| ID | Abbr | NumInGroup ID | NumInGroup name |
|---|---|---|---|
| 4306 | Prov | 42149 | NoUnderlyingProvisions |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.5.0SP2 | 187 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 42150 | UnderlyingProvisionType | Typ | optional | SYNOPSIS:
Type of provision.
|
| 42151 | UnderlyingProvisionDateUnadjusted | DtUnadj | optional | SYNOPSIS:
The unadjusted date of the provision.
|
| 42152 | UnderlyingProvisionDateBusinessDayConvention | BizDayCnvtn | optional | SYNOPSIS:
The business day convention used to adjust the underlying instrument's provision's date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
|
| 4314 | UnderlyingProvisionDateBusinessCenterGrp | BizCtr | optional | SYNOPSIS:
UnderlyingProvisionDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingProvisionGrp 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: |
| 42153 | UnderlyingProvisionDateAdjusted | Dt | optional | SYNOPSIS:
The adjusted date of the provision.
|
| 42154 | UnderlyingProvisionDateTenorPeriod | TenorPeriod | optional | SYNOPSIS:
Time unit multiplier for the provision's tenor period.
|
| 42155 | UnderlyingProvisionDateTenorUnit | TenorUnit | optional | SYNOPSIS:
Time unit associated with the provision's tenor period.
|
| 43002 | UnderlyingProvisionBreakFeeElection | BrkFeeElctn | optional | SYNOPSIS:
Type of fee elected for the break provision.
|
| 43003 | UnderlyingProvisionBreakFeeRate | BrkFeeRt | optional | SYNOPSIS:
Break fee election rate when the break fee is proportional to the notional. A fee rate of 5% would be represented as "0.05".
|
| 42156 | UnderlyingProvisionCalculationAgent | CalcAgent | optional | SYNOPSIS:
Used to identify the calculation agent. The calculation agent may be identified in UnderlyingProvisionCalculationAgent(42156) or in the underlying provision parties component.
|
| 42157 | UnderlyingProvisionOptionSinglePartyBuyerSide | BuyerSide | optional | SYNOPSIS:
If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade.
|
| 42158 | UnderlyingProvisionOptionSinglePartySellerSide | SellerSide | optional | SYNOPSIS:
If optional early termination is not available to both parties then this component identifies the seller of the option through its side of the trade.
|
| 4301 | UnderlyingProvisionCashSettlValueDates | CashSettlValDts | optional | SYNOPSIS:
The UnderlyingProvisionCashSettlValueDates is a subcomponent within the UnderlyingProvisionGrp component used to report the cash settlement value date and time defined in the provision.
ELABORATION: |
| 4303 | UnderlyingProvisionOptionExerciseDates | OptExerDts | optional | SYNOPSIS:
The UnderlyingProvisionOptionExerciseDates is a subcomponent within the UnderlyingProvisionGrp component used to report the option exercise dates and times defined in the provision.
ELABORATION: |
| 4304 | UnderlyingProvisionOptionExpirationDate | OptExpDt | optional | SYNOPSIS:
The UnderlyingProvisionOptionExerciseDate is a subcomponent within the UnderlyingProvisionGrp component used to report the option expiration date and times defined in the provision.
ELABORATION: |
| 4305 | UnderlyingProvisionOptionRelevantUnderlyingDate | OptRelvntUndlyDt | optional | SYNOPSIS:
The UnderlyingProvisionOptionRelevantUnderlyingDate is a subcomponent within the UnderlyingProvisionGrp component used to report the option relevant underlying date defined in the provision.
ELABORATION: |
| 42159 | UnderlyingProvisionOptionExerciseStyle | ExerStyle | optional | SYNOPSIS:
The instrument provision's exercise style.
|
| 42160 | UnderlyingProvisionOptionExerciseMultipleNotional | MultplNotl | optional | SYNOPSIS:
A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised.
|
| 42161 | UnderlyingProvisionOptionExerciseMinimumNotional | MinNotl | optional | SYNOPSIS:
The minimum notional amount that can be exercised on a given exercise date.
|
| 42162 | UnderlyingProvisionOptionExerciseMaximumNotional | MaxNotl | optional | SYNOPSIS:
The maximum notional amount that can be exercised on a given exercise date.
|
| 42163 | UnderlyingProvisionOptionMinimumNumber | MinNum | optional | SYNOPSIS:
The minimum number of options that can be exercised on a given exercise date.
|
| 42164 | UnderlyingProvisionOptionMaximumNumber | MaxNum | optional | SYNOPSIS:
The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options.
|
| 42165 | UnderlyingProvisionOptionExerciseConfirmation | ExerCnfm | optional | SYNOPSIS:
Used to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.
|
| 4298 | UnderlyingProvisionCashSettlPaymentDates | CashSettlPmtDts | optional | SYNOPSIS:
The UnderlyingProvisionCashSettlPaymentDates component is a sub-component within the UnderlyingProvisionGrp component used to report the cash settlement payment dates defined in the provision.
ELABORATION: |
| 42166 | UnderlyingProvisionCashSettlMethod | SettlMeth | optional | SYNOPSIS:
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e).
|
| 42167 | UnderlyingProvisionCashSettlCurrency | SettlCcy | optional | SYNOPSIS:
Specifies the currency of settlement. Uses ISO 4217 currency codes.
|
| 42168 | UnderlyingProvisionCashSettlCurrency2 | SettlCcy2 | optional | SYNOPSIS:
Specifies the currency of settlement for a cross-currency provision. Uses ISO 4217 currency codes.
|
| 42169 | UnderlyingProvisionCashSettlQuoteType | SettlQteTyp | optional | SYNOPSIS:
Identifies the type of quote to be used.
|
| 4300 | UnderlyingProvisionCashSettlQuoteSource | CashSettlQteSrc | optional | SYNOPSIS:
The UnderlyingProvisionCashSettlQuoteSource is a subcomponent of the UnderlyingProvisionGrp component used to specify the reference source for currency or rate quote for cash settlement purposes.
ELABORATION: |
| 42170 | UnderlyingProvisionText | Txt | optional | SYNOPSIS:
Free form text to specify additional information or enumeration description when a standard value does not apply.
|
| 42171 | EncodedUnderlyingProvisionTextLen | EncTxtLen | optional | SYNOPSIS:
Byte length of encoded (non-ASCII characters) EncodedUnderlyingProvisionText(42712) field.
|
| 42172 | EncodedUnderlyingProvisionText | EncTxt | optional | SYNOPSIS:
Encoded (non-ASCII characters) representation of the UnderlyingProvisionText(42170) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingProvisionText(42170) field.
|
| 4307 | UnderlyingProvisionParties | Pty | optional | SYNOPSIS:
UnderlyingProvisionParties is a repeating component within the UnderlyingProvisionGrp component used to report the parties identified in the contract provision.
ELABORATION: |