| ID |
Name |
Abbr |
Presence |
Description |
| 41949 | UnderlyingPricingDateUnadjusted | DtUnadj |
optional |
SYNOPSIS:
The unadjusted pricing or fixing date.
|
| 41950 | UnderlyingPricingDateBusinessDayConvention | BizDayCnvtn |
optional |
SYNOPSIS:
The business day convention used to adjust the pricing or fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
|
| 4277 | UnderlyingPricingDateBusinessCenterGrp | BizCtr | optional | SYNOPSIS:
UnderlyingPricingDateBusinessCenterGrp is a repeating subcomponent of the UnderlyingPricingDateTime 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:
|
| 41951 | UnderlyingPricingDateAdjusted | Dt |
optional |
SYNOPSIS:
The adjusted pricing or fixing date.
|
| 41952 | UnderlyingPricingTime | Tm |
optional |
SYNOPSIS:
The local market pricing or fixing time.
|
| 41953 | UnderlyingPricingTimeBusinessCenter | TmBizCtr |
optional |
SYNOPSIS:
Specifies the business center for determining the pricing or fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|