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ReturnRateDateGrp is a repeating subcomponent within the ReturnRateGrp 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 (EP 208)

Field or Component Name Description Is Required Added Is Deprecated
42709 NoReturnRateDates FIX.5.0SP2 (EP 208)
42710 ReturnRateDateMode Required if NoReturnRateDates (42709) > 0. FIX.5.0SP2 (EP 208)
BlockRepeating ReturnRateValuationDateGrp FIX.5.0SP2 (EP 208)
42711 ReturnRateValuationDateRelativeTo FIX.5.0SP2 (EP 208)
42712 ReturnRateValuationDateOffsetPeriod Conditionally required when ReturnRateValuationDateOffsetUnit (42713) is specified. FIX.5.0SP2 (EP 208)
42713 ReturnRateValuationDateOffsetUnit Conditionally required when ReturnRateValuationDateOffsetPeriod (42712) is specified. FIX.5.0SP2 (EP 208)
42714 ReturnRateValuationDateOffsetDayType FIX.5.0SP2 (EP 208)
42715 ReturnRateValuationStartDateUnadjusted FIX.5.0SP2 (EP 208)
42716 ReturnRateValuationStartDateRelativeTo FIX.5.0SP2 (EP 208)
42717 ReturnRateValuationStartDateOffsetPeriod Conditionally required when ReturnRateValuationStartDateOffsetUnit (42718) is specified. FIX.5.0SP2 (EP 208)
42718 ReturnRateValuationStartDateOffsetUnit Conditionally required when ReturnRateValuationStartDateOffsetPeriod (42717) is specified. FIX.5.0SP2 (EP 208)
42719 ReturnRateValuationStartDateOffsetDayType FIX.5.0SP2 (EP 208)
42720 ReturnRateValuationStartDateAdjusted FIX.5.0SP2 (EP 208)
42721 ReturnRateValuationEndDateUnadjusted FIX.5.0SP2 (EP 208)
42722 ReturnRateValuationEndDateRelativeTo FIX.5.0SP2 (EP 208)
42723 ReturnRateValuationEndDateOffsetPeriod Conditionally required when ReturnRateValuationEndDateOffsetUnit (42724) is specified. FIX.5.0SP2 (EP 208)
42724 ReturnRateValuationEndDateOffsetUnit Conditionally required when ReturnRateValuationEndDateOffsetPeriod (42723) is specified. FIX.5.0SP2 (EP 208)
42725 ReturnRateValuationEndDateOffsetDayType FIX.5.0SP2 (EP 208)
42726 ReturnRateValuationEndDateAdjusted FIX.5.0SP2 (EP 208)
42727 ReturnRateValuationFrequencyPeriod Conditionally required when ReturnRateValuationFrequencyUnit (42728) is specified. FIX.5.0SP2 (EP 208)
42728 ReturnRateValuationFrequencyUnit Conditionally required when ReturnRateValuationFrequencyPeriod (42727) is specified. FIX.5.0SP2 (EP 208)
42729 ReturnRateValuationFrequencyRollConvention When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream return rate valuation dates. FIX.5.0SP2 (EP 208)
42730 ReturnRateValuationDateBusinessDayConvention When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to payment stream return rate valuation dates. FIX.5.0SP2 (EP 208)
BlockRepeating ReturnRateValuationDateBusinessCenterGrp When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified values would be specific to payment stream return rate valuation dates. FIX.5.0SP2 (EP 208)

Used in components