Group UnderlyingComplexEvents Scenario base


ID Abbr NumInGroup ID NumInGroup name
2228CmplxEvnt2045NoUnderlyingComplexEvents

Pedigree

Added EP Updated EP Deprecated EP
FIX.5.0SP2161

Members

ID Name Abbr Presence Description
2046UnderlyingComplexEventTypeTyp optional SYNOPSIS: Identifies the type of complex event.
2261UnderlyingComplexOptPayoutPaySideOptPay optional SYNOPSIS: Trade side of payout payer.
2262UnderlyingComplexOptPayoutReceiveSideOptRcv optional SYNOPSIS: Trade side of payout receiver.
2263UnderlyingComplexOptPayoutUnderlierOptUndlr optional SYNOPSIS: Reference to the underlier whose payments are being passed through.
2047UnderlyingComplexOptPayoutAmountOptPayAmt optional SYNOPSIS: Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount.
2264UnderlyingComplexOptPayoutPercentageOptPctage optional SYNOPSIS: Percentage of observed price for calculating the payout associated with the event.
2265UnderlyingComplexOptPayoutTimeOptTm optional SYNOPSIS: The time when the payout is to occur.
2266UnderlyingComplexOptPayoutCurrencyOptCcy optional SYNOPSIS: Specifies the currency of the payout amount. Uses ISO 4217 currency codes.
2048UnderlyingComplexEventPricePx optional SYNOPSIS: Specifies the price at which the complex event takes effect. Impact of the event price is determined by the UnderlyingComplexEventType(2046).
2267UnderlyingComplexEventPricePercentagePxPctage optional SYNOPSIS: Specifies the price percentage at which the complex event takes effect. Impact of the event price is determined by the UnderlyingComplexEventType(2046).
2049UnderlyingComplexEventPriceBoundaryMethodPxBndryMeth optional SYNOPSIS: Specifies the boundary condition to be used for the event price relative to the UnderlyingComplexEventPrice(2048) at the point the complex event outcome takes effect as determined by the UnderlyingComplexEventPriceTimeType(2051).
2050UnderlyingComplexEventPriceBoundaryPrecisionPxBndryPrcsn optional SYNOPSIS: Used in combination with UnderlyingComplexEventPriceBoundaryMethod(2049) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls.
2051UnderlyingComplexEventPriceTimeTypePxTmTyp optional SYNOPSIS: Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the UnderlyingComplexEventType(2046).
2052UnderlyingComplexEventConditionCond optional SYNOPSIS: Specifies the condition between complex events when more than one event is specified. Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an "and" condition since both conditions must be in effect for a payout to result.
2229UnderlyingComplexEventDatesEvntDtsoptionalSYNOPSIS: The UnderlyingComplexEventDates and subcomponent UnderlyingComplexEventTimes components are used to constrain a complex event to a specific date range, and optional time range. If specified the event is only effective on or within the specified dates and times.
ELABORATION:
2268UnderlyingComplexEventCurrencyOneCcy1 optional SYNOPSIS: Specifies the first or only reference currency of the trade. Uses ISO 4217 currency codes.
ELABORATION: Applicable for complex FX option strategies.
2269UnderlyingComplexEventCurrencyTwoCcy2 optional SYNOPSIS: Specifies the second reference currency of the trade. Uses ISO 4217 currency codes.
ELABORATION: Applicable for complex FX option strategies.
2270UnderlyingComplexEventQuoteBasisQteBasis optional SYNOPSIS: Specifies the currency pairing for the quote.
2271UnderlyingComplexEventFixedFXRateRt optional SYNOPSIS: Specifies the fixed FX rate alternative for FX Quantro options.
2419UnderlyingComplexEventSpotRateSpotRt optional SYNOPSIS: FX spot rate.
2420UnderlyingComplexEventForwardPointsFwdPnts optional SYNOPSIS: FX forward points added to spot rate. May be a negative value.
2272UnderlyingComplexEventDeterminationMethodMeth optional SYNOPSIS: Specifies the method according to which an amount or a date is determined. See http://www.fpml.org/coding-scheme/determination-method for values.
2273UnderlyingComplexEventCalculationAgentCalcAgent optional SYNOPSIS: Used to identify the calculation agent.
2274UnderlyingComplexEventStrikePriceStrkPx optional SYNOPSIS: Upper strike price for Asian option feature. Strike percentage for a Strike Spread.
2275UnderlyingComplexEventStrikeFactorStrkFctr optional SYNOPSIS: Strike factor for Asian option feature. Upper strike percentage for a Strike Spread.
2276UnderlyingComplexEventStrikeNumberOfOptionsStrkNum optional SYNOPSIS: Upper string number of options for a Strike Spread.
4249UnderlyingComplexEventRateSourceGrpRtSrcoptionalSYNOPSIS: UnderlyingComplexEventRateSourceGrp is a subcomponent of UnderlyingComplexEvents for specifying primary and secondary rate sources.
ELABORATION:
4251UnderlyingComplexEventRelativeDateReltvDtoptionalSYNOPSIS: UnderlyingComplexEventRelativeDate is a subcomponent of UnderlyingComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option.
ELABORATION:
4248UnderlyingComplexEventPeriodGrpPeriodoptionalSYNOPSIS: UnderlyingComplexEventPeriodGrp is a subcomponent of UnderlyingComplexEvents for specifying the periods for an Asian, Barrier, Knock or Strike Schedule option feature.
ELABORATION:
2277UnderlyingComplexEventCreditEventsXIDRefCdtEvntXIDRef optional SYNOPSIS: Reference to credit event table elsewhere in the message.
2278UnderlyingComplexEventCreditEventNotifyingPartyNotifygPty optional SYNOPSIS: The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring.
2279UnderlyingComplexEventCreditEventBusinessCenterBizCtr optional SYNOPSIS: Specifies the local business center for which the credit event is to be determined. The inclusion of this business center implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the specified business center. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
2280UnderlyingComplexEventCreditEventStandardSourcesStdSrcs optional SYNOPSIS: When this element is specified and set to 'Y', indicates that ISDA defined Standard Public Sources are applicable.
2281UnderlyingComplexEventCreditEventMinimumSourcesMinSrcs optional SYNOPSIS: The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two.
ELABORATION: ISDA 2003 Term: Specified Number.
4252UnderlyingComplexEventCreditEventSourceGrpEvntSrcoptionalSYNOPSIS: UnderlyingComplexEventCreditEventSourceGrp is a repeating subcomponent of the UnderlyingComplexEvents component used to specify the particular newspapers or electronic news services that may publish relevant information used in the determination of whether or not a credit event has occurred.
ELABORATION:
4245UnderlyingComplexEventCreditEventGrpCrdEvntoptionalSYNOPSIS: The UnderlyingComplexEventCreditEventGrp is a repeating component within the UnderlyingComplexEventGrp component used to report applicable option credit events.
ELABORATION:
2611UnderlyingComplexEventFuturesPriceValuationFutPxVal optional SYNOPSIS: Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to futures contracts.
2612UnderlyingComplexEventOptionsPriceValuationOptPxVal optional SYNOPSIS: Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to options contracts.
2613UnderlyingComplexEventPVFinalPriceElectionFallbackPVPxFallbck optional SYNOPSIS: Specifies the fallback provisions for the hedging party in the determination of the final settlement price
2282UnderlyingComplexEventXIDXID optional SYNOPSIS: Identifier of this complex event for cross referencing elsewhere in the message.
2283UnderlyingComplexEventXIDRefXIDRef optional SYNOPSIS: Reference to a complex event elsewhere in the message.