The ComplexEventPeriodDateGrp is a subcomponent of ComplexEventPeriodGrp for specifying fixed period dates and times for an Asian or Strike Schedule option or trigger dates for a Barrier or Knock option.
Used in :
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| 41007 | NoComplexEventPeriodDateTimes | Dt | N |
The number of entries in the date-time repeating group. |
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| => | 41008 | ComplexEventPeriodDate | @Dt | C |
Required if NoComplexEventPeriodDateTimes(41007) > 0. |
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| => | 41009 | ComplexEventPeriodTime | @Tm | N |
The averaging time for an Asian option. |
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