<LegReturnRateGrp> component block

FIX 5.0 SP2 EP302

Description

LegReturnRateGrp is a repeating subcomponent within the LegPaymentStreamFloatingRate component. It is used to specify the multiple return rates for an equity return swap payment stream.

Structure

Tag		Field Name	Req'd	Comments
42534		NoLegReturnRates	N
→	42535	LegReturnRatePriceSequence	N	Required if NoLegReturnRates <42534> > 0.
→	42536	LegReturnRateCommissionBasis	N
→	42537	LegReturnRateCommissionAmount	N
→	42538	LegReturnRateCommissionCurrency	N	If not specified, this is defaulted to the reporting currency.
→	42539	LegReturnRateTotalCommissionPerTrade	N
→	42540	LegReturnRateDeterminationMethod	N
→	Component Block - <LegReturnRatePriceGrp>		N
→	Component Block - <LegReturnRateFXConversionGrp>		N
→	42541	LegReturnRateAmountRelativeTo	N
→	42542	LegReturnRateQuoteMeasureType	N
→	42543	LegReturnRateQuoteUnits	N
→	42544	LegReturnRateQuoteMethod	N
→	42545	LegReturnRateQuoteCurrency	N
→	42546	LegReturnRateQuoteCurrencyType	N
→	42547	LegReturnRateQuoteTimeType	N	Mutually exclusive with LegReturnRateQuoteTime <42548>.
→	42548	LegReturnRateQuoteTime	N	Mutually exclusive with LegReturnRateQuoteTimeType <42547>.
→	42549	LegReturnRateQuoteDate	N
→	42550	LegReturnRateQuoteExpirationTime	N
→	42551	LegReturnRateQuoteBusinessCenter	N
→	42552	LegReturnRateQuoteExchange	N
→	Component Block - <LegReturnRateInformationSourceGrp>		N
→	42553	LegReturnRateQuotePricingModel	N
→	42554	LegReturnRateCashFlowType	N
→	Component Block - <LegReturnRateDateGrp>		N
→	42555	LegReturnRateValuationTimeType	N	Mutually exclusive with LegReturnRateValuationTime <42556>.
→	42556	LegReturnRateValuationTime	N	Mutually exclusive with LegReturnRateValuationTimeType <42555>.
→	42557	LegReturnRateValuationTimeBusinessCenter	N
→	42558	LegReturnRateValuationPriceOption	N
→	42559	LegReturnRateFinalPriceFallback	N

Used In

<LegPaymentStreamFloatingRate>