UnderlyingReturnRateValuationDateGrp is a repeating subcomponent within the UnderlyingReturnRateDateGrp component. It is used to specify the fixed valuation dates 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 |
|---|---|---|---|---|---|
| 43071 | NoUnderlyingReturnRateValuationDates | FIX.5.0SP2 (EP 208) | |||
| 43072 | UnderlyingReturnRateValuationDate | Required if NoUnderlyingReturnRateValuationDates (43071) > 0. | FIX.5.0SP2 (EP 208) | ||
| 43073 | UnderlyingReturnRateValuationDateType | When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. | FIX.5.0SP2 (EP 208) |