| ID |
Name |
Abbr |
Presence |
Description |
| 40508 | LegProvisionOptionRelevantUnderlyingDateUnadjusted | DtUnadj |
optional |
SYNOPSIS:
The unadjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date).
|
| 40509 | LegProvisionOptionRelevantUnderlyingDateBusinessDayConvention | BizDayCnvtn |
optional |
SYNOPSIS:
The business day convention used to adjust the instrument leg's provision's option relevant underlying date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
|
| 4099 | LegProvisionOptionRelevantUnderlyingDateBusinessCenterGrp | BizCtr | optional | SYNOPSIS:
LegProvisionOptionRelevantUnderlyingDateBusinessCenterGrp is a repeating subcomponent within the LegProvisionOptionRelevantUnderlyingDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
ELABORATION:
|
| 40511 | LegProvisionOptionRelevantUnderlyingDateRelativeTo | Reltv |
optional |
SYNOPSIS:
Specifies the anchor date when the date relevant to the underlying trade on exercise is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
| 40512 | LegProvisionOptionRelevantUnderlyingDateOffsetPeriod | OfstPeriod |
optional |
SYNOPSIS:
Time unit multiplier for the relative option relevant underlying date offset.
|
| 40513 | LegProvisionOptionRelevantUnderlyingDateOffsetUnit | OfstUnit |
optional |
SYNOPSIS:
Time unit associated with the relative option relevant underlying date offset.
|
| 40514 | LegProvisionOptionRelevantUnderlyingDateOffsetDayType | OfstDayTyp |
optional |
SYNOPSIS:
Specifies the day type of the provision's relative option relevant underlying date offset.
|
| 40515 | LegProvisionOptionRelevantUnderlyingDateAdjusted | Dt |
optional |
SYNOPSIS:
The adjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date).
|