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LegReturnRateDateGrp is a repeating subcomponent within the LegReturnRateGrp component. It is used to specify the equity and dividend valuation dates for an equity return swap payment stream.

Added in protocol FIX.5.0SP2 (EP 208)

Field or Component Name Description Is Required Added Is Deprecated
42508 NoLegReturnRateDates FIX.5.0SP2 (EP 208)
42509 LegReturnRateDateMode Required if NoLegReturnRateDates (42508) > 0. FIX.5.0SP2 (EP 208)
BlockRepeating LegReturnRateValuationDateGrp FIX.5.0SP2 (EP 208)
42510 LegReturnRateValuationDateRelativeTo FIX.5.0SP2 (EP 208)
42511 LegReturnRateValuationDateOffsetPeriod Conditionally required when LegReturnRateValuationDateOffsetUnit (42512) is specified. FIX.5.0SP2 (EP 208)
42512 LegReturnRateValuationDateOffsetUnit Conditionally required when LegReturnRateValuationDateOffsetPeriod (42511) is specified. FIX.5.0SP2 (EP 208)
42513 LegReturnRateValuationDateOffsetDayType FIX.5.0SP2 (EP 208)
42514 LegReturnRateValuationStartDateUnadjusted FIX.5.0SP2 (EP 208)
42515 LegReturnRateValuationStartDateRelativeTo FIX.5.0SP2 (EP 208)
42516 LegReturnRateValuationStartDateOffsetPeriod Conditionally required when LegReturnRateValuationStartDateOffsetUnit (42517) is specified. FIX.5.0SP2 (EP 208)
42517 LegReturnRateValuationStartDateOffsetUnit Conditionally required when LegReturnRateValuationStartDateOffsetPeriod (42516) is specified. FIX.5.0SP2 (EP 208)
42518 LegReturnRateValuationStartDateOffsetDayType FIX.5.0SP2 (EP 208)
42519 LegReturnRateValuationStartDateAdjusted FIX.5.0SP2 (EP 208)
42520 LegReturnRateValuationEndDateUnadjusted FIX.5.0SP2 (EP 208)
42521 LegReturnRateValuationEndDateRelativeTo FIX.5.0SP2 (EP 208)
42522 LegReturnRateValuationEndDateOffsetPeriod Conditionally required when LegReturnRateValuationEndDateOffsetUnit (42523) is specified. FIX.5.0SP2 (EP 208)
42523 LegReturnRateValuationEndDateOffsetUnit Conditionally required when LegReturnRateValuationEndDateOffsetPeriod (42522) is specified. FIX.5.0SP2 (EP 208)
42524 LegReturnRateValuationEndDateOffsetDayType FIX.5.0SP2 (EP 208)
42525 LegReturnRateValuationEndDateAdjusted FIX.5.0SP2 (EP 208)
42526 LegReturnRateValuationFrequencyPeriod Conditionally required when LegReturnRateValuationFrequencyUnit (42527) is specified. FIX.5.0SP2 (EP 208)
42527 LegReturnRateValuationFrequencyUnit Conditionally required when LegReturnRateValuationFrequencyPeriod (42526) is specified. FIX.5.0SP2 (EP 208)
42528 LegReturnRateValuationFrequencyRollConvention When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of return rate valuation dates. FIX.5.0SP2 (EP 208)
42529 LegReturnRateValuationDateBusinessDayConvention When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to payment stream return rate valuation dates. FIX.5.0SP2 (EP 208)
BlockRepeating LegReturnRateValuationDateBusinessCenterGrp When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to payment stream return rate valuation dates. FIX.5.0SP2 (EP 208)

Used in components