Field UnderlyingProvisionOptionExerciseEarliestTime Scenario base

SYNOPSIS: The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date, in the case of an American option.

ID Abbr Datatype
42129ErlstTmLocalMktTime

Pedigree

Added EP Updated EP Deprecated EP
FIX.5.0SP2187