| ID |
Name |
Abbr |
Presence |
Description |
| 43061 | UnderlyingReturnRateInformationSource | RtSrc |
optional |
SYNOPSIS:
Identifies the source of rate information. For FX the references source to be used for the FX spot rate.
|
| 43062 | UnderlyingReturnRateReferencePage | RefPg |
optional |
SYNOPSIS:
Identifies the reference "page" from the rate source.
For FX, the reference page to the spot rate to be used for the reference FX spot rate.
When UnderlyingReturnRateInformationSource(43061) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions.
See: http://www.fpml.org/coding-scheme/settlement-rate-option
|
| 43063 | UnderlyingReturnRateReferencePageHeading | RefHdng |
optional |
SYNOPSIS:
Identifies the page heading from the rate source.
|