| ID | Abbr | NumInGroup ID | NumInGroup name |
|---|---|---|---|
| 4380 | RtnRt | 42735 | NoReturnRates |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.5.0SP2 | 208 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 42736 | ReturnRatePriceSequence | PxSeq | optional | SYNOPSIS:
Specifies the type of price sequence of the return rate.
|
| 42737 | ReturnRateCommissionBasis | CommBasis | optional | SYNOPSIS:
Specifies the basis or unit used to calculate the commission.
|
| 42738 | ReturnRateCommissionAmount | CommAmt | optional | SYNOPSIS:
The commission amount.
|
| 42739 | ReturnRateCommissionCurrency | CommCcy | optional | SYNOPSIS:
Specifies the currency the commission amount is denominated in. Uses ISO 4217 currency codes.
|
| 42740 | ReturnRateTotalCommissionPerTrade | TotCommPerTrd | optional | SYNOPSIS:
The total commission per trade.
|
| 42741 | ReturnRateDeterminationMethod | DtrmnMeth | optional | SYNOPSIS:
Specifies the method by which the underlier prices are determined.
See http://www.fpml.org/coding-scheme/determination-method for values.
|
| 4382 | ReturnRatePriceGrp | Px | optional | SYNOPSIS:
ReturnRatePriceGrp is a repeating subcomponent within the ReturnRateGrp component. It is used to specify the return rate prices for an equity return swap payment stream.
ELABORATION: |
| 4379 | ReturnRateFXConversionGrp | FxCnvrsn | optional | SYNOPSIS:
ReturnRateFXConversionGrp is a repeating subcomponent within the ReturnRateGrp component. It is used to specify the FX conversion rates for an equity return swap payment stream.
ELABORATION: |
| 42742 | ReturnRateAmountRelativeTo | 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#Payment_Amount_Relative_To for code list of relative amounts.
|
| 42743 | ReturnRateQuoteMeasureType | 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.
|
| 42744 | ReturnRateQuoteUnits | 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.
|
| 42745 | ReturnRateQuoteMethod | QteMeth | optional | SYNOPSIS:
Specifies the type of quote used to determine the return rate of the swap.
|
| 42746 | ReturnRateQuoteCurrency | QteCcy | optional | SYNOPSIS:
Specifies the currency the return rate quote is denominated in. Uses ISO 4217 Currency Code.
|
| 42747 | ReturnRateQuoteCurrencyType | 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.
|
| 42748 | ReturnRateQuoteTimeType | QteTmTyp | optional | SYNOPSIS:
Specifies how or the timing when the quote is to be obtained.
|
| 42749 | ReturnRateQuoteTime | QteTm | optional | SYNOPSIS:
The time when the quote is to be generated.
|
| 42750 | ReturnRateQuoteDate | QteDt | optional | SYNOPSIS:
The date when the quote is to be generated.
|
| 42751 | ReturnRateQuoteExpirationTime | QteExpTm | optional | SYNOPSIS:
The time when the quote ceases to be valid.
|
| 42752 | ReturnRateQuoteBusinessCenter | QteBizCtr | optional | SYNOPSIS:
The business center calendar used for adjustments associated with ReturnRateQuoteTimeType(42748) or ReturnRateQuoteTime(42749) and ReturnRateQuoteDate(42750), e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
| 42753 | ReturnRateQuoteExchange | QteExch | optional | SYNOPSIS:
Specifies the exchange (e.g. stock or listed futures/options exchange) from which the quote is obtained.
|
| 4381 | ReturnRateInformationSourceGrp | InfoSrc | optional | SYNOPSIS:
ReturnRateInformationSourceGrp is a repeating subcomponent within the ReturnRateGrp component. It is used to specify the information sources for equity prices and FX rates for an equity return swap payment stream.
ELABORATION: |
| 42754 | ReturnRateQuotePricingModel | 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.
|
| 42755 | ReturnRateCashFlowType | 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.
|
| 4378 | ReturnRateDateGrp | Dt | optional | SYNOPSIS:
ReturnRateDateGrp is a repeating subcomponent within the ReturnRateGrp component. It is used to specify the equity and dividend valuation dates for an equity return swap payment stream.
ELABORATION: |
| 42756 | ReturnRateValuationTimeType | ValTmTyp | optional | SYNOPSIS:
Specifies the timing at which the calculation agent values the underlying.
|
| 42757 | ReturnRateValuationTime | ValTm | optional | SYNOPSIS:
The time at which the calculation agent values the underlying asset.
|
| 42758 | ReturnRateValuationTimeBusinessCenter | ValTmBizCtr | optional | SYNOPSIS:
The business center calendar used for adjustments associated with ReturnRateValuationTimeType(42756) or ReturnRateValuationTime(42757), e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
| 42759 | ReturnRateValuationPriceOption | ValPxOpt | optional | SYNOPSIS:
Indicates whether an ISDA price option applies, and if applicable which type of price.
|
| 42760 | ReturnRateFinalPriceFallback | FnlPxFallbck | optional | SYNOPSIS:
Specifies the fallback provision for the hedging party in the determination of the final price.
|