Component UnderlyingOptionExerciseExpiration Scenario base

SYNOPSIS: The UnderlyingOptionExerciseExpiration component is a subcomponent of the UnderlyingOptionExercise component used to specify option exercise expiration dates and times. The purpose of UnderlyingOptionExercise is to identify the scheduled opportunities for exercise. UnderlyingOptionExerciseExpiration identifies the end of the schedule.
ELABORATION:

ID	Abbr
4266	Exp

Pedigree

Added	EP	Updated	EP	Deprecated	EP
FIX.5.0SP2	169	FIX.5.0SP2	211

Members

ID	Name	Abbr	Presence	Description
41846	UnderlyingOptionExerciseExpirationDateBusinessDayConvention	BizDayCnvtn	optional	SYNOPSIS: The business day convention used to adjust the option exercise expiration dates. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
4265	UnderlyingOptionExerciseExpirationDateBusinessCenterGrp	BizCtr	optional	SYNOPSIS: UnderlyingOptionExerciseExpirationDateBusinessCenterGrp is a repeating subcomponent of the UnderlyingOptionExerciseExpiration 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:
4267	UnderlyingOptionExerciseExpirationDateGrp	Dt	optional	SYNOPSIS: The UnderlyingOptionExerciseExpirationDateGrp is a repeating subcomponent of the UnderlyingOptionExerciseExpiration component used to specify fixed dates for expiration. ELABORATION:
41847	UnderlyingOptionExerciseExpirationDateRelativeTo	Reltv	optional	SYNOPSIS: Specifies the anchor date when the option exercise expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
41848	UnderlyingOptionExerciseExpirationDateOffsetPeriod	OfstPeriod	optional	SYNOPSIS: Time unit multiplier for the relative exercise expiration date offset.
41849	UnderlyingOptionExerciseExpirationDateOffsetUnit	OfstUnit	optional	SYNOPSIS: Time unit associated with the relative exercise expiration date offset.
41850	UnderlyingOptionExerciseExpirationFrequencyPeriod	FreqPeriod	optional	SYNOPSIS: Time unit multiplier for the frequency of exercise expiration dates.
41851	UnderlyingOptionExerciseExpirationFrequencyUnit	FreqUnit	optional	SYNOPSIS: Time unit associated with the frequency of exercise expiration dates.
41852	UnderlyingOptionExerciseExpirationRollConvention	Roll	optional	SYNOPSIS: The convention for determining the sequence of exercise expiration dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.
41853	UnderlyingOptionExerciseExpirationDateOffsetDayType	OfstDayTyp	optional	SYNOPSIS: Specifies the day type of the relative option exercise expiration date offset.
41854	UnderlyingOptionExerciseExpirationTime	Tm	optional	SYNOPSIS: The option exercise expiration time.
41855	UnderlyingOptionExerciseExpirationTimeBusinessCenter	TmBizCtr	optional	SYNOPSIS: The business center used to determine the locale for option exercise expiration time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.