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