| ID |
Name |
Abbr |
Presence |
Description |
| 41609 | LegPricingDateUnadjusted | DtUnadj |
optional |
SYNOPSIS:
The unadjusted pricing or fixing date.
|
| 41610 | LegPricingDateBusinessDayConvention | BizDayCnvtn |
optional |
SYNOPSIS:
The business day convention used to adjust the pricing or fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
|
| 4228 | LegPricingDateBusinessCenterGrp | BizCtr | optional | SYNOPSIS:
LegPricingDateBusinessCenterGrp is a repeating subcomponent of the LegPricingDateTime component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
ELABORATION:
|
| 41611 | LegPricingDateAdjusted | Dt |
optional |
SYNOPSIS:
The adjusted pricing or fixing date.
|
| 41612 | LegPricingTime | Tm |
optional |
SYNOPSIS:
The local market pricing or fixing time.
|
| 41613 | LegPricingTimeBusinessCenter | TmBizCtr |
optional |
SYNOPSIS:
Specifies the business center for determining the pricing or fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|