| ID |
Name |
Abbr |
Presence |
Description |
| 40145 | ProvisionOptionExpirationDateUnadjusted | DtUnadj |
optional |
SYNOPSIS:
The unadjusted last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period.
|
| 40146 | ProvisionOptionExpirationDateBusinessDayConvention | BizDayCnvtn |
optional |
SYNOPSIS:
The business day convention used to adjust the instrument's provision's option expiration date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
|
| 4117 | ProvisionOptionExpirationDateBusinessCenterGrp | BizCtr | optional | SYNOPSIS:
ProvisionOptionExpirationDateBusinessCenterGrp is a repeating subcomponent within the ProvisionOptionExpirationDate 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:
|
| 40148 | ProvisionOptionExpirationDateRelativeTo | Reltv |
optional |
SYNOPSIS:
Specifies the anchor date when the option expiration date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
| 40149 | ProvisionOptionExpirationDateOffsetPeriod | OfstPeriod |
optional |
SYNOPSIS:
Time unit multiplier for the relative option expiration date offset.
|
| 40150 | ProvisionOptionExpirationDateOffsetUnit | OfstUnit |
optional |
SYNOPSIS:
Time unit associated with the relative option expiration date offset.
|
| 40151 | ProvisionOptionExpirationDateOffsetDayType | OfstDayTyp |
optional |
SYNOPSIS:
Specifies the day type of the provision's relative option expiration date offset.
|
| 40152 | ProvisionOptionExpirationDateAdjusted | Dt |
optional |
SYNOPSIS:
The adjusted last date within an exercise period for an American style option. For a European style option it is the only date within the exercise period.
|
| 40153 | ProvisionOptionExpirationTime | ExpTm |
optional |
SYNOPSIS:
The latest time for exercise on the expiration date.
|
| 40154 | ProvisionOptionExpirationTimeBusinessCenter | ExpTmBizCtr |
optional |
SYNOPSIS:
Identifies the business center calendar used with the provision's latest exercise time on expiration date.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|