ASP ASP login

UnderlyingReturnRateGrp is a repeating subcomponent within the PaymentStreamFloatingRate component. It is used to specify the multiple return rates 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
43034 NoUnderlyingReturnRates FIX.5.0SP2 (EP 208)
43035 UnderlyingReturnRatePriceSequence Required if NoUnderlyingReturnRates (43034) > 0. FIX.5.0SP2 (EP 208)
43036 UnderlyingReturnRateCommissionBasis FIX.5.0SP2 (EP 208)
43037 UnderlyingReturnRateCommissionAmount FIX.5.0SP2 (EP 208)
43038 UnderlyingReturnRateCommissionCurrency If not specified, this is defaulted to the reporting currency. FIX.5.0SP2 (EP 208)
43039 UnderlyingReturnRateTotalCommissionPerTrade FIX.5.0SP2 (EP 208)
43040 UnderlyingReturnRateDeterminationMethod FIX.5.0SP2 (EP 208)
BlockRepeating UnderlyingReturnRatePriceGrp FIX.5.0SP2 (EP 208)
BlockRepeating UnderlyingReturnRateFXConversionGrp FIX.5.0SP2 (EP 208)
43041 UnderlyingReturnRateAmountRelativeTo FIX.5.0SP2 (EP 208)
43042 UnderlyingReturnRateQuoteMeasureType FIX.5.0SP2 (EP 208)
43043 UnderlyingReturnRateQuoteUnits FIX.5.0SP2 (EP 208)
43044 UnderlyingReturnRateQuoteMethod FIX.5.0SP2 (EP 208)
43045 UnderlyingReturnRateQuoteCurrency FIX.5.0SP2 (EP 208)
43046 UnderlyingReturnRateQuoteCurrencyType FIX.5.0SP2 (EP 208)
43047 UnderlyingReturnRateQuoteTimeType Mutually exclusive with UnderlyingReturnRateQuoteTime (43048). FIX.5.0SP2 (EP 208)
43048 UnderlyingReturnRateQuoteTime Mutually exclusive with UnderlyingReturnRateQuoteTimeType (43047). FIX.5.0SP2 (EP 208)
43049 UnderlyingReturnRateQuoteDate FIX.5.0SP2 (EP 208)
43050 UnderlyingReturnRateQuoteExpirationTime FIX.5.0SP2 (EP 208)
43051 UnderlyingReturnRateQuoteBusinessCenter FIX.5.0SP2 (EP 208)
43052 UnderlyingReturnRateQuoteExchange FIX.5.0SP2 (EP 208)
BlockRepeating UnderlyingReturnRateInformationSourceGrp FIX.5.0SP2 (EP 208)
43053 UnderlyingReturnRateQuotePricingModel FIX.5.0SP2 (EP 208)
43054 UnderlyingReturnRateCashFlowType FIX.5.0SP2 (EP 208)
BlockRepeating UnderlyingReturnRateDateGrp FIX.5.0SP2 (EP 208)
43055 UnderlyingReturnRateValuationTimeType Mutually exclusive with UnderlyingReturnRateValuationTime (43056) FIX.5.0SP2 (EP 208)
43056 UnderlyingReturnRateValuationTime Mutually exclusive with UnderlyingReturnRateValuationTimeType (43055). FIX.5.0SP2 (EP 208)
43057 UnderlyingReturnRateValuationTimeBusinessCenter FIX.5.0SP2 (EP 208)
43058 UnderlyingReturnRateValuationPriceOption FIX.5.0SP2 (EP 208)
43059 UnderlyingReturnRateFinalPriceFallback FIX.5.0SP2 (EP 208)

Used in components