Group
ReturnRateDateGrp
| ID | 4378 |
| Pedigree | Added EP208 |
ReturnRateDateGrp is a repeating subcomponent within the ReturnRateGrp 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 |
|---|---|---|---|---|---|
42709 | Added EP208 | ||||
42710 | Required if NoReturnRateDates(42709) > 0. | Added EP208 | |||
ReturnRateValuationDateGrp | Added EP208 | ||||
42711 | Added EP208 | ||||
42712 | Conditionally required when ReturnRateValuationDateOffsetUnit(42713) is specified. | Added EP208 | |||
42713 | Conditionally required when ReturnRateValuationDateOffsetPeriod(42712) is specified. | Added EP208 | |||
42714 | Added EP208 | ||||
42715 | Added EP208 | ||||
42716 | Added EP208 | ||||
42717 | Conditionally required when ReturnRateValuationStartDateOffsetUnit(42718) is specified. | Added EP208 | |||
42718 | Conditionally required when ReturnRateValuationStartDateOffsetPeriod(42717) is specified. | Added EP208 | |||
42719 | Added EP208 | ||||
42720 | Added EP208 | ||||
42721 | Added EP208 | ||||
42722 | Added EP208 | ||||
42723 | Conditionally required when ReturnRateValuationEndDateOffsetUnit(42724) is specified. | Added EP208 | |||
42724 | Conditionally required when ReturnRateValuationEndDateOffsetPeriod(42723) is specified. | Added EP208 | |||
42725 | Added EP208 | ||||
42726 | Added EP208 | ||||
42727 | Conditionally required when ReturnRateValuationFrequencyUnit(42728) is specified. | Added EP208 | |||
42728 | Conditionally required when ReturnRateValuationFrequencyPeriod(42727) is specified. | Added EP208 | |||
42729 | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream return rate valuation dates. | Added EP208 | |||
42730 | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to payment stream return rate valuation dates. | Added EP208 | |||
ReturnRateValuationDateBusinessCenterGrp | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified values would be specific to payment stream return rate valuation dates. | Added EP208 |
Used in groups:
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