UnderlyingReturnRatePriceGrp is a repeating subcomponent within the UnderlyingReturnRateGrp 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 |
|---|---|---|---|---|---|
| 43064 | NoUnderlyingReturnRatePrices | FIX.5.0SP2 (208) | |||
| 43065 | UnderlyingReturnRatePriceBasis | Required if NoUnderlyingReturnRatePrices (43064) > 0. | FIX.5.0SP2 (208) | ||
| 43066 | UnderlyingReturnRatePrice | FIX.5.0SP2 (208) | |||
| 43067 | UnderlyingReturnRatePriceCurrency | FIX.5.0SP2 (208) | |||
| 43068 | UnderlyingReturnRatePriceType | FIX.5.0SP2 (208) |