| ID |
Name |
Abbr |
Presence |
Description |
| 42104 | UnderlyingProvisionCashSettlValueTime | Tm |
optional |
SYNOPSIS:
A time specified in 24-hour format, e.g. 11am would be represented as 11:00:00. The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree to the cash settlement amount.
|
| 42105 | UnderlyingProvisionCashSettlValueTimeBusinessCenter | TmBizCtr |
optional |
SYNOPSIS:
Identifies the business center calendar used with the provision's cash settlement valuation time.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
| 42106 | UnderlyingProvisionCashSettlValueDateBusinessDayConvention | BizDayCnvtn |
optional |
SYNOPSIS:
The business day convention used to adjust the cash settlement valuation date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
|
| 4310 | UnderlyingProvisionCashSettlValueDateBusinessCenterGrp | BizCtr | optional | SYNOPSIS:
UnderlyingProvisionCashSettlValueDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingProvisionCashSettlValueDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.
ELABORATION:
|
| 42107 | UnderlyingProvisionCashSettlValueDateRelativeTo | Reltv |
optional |
SYNOPSIS:
Specifies the anchor date when the cash settlement value date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
|
| 42108 | UnderlyingProvisionCashSettlValueDateOffsetPeriod | OfstPeriod |
optional |
SYNOPSIS:
Time unit multiplier for the relative cash settlement value date offset.
|
| 42109 | UnderlyingProvisionCashSettlValueDateOffsetUnit | OfstUnit |
optional |
SYNOPSIS:
Time unit associated with the relative cash settlement value date offset.
|
| 42110 | UnderlyingProvisionCashSettlValueDateOffsetDayType | OfstDayTyp |
optional |
SYNOPSIS:
Specifies the day type of the provision's relative cash settlement value date offset.
|
| 42111 | UnderlyingProvisionCashSettlValueDateAdjusted | Dt |
optional |
SYNOPSIS:
The adjusted cash settlement value date.
|