ReturnRatePriceGrp is a repeating subcomponent within the ReturnRateGrp component. It is used to specify the return rate prices 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 |
---|---|---|---|---|---|
42765 | NoReturnRatePrices | FIX.5.0SP2 (EP 208) | |||
42766 | ReturnRatePriceBasis | Required if NoReturnRatePrices (42765) > 0. | FIX.5.0SP2 (EP 208) | ||
42767 | ReturnRatePrice | FIX.5.0SP2 (EP 208) | |||
42768 | ReturnRatePriceCurrency | FIX.5.0SP2 (EP 208) | |||
42769 | ReturnRatePriceType | FIX.5.0SP2 (EP 208) |