Description

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

Structure

Tag Field Name Req'd Comments
43034 NoUnderlyingReturnRates N
43035 UnderlyingReturnRatePriceSequence N

Required if NoUnderlyingReturnRates <43034> > 0.

43036 UnderlyingReturnRateCommissionBasis N
43037 UnderlyingReturnRateCommissionAmount N
43038 UnderlyingReturnRateCommissionCurrency N

If not specified, this is defaulted to the reporting currency.

43039 UnderlyingReturnRateTotalCommissionPerTrade N
43040 UnderlyingReturnRateDeterminationMethod N
Component Block - <UnderlyingReturnRatePriceGrp> N
Component Block - <UnderlyingReturnRateFXConversionGrp> N
43041 UnderlyingReturnRateAmountRelativeTo N
43042 UnderlyingReturnRateQuoteMeasureType N
43043 UnderlyingReturnRateQuoteUnits N
43044 UnderlyingReturnRateQuoteMethod N
43045 UnderlyingReturnRateQuoteCurrency N
43046 UnderlyingReturnRateQuoteCurrencyType N
43047 UnderlyingReturnRateQuoteTimeType N

Mutually exclusive with UnderlyingReturnRateQuoteTime <43048>.

43048 UnderlyingReturnRateQuoteTime N

Mutually exclusive with UnderlyingReturnRateQuoteTimeType <43047>.

43049 UnderlyingReturnRateQuoteDate N
43050 UnderlyingReturnRateQuoteExpirationTime N
43051 UnderlyingReturnRateQuoteBusinessCenter N
43052 UnderlyingReturnRateQuoteExchange N
Component Block - <UnderlyingReturnRateInformationSourceGrp> N
43053 UnderlyingReturnRateQuotePricingModel N
43054 UnderlyingReturnRateCashFlowType N
Component Block - <UnderlyingReturnRateDateGrp> N
43055 UnderlyingReturnRateValuationTimeType N

Mutually exclusive with UnderlyingReturnRateValuationTime <43056>

43056 UnderlyingReturnRateValuationTime N

Mutually exclusive with UnderlyingReturnRateValuationTimeType <43055>.

43057 UnderlyingReturnRateValuationTimeBusinessCenter N
43058 UnderlyingReturnRateValuationPriceOption N
43059 UnderlyingReturnRateFinalPriceFallback N

Used In