Group
UnderlyingReturnRateDateGrp
| ID | 4416 |
| Pedigree | Added EP208 |
UnderlyingReturnRateDateGrp is a repeating subcomponent within the UnderlyingReturnRateGrp 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 |
|---|---|---|---|---|---|
43008 | Added EP208 | ||||
43009 | Required if NoUnderlyingReturnRateDates(43008) > 0. | Added EP208 | |||
UnderlyingReturnRateValuationDateGrp | Added EP208 | ||||
43010 | Added EP208 | ||||
43011 | Conditionally required when UnderlyingReturnRateValuationDateOffsetUnit(43012) is specified. | Added EP208 | |||
43012 | Conditionally required when UnderlyingReturnRateValuationDateOffsetPeriod(43011) is specified. | Added EP208 | |||
43013 | Added EP208 | ||||
43014 | Added EP208 | ||||
43015 | Added EP208 | ||||
43016 | Conditionally required when UnderlyingReturnRateValuationStartDateOffsetUnit(43017) is specified. | Added EP208 | |||
43017 | Conditionally required when UnderlyingReturnRateValuationStartDateOffsetPeriod(43016) is specified. | Added EP208 | |||
43018 | Added EP208 | ||||
43019 | Added EP208 | ||||
43020 | Added EP208 | ||||
43021 | Added EP208 | ||||
43022 | Conditionally required when UnderlyingReturnRateValuationEndDateOffsetUnit(43023) is specified. | Added EP208 | |||
43023 | Conditionally required when UnderlyingReturnRateValuationEndDateOffsetPeriod(43022) is specified. | Added EP208 | |||
43024 | Added EP208 | ||||
43025 | Added EP208 | ||||
43026 | Conditionally required when UnderlyingReturnRateValuationFrequencyUnit(43027) is specified. | Added EP208 | |||
43027 | Conditionally required when UnderlyingReturnRateValuationFrequencyPeriod(43026) is specified. | Added EP208 | |||
43028 | When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the return rate dates. | Added EP208 | |||
43029 | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to payment stream return rate valuation dates. | Added EP208 | |||
UnderlyingReturnRateValuationDateBusinessCenterGrp | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to payment stream return rate valuation dates. | Added EP208 |
Used in groups:
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