Description

UnderlyingReturnRatePriceGrp is a repeating subcomponent within the UnderlyingReturnRateGrp component. It is used to specify the return rate prices for an equity return swap payment stream.

Structure

Tag Field Name Req'd Comments
43064 NoUnderlyingReturnRatePrices N
43065 UnderlyingReturnRatePriceBasis N

Required if NoUnderlyingReturnRatePrices <43064> > 0.

43066 UnderlyingReturnRatePrice N
43067 UnderlyingReturnRatePriceCurrency N
43068 UnderlyingReturnRatePriceType N

Used In