Component ReturnRateValuationDateGrp (BlockRepeating)
ReturnRateValuationDateGrp is a repeating subcomponent within the ReturnRateDateGrp component. It is used to specify the fixed 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 |
|---|---|---|---|---|---|
| 42772 | NoReturnRateValuationDates | FIX.5.0SP2 (208) | |||
| 42773 | ReturnRateValuationDate | Required if NoReturnRateValuationDates (42772) > 0. | FIX.5.0SP2 (208) | ||
| 42774 | ReturnRateValuationDateType | 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 (208) |