Indexes

Message Layouts
Session
PreTrade
Trade
PostTrade
Infrastructure

Group

ReturnRateGrp

ID4380
Abbr NameRtnRt
PedigreeAdded EP208
ReturnRateGrp is a repeating subcomponent within the PaymentStreamFloatingRate component. It is used to specify the multiple return rates for an equity return swap payment stream.
Field
Name
Type
Req'd
Comments
Pedigree
42735
Added EP208
42736
Required if NoReturnRates(42735) > 0.
Added EP208
42737
Added EP208
42738
Added EP208
42739
If not specified, this is defaulted to the reporting currency.
Added EP208
42740
Added EP208
42741
Added EP208
Added EP208
Added EP208
42742
Added EP208
42743
Added EP208
42744
Added EP208
42745
Added EP208
42746
Added EP208
42747
Added EP208
42748
Mutually exclusive with ReturnRateQuoteTime(42749).
Added EP208
42749
Mutually exclusive with ReturnRateQuoteTimeType(42748).
Added EP208
42750
Added EP208
42751
Added EP208
42752
Added EP208
42753
Added EP208
Added EP208
42754
Added EP208
42755
Added EP208
Added EP208
42756
Mutually exclusive with ReturnRateValuationTime(42757).
Added EP208
42757
Mutually exclusive with ReturnRateValuationTimeType(42756).
Added EP208
42758
Added EP208
42759
Added EP208
42760
Added EP208
Used in components:

Orchimate Copyright 2026 Atomic Wire Technology Limited
Orchestra Copyright 2026 FIX Protocol Ltd
Terms of Use|Privacy Policy