Description
UnderlyingReturnRatePriceGrp is a repeating subcomponent within the UnderlyingReturnRateGrp component. It is used to specify the return rate prices for an equity return swap payment stream.
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| 43064 | NoUnderlyingReturnRatePrices | N | ||
| → | 43065 | UnderlyingReturnRatePriceBasis | N |
Required if NoUnderlyingReturnRatePrices <43064> > 0. |
| → | 43066 | UnderlyingReturnRatePrice | N | |
| → | 43067 | UnderlyingReturnRatePriceCurrency | N | |
| → | 43068 | UnderlyingReturnRatePriceType | N | |