| ID |
Name |
Abbr |
Presence |
Description |
| 41739 | UnderlyingComplexEventDateUnadjusted | DtUnadj |
optional |
SYNOPSIS:
The unadjusted complex event date.
ELABORATION:
For example the second expiration date for a calendar spread option strategy.
|
| 41740 | UnderlyingComplexEventDateRelativeTo | Reltv |
optional |
SYNOPSIS:
Specifies the anchor date when the complex event date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
| 41741 | UnderlyingComplexEventDateOffsetPeriod | OfstPeriod |
optional |
SYNOPSIS:
Time unit multiplier for the relative date offset.
|
| 41742 | UnderlyingComplexEventDateOffsetUnit | OfstUnit |
optional |
SYNOPSIS:
Time unit associated with the relative date offset.
|
| 41743 | UnderlyingComplexEventDateOffsetDayType | OfstDayTyp |
optional |
SYNOPSIS:
Specifies the day type of the relative date offset.
|
| 41744 | UnderlyingComplexEventDateBusinessDayConvention | BizDayCnvtn |
optional |
SYNOPSIS:
The business day convention used to adjust the event date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
|
| 4250 | UnderlyingComplexEventDateBusinessCenterGrp | BizCtr | optional | SYNOPSIS:
UnderlyingComplexEventDateBusinessCenterGrp is a repeating subcomponent of the UnderlyingComplexEventRelativeDate component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.
ELABORATION:
|
| 41745 | UnderlyingComplexEventDateAdjusted | Dt |
optional |
SYNOPSIS:
The adjusted complex event date.
|
| 41746 | UnderlyingComplexEventFixingTime | FixngTm |
optional |
SYNOPSIS:
The local market fixing time.
|
| 41747 | UnderlyingComplexEventFixingTimeBusinessCenter | FixngBizCtr |
optional |
SYNOPSIS:
The business center for determining the actual fixing times.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|