| FRAMES | NO FRAMES |
|
|
LegComplexEventRelativeDate is a subcomponent of LegComplexEvents 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 | |||
|---|---|---|---|---|---|---|---|
| 41389 | LegComplexEventDateUnadjusted | @DtUnadj | N |
The unadjusted complex event date. For example the second expiration date for a calendar spread option strategy. |
|||
| 41390 | LegComplexEventDateRelativeTo | @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. |
|||
| 41391 | LegComplexEventDateOffsetPeriod | @OfstPeriod | N |
Conditionally required when LegComplexEventDateOffsetUnit(41392) is specified. |
|||
| 41392 | LegComplexEventDateOffsetUnit | @OfstUnit | N |
Conditionally required when LegComplexEventDateOffsetPeriod(41391) is specified. |
|||
| 41393 | LegComplexEventDateOffsetDayType | @OfstDayTyp | N |
Specifies the day type of the relative date offset. |
|||
| 41394 | LegComplexEventDateBusinessDayConvention | @BizDayCnvtn | N |
When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to complex event dates. |
|||
| <LegComplexEventDateBusinessCenterGrp> | N | ||||||
| 41395 | LegComplexEventDateAdjusted | @Dt | N |
The adjusted complex event date. |
|||
| 41396 | LegComplexEventFixingTime | @FixngTm | N |
The local market fixing time. |
|||
| 41397 | LegComplexEventFixingTimeBusinessCenter | @FixngBizCtr | N |
The business center for determining the actual fixing times. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. |
|||
|
|
| FRAMES | NO FRAMES |