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UnderlyingReturnRateDateGrp is a repeating subcomponent within the UnderlyingReturnRateGrp 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 (208)

Field or Component Name Description Is Required Added Is Deprecated
43008 NoUnderlyingReturnRateDates FIX.5.0SP2 (208)
43009 UnderlyingReturnRateDateMode Required if NoUnderlyingReturnRateDates (43008) > 0. FIX.5.0SP2 (208)
BlockRepeating UnderlyingReturnRateValuationDateGrp FIX.5.0SP2 (208)
43010 UnderlyingReturnRateValuationDateRelativeTo FIX.5.0SP2 (208)
43011 UnderlyingReturnRateValuationDateOffsetPeriod Conditionally required when UnderlyingReturnRateValuationDateOffsetUnit (43012) is specified. FIX.5.0SP2 (208)
43012 UnderlyingReturnRateValuationDateOffsetUnit Conditionally required when UnderlyingReturnRateValuationDateOffsetPeriod (43011) is specified. FIX.5.0SP2 (208)
43013 UnderlyingReturnRateValuationDateOffsetDayType FIX.5.0SP2 (208)
43014 UnderlyingReturnRateValuationStartDateUnadjusted FIX.5.0SP2 (208)
43015 UnderlyingReturnRateValuationStartDateRelativeTo FIX.5.0SP2 (208)
43016 UnderlyingReturnRateValuationStartDateOffsetPeriod Conditionally required when UnderlyingReturnRateValuationStartDateOffsetUnit (43017) is specified. FIX.5.0SP2 (208)
43017 UnderlyingReturnRateValuationStartDateOffsetUnit Conditionally required when UnderlyingReturnRateValuationStartDateOffsetPeriod (43016) is specified. FIX.5.0SP2 (208)
43018 UnderlyingReturnRateValuationStartDateOffsetDayType FIX.5.0SP2 (208)
43019 UnderlyingReturnRateValuationStartDateAdjusted FIX.5.0SP2 (208)
43020 UnderlyingReturnRateValuationEndDateUnadjusted FIX.5.0SP2 (208)
43021 UnderlyingReturnRateValuationEndDateRelativeTo FIX.5.0SP2 (208)
43022 UnderlyingReturnRateValuationEndDateOffsetPeriod Conditionally required when UnderlyingReturnRateValuationEndDateOffsetUnit (43023) is specified. FIX.5.0SP2 (208)
43023 UnderlyingReturnRateValuationEndDateOffsetUnit Conditionally required when UnderlyingReturnRateValuationEndDateOffsetPeriod (43022) is specified. FIX.5.0SP2 (208)
43024 UnderlyingReturnRateValuationEndDateOffsetDayType FIX.5.0SP2 (208)
43025 UnderlyingReturnRateValuationEndDateAdjusted FIX.5.0SP2 (208)
43026 UnderlyingReturnRateValuationFrequencyPeriod Conditionally required when UnderlyingReturnRateValuationFrequencyUnit (43027) is specified. FIX.5.0SP2 (208)
43027 UnderlyingReturnRateValuationFrequencyUnit Conditionally required when UnderlyingReturnRateValuationFrequencyPeriod (43026) is specified. FIX.5.0SP2 (208)
43028 UnderlyingReturnRateValuationFrequencyRollConvention When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the return rate dates. FIX.5.0SP2 (208)
43029 UnderlyingReturnRateValuationDateBusinessDayConvention When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to payment stream return rate valuation dates. FIX.5.0SP2 (208)
BlockRepeating UnderlyingReturnRateValuationDateBusinessCenterGrp When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to payment stream return rate valuation dates. FIX.5.0SP2 (208)

Used in components