| ID | Abbr |
|---|---|
| 4263 | Dts |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.5.0SP2 | 169 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 41822 | UnderlyingOptionExerciseBusinessDayConvention | BizDayCnvtn | optional | SYNOPSIS:
The business day convention used to adjust the option exercise dates. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
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| 4262 | UnderlyingOptionExerciseBusinessCenterGrp | BizCtr | optional | SYNOPSIS:
UnderlyingOptionExerciseBusinessCenterGrp is a repeating subcomponent of the UnderlyingOptionExerciseDates 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: |
| 4264 | UnderlyingOptionExerciseDateGrp | Dt | optional | SYNOPSIS:
The UnderlyingOptionExerciseDateGrp is a repeating subcomponent of the UnderlyingOptionExerciseDates component used to specify fixed dates for exercise.
ELABORATION: |
| 41823 | UnderlyingOptionExerciseEarliestDateOffsetDayType | ErlstOfstDayTyp | optional | SYNOPSIS:
Specifies the day type of the relative earliest exercise date offset.
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| 41824 | UnderlyingOptionExerciseEarliestDateOffsetPeriod | ErlstOfstPeriod | optional | SYNOPSIS:
Time unit multiplier for the relative earliest exercise date offset.
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| 41825 | UnderlyingOptionExerciseEarliestDateOffsetUnit | ErlstOfstUnit | optional | SYNOPSIS:
Time unit associated with the relative earliest exercise date offset.
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| 41826 | UnderlyingOptionExerciseFrequencyPeriod | FreqPeriod | optional | SYNOPSIS:
Time unit multiplier for the frequency of exercise dates.
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| 41827 | UnderlyingOptionExerciseFrequencyUnit | FreqUnit | optional | SYNOPSIS:
Time unit associated with the frequency of exercise dates.
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| 41828 | UnderlyingOptionExerciseStartDateUnadjusted | StartDtUnadj | optional | SYNOPSIS:
The unadjusted start date for calculating periodic exercise dates.
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| 41829 | UnderlyingOptionExerciseStartDateRelativeTo | 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.
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| 41830 | UnderlyingOptionExerciseStartDateOffsetPeriod | StartDtOfstPeriod | optional | SYNOPSIS:
Time unit multiplier for the relative exercise start date offset.
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| 41831 | UnderlyingOptionExerciseStartDateOffsetUnit | StartDtOfstUnit | optional | SYNOPSIS:
Time unit associated with the relative exercise start date offset.
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| 41832 | UnderlyingOptionExerciseStartDateOffsetDayType | StartDtOfstDayTyp | optional | SYNOPSIS:
Specifies the day type of the relative option exercise start date offset.
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| 41833 | UnderlyingOptionExerciseStartDateAdjusted | StartDt | optional | SYNOPSIS:
The adjusted start date for calculating periodic exercise dates.
|
| 41834 | UnderlyingOptionExerciseSkip | 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.
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| 41835 | UnderlyingOptionExerciseNominationDeadline | NomntnDdln | optional | SYNOPSIS:
The last date (adjusted) for establishing the option exercise terms.
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| 41836 | UnderlyingOptionExerciseFirstDateUnadjusted | FirstDtUnadj | optional | SYNOPSIS:
The unadjusted first exercise date.
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| 41837 | UnderlyingOptionExerciseLastDateUnadjusted | LastDtUnadj | optional | SYNOPSIS:
The unadjusted last exercise date.
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| 41838 | UnderlyingOptionExerciseEarliestTime | 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, (iii) the commencement date to, and including, the expiration date, in the case of an American option.
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| 41839 | UnderlyingOptionExerciseLatestTime | LtstTm | optional | SYNOPSIS:
Latest exercise time. See also UnderlyingOptionExerciseEarliestTime(41838).
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| 41840 | UnderlyingOptionExerciseTimeBusinessCenter | TmBizCtr | optional | SYNOPSIS:
The business center used to determine the locale for option exercise time, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values
|