Description
UnderlyingReturnRateFXConversionGrp is a repeating subcomponent within the UnderlyingReturnRateGrp component. It is used to specify the FX conversion rates for an equity return swap payment stream.
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| 43030 | NoUnderlyingReturnRateFXConversions | N | ||
| → | 43031 | UnderlyingReturnRateFXCurrencySymbol | N |
Required if NoUnderlyingReturnRateFXConversions <43030> > 0. |
| → | 43032 | UnderlyingReturnRateFXRate | N |
Required if NoUnderlyingReturnRateFXConversions <43030> > 0. |
| → | 43033 | UnderlyingReturnRateFXRateCalc | N | |