Description

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

Structure

Tag Field Name Req'd Comments
42564 NoLegReturnRatePrices N
42565 LegReturnRatePriceBasis N

Required if NoLegReturnRatePrices <42564> > 0.

42566 LegReturnRatePrice N
42567 LegReturnRatePriceCurrency N
42568 LegReturnRatePriceType N

Used In