| ID | Abbr | NumInGroup ID | NumInGroup name |
|---|---|---|---|
| 4416 | Dt | 43008 | NoUnderlyingReturnRateDates |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.5.0SP2 | 208 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 43009 | UnderlyingReturnRateDateMode | Mode | optional | SYNOPSIS:
Specifies the valuation type applicable to the return rate date.
|
| 4422 | UnderlyingReturnRateValuationDateGrp | Val | optional | SYNOPSIS:
UnderlyingReturnRateValuationDateGrp is a repeating subcomponent within the UnderlyingReturnRateDateGrp component. It is used to specify the fixed valuation dates for an equity return swap payment stream.
ELABORATION: |
| 43010 | UnderlyingReturnRateValuationDateRelativeTo | 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.
|
| 43011 | UnderlyingReturnRateValuationDateOffsetPeriod | OfstPeriod | optional | SYNOPSIS:
Time unit multiplier for the relative return rate valuation date offset.
|
| 43012 | UnderlyingReturnRateValuationDateOffsetUnit | OfstUnit | optional | SYNOPSIS:
Time unit associated with the relative return rate valuation date offset.
|
| 43013 | UnderlyingReturnRateValuationDateOffsetDayType | OfstDayTyp | optional | SYNOPSIS:
Specifies the day type of the relative return rate valuation date offset.
|
| 43014 | UnderlyingReturnRateValuationStartDateUnadjusted | 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.
|
| 43015 | UnderlyingReturnRateValuationStartDateRelativeTo | 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.
|
| 43016 | UnderlyingReturnRateValuationStartDateOffsetPeriod | StartDtOfstPeriod | optional | SYNOPSIS:
Time unit multiplier for the relative return rate valuation start date offset.
|
| 43017 | UnderlyingReturnRateValuationStartDateOffsetUnit | StartDtOfstUnit | optional | SYNOPSIS:
Time unit associated with the relative return rate valuation start date offset.
|
| 43018 | UnderlyingReturnRateValuationStartDateOffsetDayType | StartDtOfstDayTyp | optional | SYNOPSIS:
Specifies the day type of the relative return rate valuation start date offset.
|
| 43019 | UnderlyingReturnRateValuationStartDateAdjusted | 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.
|
| 43020 | UnderlyingReturnRateValuationEndDateUnadjusted | 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.
|
| 43021 | UnderlyingReturnRateValuationEndDateRelativeTo | 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.
|
| 43022 | UnderlyingReturnRateValuationEndDateOffsetPeriod | EndDtOfstPeriod | optional | SYNOPSIS:
Time unit multiplier for the relative return rate valuation end date offset.
|
| 43023 | UnderlyingReturnRateValuationEndDateOffsetUnit | EndDtOfstUnit | optional | SYNOPSIS:
Time unit associated with the relative return rate valuation end date offset.
|
| 43024 | UnderlyingReturnRateValuationEndDateOffsetDayType | EndDtOfstDayTyp | optional | SYNOPSIS:
Specifies the day type of the relative return rate valuation end date offset.
|
| 43025 | UnderlyingReturnRateValuationEndDateAdjusted | 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.
|
| 43026 | UnderlyingReturnRateValuationFrequencyPeriod | FreqPeriod | optional | SYNOPSIS:
Time unit multiplier for the frequency at which return rate valuation dates occur.
|
| 43027 | UnderlyingReturnRateValuationFrequencyUnit | FreqUnit | optional | SYNOPSIS:
Time unit associated with the frequency at which return rate valuation dates occur.
|
| 43028 | UnderlyingReturnRateValuationFrequencyRollConvention | Roll | optional | SYNOPSIS:
The convention for determining the sequence of return rate valuation dates. It is used in conjunction with a specified frequency.
|
| 43029 | UnderlyingReturnRateValuationDateBusinessDayConvention | BizDayCnvtn | optional | SYNOPSIS:
The return rate valuation dates business day convention.
|
| 4421 | UnderlyingReturnRateValuationDateBusinessCenterGrp | BizCtr | optional | SYNOPSIS:
UnderlyingReturnRateValuationDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingReturnRateValuationDateGrp component. It is used to specify the valuation date business center adjustments for an equity return swap payment stream.
ELABORATION: |