Field UnderlyingProvisionOptionExerciseLatestTime Scenario base

SYNOPSIS: For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day.

ID Abbr Datatype
42131LtstTmLocalMktTime

Pedigree

Added EP Updated EP Deprecated EP
FIX.5.0SP2187