Component ComplexEventRelativeDate Scenario base

SYNOPSIS: The ComplexEventRelativeDate is a subcomponent of ComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option.
ELABORATION:

ID Abbr
4149ReltvDt

Pedigree

Added EP Updated EP Deprecated EP
FIX.5.0SP2169

Members

ID Name Abbr Presence Description
41020ComplexEventDateUnadjustedDtUnadj optional SYNOPSIS: The unadjusted complex event date.
ELABORATION: For example the second expiration date for a calendar spread option strategy.
41021ComplexEventDateRelativeToReltv optional SYNOPSIS: Specifies the anchor date when the complex event date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
41022ComplexEventDateOffsetPeriodOfstPeriod optional SYNOPSIS: Time unit multiplier for the relative date offset.
41023ComplexEventDateOffsetUnitOfstUnit optional SYNOPSIS: Time unit associated with the relative date offset.
41024ComplexEventDateOffsetDayTypeOfstDayTyp optional SYNOPSIS: Specifies the day type of the relative date offset.
41025ComplexEventDateBusinessDayConventionBizDayCnvtn optional SYNOPSIS: The business day convention used to adjust the complex event date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
4148ComplexEventDateBusinessCenterGrpBizCtroptionalSYNOPSIS: The ComplexEventDateBusinessCenterGrp is a repeating subcomponent of the ComplexEventRelativeDate component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
ELABORATION:
41026ComplexEventDateAdjustedDt optional SYNOPSIS: The adjusted complex event date.
41027ComplexEventFixingTimeFixngTm optional SYNOPSIS: The local market fixing time.
41028ComplexEventFixingTimeBusinessCenterFixngBizCtr optional SYNOPSIS: The business center calendar used to determine the actual fixing times. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.