| 43008 |
NoUnderlyingReturnRateDates
|
N |
|
| → |
43009 |
UnderlyingReturnRateDateMode
|
N |
Required if NoUnderlyingReturnRateDates <43008> > 0.
|
| → |
Component Block - <UnderlyingReturnRateValuationDateGrp>
|
N |
|
| → |
43010 |
UnderlyingReturnRateValuationDateRelativeTo
|
N |
|
| → |
43011 |
UnderlyingReturnRateValuationDateOffsetPeriod
|
N |
Conditionally required when UnderlyingReturnRateValuationDateOffsetUnit <43012> is specified.
|
| → |
43012 |
UnderlyingReturnRateValuationDateOffsetUnit
|
N |
Conditionally required when UnderlyingReturnRateValuationDateOffsetPeriod <43011> is specified.
|
| → |
43013 |
UnderlyingReturnRateValuationDateOffsetDayType
|
N |
|
| → |
43014 |
UnderlyingReturnRateValuationStartDateUnadjusted
|
N |
|
| → |
43015 |
UnderlyingReturnRateValuationStartDateRelativeTo
|
N |
|
| → |
43016 |
UnderlyingReturnRateValuationStartDateOffsetPeriod
|
N |
Conditionally required when UnderlyingReturnRateValuationStartDateOffsetUnit <43017> is specified.
|
| → |
43017 |
UnderlyingReturnRateValuationStartDateOffsetUnit
|
N |
Conditionally required when UnderlyingReturnRateValuationStartDateOffsetPeriod <43016> is specified.
|
| → |
43018 |
UnderlyingReturnRateValuationStartDateOffsetDayType
|
N |
|
| → |
43019 |
UnderlyingReturnRateValuationStartDateAdjusted
|
N |
|
| → |
43020 |
UnderlyingReturnRateValuationEndDateUnadjusted
|
N |
|
| → |
43021 |
UnderlyingReturnRateValuationEndDateRelativeTo
|
N |
|
| → |
43022 |
UnderlyingReturnRateValuationEndDateOffsetPeriod
|
N |
Conditionally required when UnderlyingReturnRateValuationEndDateOffsetUnit <43023> is specified.
|
| → |
43023 |
UnderlyingReturnRateValuationEndDateOffsetUnit
|
N |
Conditionally required when UnderlyingReturnRateValuationEndDateOffsetPeriod <43022> is specified.
|
| → |
43024 |
UnderlyingReturnRateValuationEndDateOffsetDayType
|
N |
|
| → |
43025 |
UnderlyingReturnRateValuationEndDateAdjusted
|
N |
|
| → |
43026 |
UnderlyingReturnRateValuationFrequencyPeriod
|
N |
Conditionally required when UnderlyingReturnRateValuationFrequencyUnit <43027> is specified.
|
| → |
43027 |
UnderlyingReturnRateValuationFrequencyUnit
|
N |
Conditionally required when UnderlyingReturnRateValuationFrequencyPeriod <43026> is specified.
|
| → |
43028 |
UnderlyingReturnRateValuationFrequencyRollConvention
|
N |
When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in
UnderlyingInstrument. The specified values would be specific to this instance of the return rate dates.
|
| → |
43029 |
UnderlyingReturnRateValuationDateBusinessDayConvention
|
N |
When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in
UnderlyingInstrument. The specified value would be specific to payment stream return rate valuation dates.
|
| → |
Component Block - <UnderlyingReturnRateValuationDateBusinessCenterGrp>
|
N |
When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in
UnderlyingInstrument. The specified values would be specific to payment stream return rate valuation dates.
|
