Indexes

Message Layouts
Session
PreTrade
Trade
PostTrade
Infrastructure

Field

UnderlyingReturnRateValuationFrequencyRollConvention

ID (tag)43028
TypeDateRollConventionCodeSet
PedigreeAdded EP208
The convention for determining the sequence of return rate valuation dates. It is used in conjunction with a specified frequency.

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