| ID |
Name |
Abbr |
Presence |
Description |
| 42710 | ReturnRateDateMode | Mode |
optional |
SYNOPSIS:
Specifies the valuation type applicable to the return rate date.
|
| 4384 | ReturnRateValuationDateGrp | Val | optional | SYNOPSIS:
ReturnRateValuationDateGrp is a repeating subcomponent within the ReturnRateDateGrp component. It is used to specify the fixed valuation dates for an equity return swap payment stream.
ELABORATION:
|
| 42711 | ReturnRateValuationDateRelativeTo | 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.
|
| 42712 | ReturnRateValuationDateOffsetPeriod | OfstPeriod |
optional |
SYNOPSIS:
Time unit multiplier for the relative return rate valuation date offset.
|
| 42713 | ReturnRateValuationDateOffsetUnit | OfstUnit |
optional |
SYNOPSIS:
Time unit associated with the relative return rate valuation date offset.
|
| 42714 | ReturnRateValuationDateOffsetDayType | OfstDayTyp |
optional |
SYNOPSIS:
Specifies the day type of the relative return rate valuation date offset.
|
| 42715 | ReturnRateValuationStartDateUnadjusted | 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.
|
| 42716 | ReturnRateValuationStartDateRelativeTo | 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.
|
| 42717 | ReturnRateValuationStartDateOffsetPeriod | StartDtOfstPeriod |
optional |
SYNOPSIS:
Time unit multiplier for the relative return rate valuation start date offset.
|
| 42718 | ReturnRateValuationStartDateOffsetUnit | StartDtOfstUnit |
optional |
SYNOPSIS:
Time unit associated with the relative return rate valuation start date offset.
|
| 42719 | ReturnRateValuationStartDateOffsetDayType | StartDtOfstDayTyp |
optional |
SYNOPSIS:
Specifies the day type of the relative return rate valuation start date offset.
|
| 42720 | ReturnRateValuationStartDateAdjusted | 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.
|
| 42721 | ReturnRateValuationEndDateUnadjusted | 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.
|
| 42722 | ReturnRateValuationEndDateRelativeTo | 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.
|
| 42723 | ReturnRateValuationEndDateOffsetPeriod | EndDtOfstPeriod |
optional |
SYNOPSIS:
Time unit multiplier for the relative return rate valuation end date offset.
|
| 42724 | ReturnRateValuationEndDateOffsetUnit | EndDtOfstUnit |
optional |
SYNOPSIS:
Time unit associated with the relative return rate valuation end date offset.
|
| 42725 | ReturnRateValuationEndDateOffsetDayType | EndDtOfstDayTyp |
optional |
SYNOPSIS:
Specifies the day type of the relative return rate valuation end date offset.
|
| 42726 | ReturnRateValuationEndDateAdjusted | 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.
|
| 42727 | ReturnRateValuationFrequencyPeriod | FreqPeriod |
optional |
SYNOPSIS:
Time unit multiplier for the frequency at which return rate valuation dates occur.
|
| 42728 | ReturnRateValuationFrequencyUnit | FreqUnit |
optional |
SYNOPSIS:
Time unit associated with the frequency at which return rate valuation dates occur.
|
| 42729 | ReturnRateValuationFrequencyRollConvention | Roll |
optional |
SYNOPSIS:
The convention for determining the sequence of return rate valuation dates. It is used in conjunction with a specified frequency.
|
| 42730 | ReturnRateValuationDateBusinessDayConvention | BizDayCnvtn |
optional |
SYNOPSIS:
The return rate valuation dates business day convention.
|
| 4383 | ReturnRateValuationDateBusinessCenterGrp | BizCtr | optional | SYNOPSIS:
ReturnRateValuationDateBusinessCenterGrp is a repeating subcomponent within the ReturnRateValuationDateGrp component. It is used to specify the valuation date business center adjustments for an equity return swap payment stream.
ELABORATION:
|