:
The adjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative.
|
| 42526 | LegReturnRateValuationFrequencyPeriod | FreqPeriod | optional | SYNOPSIS:
Time unit multiplier for the frequency at which return rate valuation dates occur.
|
| 42527 | LegReturnRateValuationFrequencyUnit | FreqUnit | optional | SYNOPSIS:
Time unit associated with the frequency at which return rate valuation dates occur.
|
| 42528 | LegReturnRateValuationFrequencyRollConvention | Roll | optional | SYNOPSIS:
The convention for determining the sequence of return rate valuation dates. It is used in conjunction with a specified frequency.
|
| 42529 | LegReturnRateValuationDateBusinessDayConvention | BizDayCnvtn | optional | SYNOPSIS:
The return rate valuation dates business day convention.
|
| 4358 | LegReturnRateValuationDateBusinessCenterGrp | BizCtr | optional | SYNOPSIS:
LegReturnRateValuationDateBusinessCenterGrp is a repeating subcomponent within the LegReturnRateValuationDateGrp component. It is used to specify the valuation date business center adjustments for an equity return swap payment stream.
ELABORATION: |