| ID |
Name |
Abbr |
Presence |
Description |
| 40155 | ProvisionOptionRelevantUnderlyingDateUnadjusted | 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).
|
| 40156 | ProvisionOptionRelevantUnderlyingDateBusinessDayConvention | BizDayCnvtn |
optional |
SYNOPSIS:
The business day convention used to adjust the instrument's provision's option underlying date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
|
| 4118 | ProvisionOptionRelevantUnderlyingDateBusinessCenterGrp | BizCtr | optional | SYNOPSIS:
ProvisionOptionRelevantUnderlyingDateBusinessCenterGrp is a repeating subcomponent within the ProvisionOptionRelevantUnderlyingDate component. It is 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:
|
| 40158 | ProvisionOptionRelevantUnderlyingDateRelativeTo | 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.
|
| 40159 | ProvisionOptionRelevantUnderlyingDateOffsetPeriod | OfstPeriod |
optional |
SYNOPSIS:
Time unit multiplier for the relative option relevant underlying date offset.
|
| 40160 | ProvisionOptionRelevantUnderlyingDateOffsetUnit | OfstUnit |
optional |
SYNOPSIS:
Time unit associated with the relative option relevant underlying date offset.
|
| 40161 | ProvisionOptionRelevantUnderlyingDateOffsetDayType | OfstDayTyp |
optional |
SYNOPSIS:
Specifies the day type of the provision's relative option relevant underlying date offset.
|
| 40162 | ProvisionOptionRelevantUnderlyingDateAdjusted | 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).
|