<ComplexEventRelativeDate> Component Block

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 :

<ComplexEvents>

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.

All material contained within the website is copyright of EPAM Systems, Inc. No material contained herein can be copied or otherwise used without the express permission of the copyright holder.