| ID |
Name |
Abbr |
Presence |
Description |
| 41142 | OptionExerciseExpirationDateBusinessDayConvention | BizDayCnvtn |
optional |
SYNOPSIS:
The business day convention used to adjust the option exercise expiration dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
|
| 4166 | OptionExerciseExpirationDateBusinessCenterGrp | BizCtr | optional | SYNOPSIS:
The OptionExerciseExpirationDateBusinessCenterGrp is a repeating subcomponent of the OptionExerciseExpiration 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:
|
| 4168 | OptionExerciseExpirationDateGrp | Dt | optional | SYNOPSIS:
The OptionExerciseExpirationDateGrp is a repeating subcomponent of the OptionExerciseExpiration component used to specify fixed dates for expiration.
ELABORATION:
|
| 41143 | OptionExerciseExpirationDateRelativeTo | Reltv |
optional |
SYNOPSIS:
Specifies the anchor date when the option exercise expiration date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
| 41144 | OptionExerciseExpirationDateOffsetPeriod | OfstPeriod |
optional |
SYNOPSIS:
Time unit multiplier for the relative exercise expiration date offset.
|
| 41145 | OptionExerciseExpirationDateOffsetUnit | OfstUnit |
optional |
SYNOPSIS:
Time unit associated with the relative exercise expiration date offset.
|
| 41146 | OptionExerciseExpirationFrequencyPeriod | FreqPeriod |
optional |
SYNOPSIS:
Time unit multiplier for the frequency of exercise expiration dates.
|
| 41147 | OptionExerciseExpirationFrequencyUnit | FreqUnit |
optional |
SYNOPSIS:
Time unit associated with the frequency of exercise expiration dates.
|
| 41148 | OptionExerciseExpirationRollConvention | Roll |
optional |
SYNOPSIS:
The convention for determining the sequence of exercise expiration dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the DateAdjustment component in Instrument.
|
| 41149 | OptionExerciseExpirationDateOffsetDayType | OfstDayTyp |
optional |
SYNOPSIS:
Specifies the day type of the relative option exercise expiration date offset.
|
| 41150 | OptionExerciseExpirationTime | Tm |
optional |
SYNOPSIS:
The option exercise expiration time.
|
| 41151 | OptionExerciseExpirationTimeBusinessCenter | TmBizCtr |
optional |
SYNOPSIS:
The business center used to determine the locale for option exercise expiration time, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|