Group
LegReturnRateDateGrp
| ID | 4353 |
| Pedigree | Added EP208 |
LegReturnRateDateGrp is a repeating subcomponent within the LegReturnRateGrp component. It is used to specify the equity and dividend valuation dates for an equity return swap payment stream.
Field | Name | Type | Req'd | Comments | Pedigree |
|---|---|---|---|---|---|
42508 | Added EP208 | ||||
42509 | Required if NoLegReturnRateDates(42508) > 0. | Added EP208 | |||
LegReturnRateValuationDateGrp | Added EP208 | ||||
42510 | Added EP208 | ||||
42511 | Conditionally required when LegReturnRateValuationDateOffsetUnit(42512) is specified. | Added EP208 | |||
42512 | Conditionally required when LegReturnRateValuationDateOffsetPeriod(42511) is specified. | Added EP208 | |||
42513 | Added EP208 | ||||
42514 | Added EP208 | ||||
42515 | Added EP208 | ||||
42516 | Conditionally required when LegReturnRateValuationStartDateOffsetUnit(42517) is specified. | Added EP208 | |||
42517 | Conditionally required when LegReturnRateValuationStartDateOffsetPeriod(42516) is specified. | Added EP208 | |||
42518 | Added EP208 | ||||
42519 | Added EP208 | ||||
42520 | Added EP208 | ||||
42521 | Added EP208 | ||||
42522 | Conditionally required when LegReturnRateValuationEndDateOffsetUnit(42523) is specified. | Added EP208 | |||
42523 | Conditionally required when LegReturnRateValuationEndDateOffsetPeriod(42522) is specified. | Added EP208 | |||
42524 | Added EP208 | ||||
42525 | Added EP208 | ||||
42526 | Conditionally required when LegReturnRateValuationFrequencyUnit(42527) is specified. | Added EP208 | |||
42527 | Conditionally required when LegReturnRateValuationFrequencyPeriod(42526) is specified. | Added EP208 | |||
42528 | When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of return rate valuation dates. | Added EP208 | |||
42529 | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to payment stream return rate valuation dates. | Added EP208 | |||
LegReturnRateValuationDateBusinessCenterGrp | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to payment stream return rate valuation dates. | Added EP208 |
Used in groups:
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