| 42508 |
NoLegReturnRateDates
|
N |
|
| → |
42509 |
LegReturnRateDateMode
|
N |
Required if NoLegReturnRateDates <42508> > 0.
|
| → |
Component Block - <LegReturnRateValuationDateGrp>
|
N |
|
| → |
42510 |
LegReturnRateValuationDateRelativeTo
|
N |
|
| → |
42511 |
LegReturnRateValuationDateOffsetPeriod
|
N |
Conditionally required when LegReturnRateValuationDateOffsetUnit <42512> is specified.
|
| → |
42512 |
LegReturnRateValuationDateOffsetUnit
|
N |
Conditionally required when LegReturnRateValuationDateOffsetPeriod <42511> is specified.
|
| → |
42513 |
LegReturnRateValuationDateOffsetDayType
|
N |
|
| → |
42514 |
LegReturnRateValuationStartDateUnadjusted
|
N |
|
| → |
42515 |
LegReturnRateValuationStartDateRelativeTo
|
N |
|
| → |
42516 |
LegReturnRateValuationStartDateOffsetPeriod
|
N |
Conditionally required when LegReturnRateValuationStartDateOffsetUnit <42517> is specified.
|
| → |
42517 |
LegReturnRateValuationStartDateOffsetUnit
|
N |
Conditionally required when LegReturnRateValuationStartDateOffsetPeriod <42516> is specified.
|
| → |
42518 |
LegReturnRateValuationStartDateOffsetDayType
|
N |
|
| → |
42519 |
LegReturnRateValuationStartDateAdjusted
|
N |
|
| → |
42520 |
LegReturnRateValuationEndDateUnadjusted
|
N |
|
| → |
42521 |
LegReturnRateValuationEndDateRelativeTo
|
N |
|
| → |
42522 |
LegReturnRateValuationEndDateOffsetPeriod
|
N |
Conditionally required when LegReturnRateValuationEndDateOffsetUnit <42523> is specified.
|
| → |
42523 |
LegReturnRateValuationEndDateOffsetUnit
|
N |
Conditionally required when LegReturnRateValuationEndDateOffsetPeriod <42522> is specified.
|
| → |
42524 |
LegReturnRateValuationEndDateOffsetDayType
|
N |
|
| → |
42525 |
LegReturnRateValuationEndDateAdjusted
|
N |
|
| → |
42526 |
LegReturnRateValuationFrequencyPeriod
|
N |
Conditionally required when LegReturnRateValuationFrequencyUnit <42527> is specified.
|
| → |
42527 |
LegReturnRateValuationFrequencyUnit
|
N |
Conditionally required when LegReturnRateValuationFrequencyPeriod <42526> is specified.
|
| → |
42528 |
LegReturnRateValuationFrequencyRollConvention
|
N |
When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The
specified values would be specific to this instance of return rate valuation dates.
|
| → |
42529 |
LegReturnRateValuationDateBusinessDayConvention
|
N |
When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The
specified value would be specific to payment stream return rate valuation dates.
|
| → |
Component Block - <LegReturnRateValuationDateBusinessCenterGrp>
|
N |
When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The
specified values would be specific to payment stream return rate valuation dates.
|
