| ID | Abbr | NumInGroup ID | NumInGroup name |
|---|---|---|---|
| 4355 | RtnRt | 42534 | NoLegReturnRates |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.5.0SP2 | 208 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 42535 | LegReturnRatePriceSequence | PxSeq | optional | SYNOPSIS:
Specifies the type of price sequence of the return rate.
|
| 42536 | LegReturnRateCommissionBasis | CommBasis | optional | SYNOPSIS:
Specifies the basis or unit used to calculate the commission.
|
| 42537 | LegReturnRateCommissionAmount | CommAmt | optional | SYNOPSIS:
The commission amount.
|
| 42538 | LegReturnRateCommissionCurrency | CommCcy | optional | SYNOPSIS:
Specifies the currency the commission amount is denominated in. Uses ISO 4217 currency codes.
|
| 42539 | LegReturnRateTotalCommissionPerTrade | TotCommPerTrd | optional | SYNOPSIS:
The total commission per trade.
|
| 42540 | LegReturnRateDeterminationMethod | DtrmnMeth | optional | SYNOPSIS:
Specifies the method by which the underlier prices are determined.
See http://www.fpml.org/coding-scheme/determination-method for values.
|
| 4357 | LegReturnRatePriceGrp | Px | optional | SYNOPSIS:
LegReturnRatePriceGrp is a repeating subcomponent within the LegReturnRateGrp component. It is used to specify the return rate prices for an equity return swap payment stream.
ELABORATION: |
| 4354 | LegReturnRateFXConversionGrp | FxCnvrsn | optional | SYNOPSIS:
LegReturnRateFXConversionGrp is a repeating subcomponent within the LegReturnRateGrp component. It is used to specify the FX conversion rates for an equity return swap payment stream.
ELABORATION: |
| 42541 | LegReturnRateAmountRelativeTo | AmtReltv | optional | SYNOPSIS:
Specifies the reference amount when the return rate amount is relative to another amount in the trade.
See http://www.fixtradingcommunity.org/codelists#Amount_Relative_To for code list of relative amounts.
|
| 42542 | LegReturnRateQuoteMeasureType | QteTyp | optional | SYNOPSIS:
Specifies the type of the measure applied to the return rate's asset, e.g. valuation, sensitivity risk. This could be an NPV, a cash flow, a clean price, etc.
See http://www.fpml.org/coding-scheme/asset-measure for values.
|
| 42543 | LegReturnRateQuoteUnits | QteUnit | optional | SYNOPSIS:
Specifies the units that the measure is expressed in. If not specified, the default is a price/value in currency units.
See http://www.fpml.org/coding-scheme/price-quote-units for values.
|
| 42544 | LegReturnRateQuoteMethod | QteMeth | optional | SYNOPSIS:
Specifies the type of quote used to determine the return rate of the swap.
|
| 42545 | LegReturnRateQuoteCurrency | QteCcy | optional | SYNOPSIS:
Specifies the currency the return rate quote is denominated in. Uses ISO 4217 Currency Code.
|
| 42546 | LegReturnRateQuoteCurrencyType | QteCcyTyp | optional | SYNOPSIS:
Specifies the type of currency, e.g. settlement currency, base currency, etc., that the quote is reported in.
See http://www.fpml.org/coding-scheme/reporting-currency-type for values.
|
| 42547 | LegReturnRateQuoteTimeType | QteTmTyp | optional | SYNOPSIS:
Specifies how or the timing when the quote is to be obtained.
|
| 42548 | LegReturnRateQuoteTime | QteTm | optional | SYNOPSIS:
The time when the quote is to be generated.
|
| 42549 | LegReturnRateQuoteDate | QteDt | optional | SYNOPSIS:
The date when the quote is to be generated.
|
| 42550 | LegReturnRateQuoteExpirationTime | QteExpTm | optional | SYNOPSIS:
The time when the quote ceases to be valid.
|
| 42551 | LegReturnRateQuoteBusinessCenter | QteBizCtr | optional | SYNOPSIS:
The business center calendar used for adjustments associated with LegReturnRateQuoteTimeType(42547) or LegReturnRateQuoteTime(42548) and LegReturnRateQuoteDate(42549), e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
| 42552 | LegReturnRateQuoteExchange | QteExch | optional | SYNOPSIS:
Specifies the exchange (e.g. stock or listed futures/options exchange) from which the quote is obtained.
|
| 4356 | LegReturnRateInformationSourceGrp | InfoSrc | optional | SYNOPSIS:
LegReturnRateInformationSourceGrp is a repeating subcomponent within the LegReturnRateGrp component. It is used to specify the information sources for equity prices and FX rates for an equity return swap payment stream.
ELABORATION: |
| 42553 | LegReturnRateQuotePricingModel | QteModel | optional | SYNOPSIS:
Specifies the pricing model used to evaluate the underlying asset price.
See http://www.fpml.org/coding-scheme/pricing-model for values.
|
| 42554 | LegReturnRateCashFlowType | CshFlow | optional | SYNOPSIS:
Specifies the type of cash flows, e.g. coupon payment, premium fee, settlement fee, etc.
See http://www.fpml.org/coding-scheme/cashflow-type for values.
|
| 4353 | LegReturnRateDateGrp | Dt | optional | SYNOPSIS:
LegReturnRateDateGrp is a repeating subcomponent within the LegReturnRateGrp component. It is used to specify the equity and dividend valuation dates for an equity return swap payment stream.
ELABORATION: |
| 42555 | LegReturnRateValuationTimeType | ValTmTyp | optional | SYNOPSIS:
Specifies the timing at which the calculation agent values the underlying.
|
| 42556 | LegReturnRateValuationTime | ValTm | optional | SYNOPSIS:
The time at which the calculation agent values the underlying asset.
|
| 42557 | LegReturnRateValuationTimeBusinessCenter | ValTmBizCtr | optional | SYNOPSIS:
The business center calendar used for adjustments associated with LegReturnRateValuationTimeType(42555) or LegReturnRateValuationTime(42556), e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
| 42558 | LegReturnRateValuationPriceOption | ValPxOpt | optional | SYNOPSIS:
Indicates whether an ISDA price option applies, and if applicable which type of price.
|
| 42559 | LegReturnRateFinalPriceFallback | FnlPxFallbck | optional | SYNOPSIS:
Specifies the fallback provision for the hedging party in the determination of the final price.
|