Indexes

Message Layouts
Session
PreTrade
Trade
PostTrade
Infrastructure

Group

UnderlyingReturnRateInformationSourceGrp

ID4419
PedigreeAdded EP208
UnderlyingReturnRateInformationSourceGrp is a repeating subcomponent within the UnderlyingReturnRateGrp component. It is used to specify the information sources for equity prices and FX rates for an equity return swap payment stream.
Field
Name
Type
Req'd
Comments
Pedigree
43060
Added EP208
43061
Required if NoUnderlyingReturnRateInformationSources(43060) > 0.
Added EP208
43062
Added EP208
43063
Added EP208
Used in groups:

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