Group MaturityRules Scenario base


ID Abbr NumInGroup ID NumInGroup name
2120MatRules1236NoMaturityRules

Pedigree

Added EP Updated EP Deprecated EP
FIX.5.0

Members

ID Name Abbr Presence Description
1222MaturityRuleIDMatRuleID optional SYNOPSIS: Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated
1303MaturityMonthYearFormatMMYFmt optional SYNOPSIS: Format used to generate the MaturityMonthYear for each option
1302MaturityMonthYearIncrementUnitsMMYIncrUnits optional SYNOPSIS: Unit of measure for the Maturity Month Year Increment
1241StartMaturityMonthYearStartMMY optional SYNOPSIS: Starting maturity month year for an option class
1226EndMaturityMonthYearEndMMY optional SYNOPSIS: Ending maturity month year for an option class
1229MaturityMonthYearIncrementMMYIncr optional SYNOPSIS: Increment between successive maturities for an option class