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 (208)
Field or Component | Name | Description | Is Required | Added | Is Deprecated |
---|---|---|---|---|---|
42765 | NoReturnRatePrices | FIX.5.0SP2 (208) | |||
42766 | ReturnRatePriceBasis | Required if NoReturnRatePrices (42765) > 0. | FIX.5.0SP2 (208) | ||
42767 | ReturnRatePrice | FIX.5.0SP2 (208) | |||
42768 | ReturnRatePriceCurrency | FIX.5.0SP2 (208) | |||
42769 | ReturnRatePriceType | FIX.5.0SP2 (208) |