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UnderlyingReturnRateGrp

ID4418
PedigreeAdded EP208, Updated EP259
UnderlyingReturnRateGrp is a repeating subcomponent within the UnderlyingPaymentStreamFloatingRate component. It is used to specify the multiple return rates for an equity return swap payment stream.
Field
Name
Type
Req'd
Comments
Pedigree
43034
Added EP208
43035
Required if NoUnderlyingReturnRates(43034) > 0.
Added EP208
43036
Added EP208
43037
Added EP208
43038
If not specified, this is defaulted to the reporting currency.
Added EP208
43039
Added EP208
43040
Added EP208
Added EP208
Added EP208
43041
Added EP208
43042
Added EP208
43043
Added EP208
43044
Added EP208
43045
Added EP208
43046
Added EP208
43047
Mutually exclusive with UnderlyingReturnRateQuoteTime(43048).
Added EP208
43048
Mutually exclusive with UnderlyingReturnRateQuoteTimeType(43047).
Added EP208
43049
Added EP208
43050
Added EP208
43051
Added EP208
43052
Added EP208
Added EP208
43053
Added EP208
43054
Added EP208
Added EP208
43055
Mutually exclusive with UnderlyingReturnRateValuationTime(43056)
Added EP208
43056
Mutually exclusive with UnderlyingReturnRateValuationTimeType(43055).
Added EP208
43057
Added EP208
43058
Added EP208
43059
Added EP208

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