Description
LegReturnRateValuationDateGrp is a repeating subcomponent within the LegReturnRateDateGrp component. It is used to specify the fixed valuation dates for an equity return swap payment stream.
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| 42571 | NoLegReturnRateValuationDates | N | ||
| → | 42572 | LegReturnRateValuationDate | N |
Required if NoLegReturnRateValuationDates <42571> > 0. |
| → | 42573 | LegReturnRateValuationDateType | N |
When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. |