Description
UnderlyingReturnRateValuationDateGrp is a repeating subcomponent within the UnderlyingReturnRateDateGrp component. It is used to specify the fixed valuation dates for an equity return swap payment stream.
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| 43071 | NoUnderlyingReturnRateValuationDates | N | ||
| → | 43072 | UnderlyingReturnRateValuationDate | N |
Required if NoUnderlyingReturnRateValuationDates <43071> > 0. |
| → | 43073 | UnderlyingReturnRateValuationDateType | 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. |