| FRAMES | NO FRAMES |
|
|
The ComplexEventRelativeDate is a subcomponent of ComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option.
Used in :
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| 41020 | ComplexEventDateUnadjusted | @DtUnadj | N |
The unadjusted complex event date. For example the second expiration date for a calendar spread option strategy. |
|||
| 41021 | ComplexEventDateRelativeTo | @Reltv | N |
Specifies the anchor date when the complex event date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. |
|||
| 41022 | ComplexEventDateOffsetPeriod | @OfstPeriod | N |
Conditionally required when ComplexEventDateOffsetUnit(41023) is specified. |
|||
| 41023 | ComplexEventDateOffsetUnit | @OfstUnit | N |
Conditionally required when ComplexEventDateOffsetPeriod(41022) is specified. |
|||
| 41024 | ComplexEventDateOffsetDayType | @OfstDayTyp | N |
Specifies the day type of the relative date offset. |
|||
| 41025 | ComplexEventDateBusinessDayConvention | @BizDayCnvtn | N |
When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the instrument provisions. |
|||
| <ComplexEventDateBusinessCenterGrp> | N | ||||||
| 41026 | ComplexEventDateAdjusted | @Dt | N |
The adjusted complex event date. |
|||
| 41027 | ComplexEventFixingTime | @FixngTm | N |
The local market fixing time. |
|||
| 41028 | ComplexEventFixingTimeBusinessCenter | @FixngBizCtr | N |
The business center calendar used to determine the actual fixing times. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. |
|||
|
|
| FRAMES | NO FRAMES |