| ID |
Name |
Abbr |
Presence |
Description |
| 40123 | ProvisionOptionExerciseBusinessDayConvention | BizDayCnvtn |
optional |
SYNOPSIS:
The business day convention used to adjust the instrument's provision's option exercise date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
|
| 4116 | ProvisionOptionExerciseBusinessCenterGrp | BizCtr | optional | SYNOPSIS:
ProvisionOptionExerciseBusinessCenterGrp is a repeating subcomponent within the ProvisionOptionExerciseDates 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 DateAdjustment component in Instrument.
ELABORATION:
|
| 4014 | ProvisionOptionExerciseFixedDateGrp | OptExerFixedDt | optional | SYNOPSIS:
The ProvisionOptionExerciseFixedDateGrp is a repeating component within the ProvisionOptionExerciseDates component used to report an array of unadjusted or adjusted fixed exercise dates.
ELABORATION:
For the purpose of optimization, the ProvisionOptionExerciseFixedDateType(40144) field may optionally be omitted after the first instance provided the instance(s) which immediately follow is of the same date type. When the next instance requires a different date type from the prior instance, the ProvisionOptionExerciseFixedDateType(40144) is required to specify the date type.
|
| 40125 | ProvisionOptionExerciseEarliestDateOffsetPeriod | ErlstOfstPeriod |
optional |
SYNOPSIS:
Time unit multiplier for the interval to the first (and possibly only) exercise date in the exercise period.
|
| 40126 | ProvisionOptionExerciseEarliestDateOffsetUnit | ErlstOfstUnit |
optional |
SYNOPSIS:
Time unit associated with the interval to the first (and possibly only) exercise date in the exercise period.
|
| 40127 | ProvisionOptionExerciseFrequencyPeriod | FreqPeriod |
optional |
SYNOPSIS:
Time unit multiplier for the frequency of subsequent exercise dates in the exercise period following the earliest exercise date. An interval of 1 day should be used to indicate an American style exercise period.
|
| 40128 | ProvisionOptionExerciseFrequencyUnit | FreqUnit |
optional |
SYNOPSIS:
Time unit associated with the frequency of subsequent exercise dates in the exercise period following the earliest exercise date.
|
| 40129 | ProvisionOptionExerciseStartDateUnadjusted | StartDtUnadj |
optional |
SYNOPSIS:
The unadjusted first day of the exercise period for an American style option.
|
| 40130 | ProvisionOptionExerciseStartDateRelativeTo | StartDtReltv |
optional |
SYNOPSIS:
Specifies the anchor date when the option exercise start date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
| 40131 | ProvisionOptionExerciseStartDateOffsetPeriod | StartDtOfstPeriod |
optional |
SYNOPSIS:
Time unit multiplier for the relative option exercise start date offset.
|
| 40132 | ProvisionOptionExerciseStartDateOffsetUnit | StartDtOfstUnit |
optional |
SYNOPSIS:
Time unit associated with the relative option exercise start date offset.
|
| 40133 | ProvisionOptionExerciseStartDateOffsetDayType | StartDtOfstDayTyp |
optional |
SYNOPSIS:
Specifies the day type of the provision's relative option exercise start date offset.
|
| 40134 | ProvisionOptionExerciseStartDateAdjusted | StartDt |
optional |
SYNOPSIS:
The adjusted first day of the exercise period for an American style option.
|
| 40135 | ProvisionOptionExercisePeriodSkip | Skip |
optional |
SYNOPSIS:
The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1.
|
| 40136 | ProvisionOptionExerciseBoundsFirstDateUnadjusted | FirstDtUnadj |
optional |
SYNOPSIS:
The unadjusted first date of a schedule. This can be used to restrict the range of exercise dates when they are relative.
|
| 40137 | ProvisionOptionExerciseBoundsLastDateUnadjusted | LastDtUnadj |
optional |
SYNOPSIS:
The unadjusted last date of a schedule. This can be used to restrict the range of exercise dates when they are relative.
|
| 40138 | ProvisionOptionExerciseEarliestTime | ErlstTm |
optional |
SYNOPSIS:
The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date, in the case of an American option.
|
| 40139 | ProvisionOptionExerciseEarliestTimeBusinessCenter | ErlstTmBizCtr |
optional |
SYNOPSIS:
Identifies the business center calendar used with the provision's earliest time for notice of exercise.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
| 40140 | ProvisionOptionExerciseLatestTime | LtstTm |
optional |
SYNOPSIS:
For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day.
|
| 40141 | ProvisionOptionExerciseLatestTimeBusinessCenter | LtstTmBizCtr |
optional |
SYNOPSIS:
Identifies the business center calendar used with the provision's latest time for notice of exercise.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|