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The LegComplexEvent Group is a repeating block which allows specifying an unlimited number and types of advanced events, such as observation and pricing over the lifetime of an option, futures, commodities or equity swap contract. Use LegEvntGrp to specify more straightforward events.
Used in :
| Tag | Field Name | FIXML | Req'd | Comments | |||
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| 2218 | NoLegComplexEvents | N |
Number of complex events in the repeating group. |
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| => | 2219 | LegComplexEventType | @Typ | C |
Required if NoLegComplexEvents(2218)) > 0. |
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| => | 2220 | LegComplexOptPayoutPaySide | @OptPay | N |
Trade side of payout payer. |
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| => | 2221 | LegComplexOptPayoutReceiveSide | @OptRcv | N |
Trade side of payout receiver. |
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| => | 2222 | LegComplexOptPayoutUnderlier | @OptUndlr | N |
Reference to the underlier whose payments are being passed through. |
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| => | 2223 | LegComplexOptPayoutAmount | @OptPayAmt | N |
Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount. |
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| => | 2224 | LegComplexOptPayoutPercentage | @OptPctage | N |
Percentage of observed price for calculating the payout associated with the event. |
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| => | 2225 | LegComplexOptPayoutTime | @OptTm | N |
Specifies when the payout is to occur. |
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| => | 2226 | LegComplexOptPayoutCurrency | @OptCcy | N |
Specifies the currency of the payout amount. LegComplexOptPayoutCurrencyCodeSource(2944) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. |
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| => | 2944 | LegComplexOptPayoutCurrencyCodeSource | @OptCcySrc | N |
Identifies class or source of the LegComplexOptPayoutCurrency(2226) value. |
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| => | 2227 | LegComplexEventPrice | @Px | N |
Specifies the price at which the complex event takes effect. Impact of the event price is determined by the LegComplexEventType(2219). |
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| => | 2228 | LegComplexEventPricePercentage | @PxPctage | N |
Specifies the price percentage at which the complex event takes effect. Impact of the event price is determined by the LegComplexEventType(2219). |
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| => | 2229 | LegComplexEventPriceBoundaryMethod | @PxBndryMeth | N |
Specifies the boundary condition to be used for the event price relative to the complex event price at the point the complex event outcome takes effect as determined by the LegComplexEventPriceTimeType(2231). |
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| => | 2230 | LegComplexEventPriceBoundaryPrecision | @PxBndryPrcsn | N |
Used in combination with LegComplexEventPriceBoundaryMethod(2229) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. |
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| => | 2231 | LegComplexEventPriceTimeType | @PxTmTyp | N |
Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the LegComplexEventType(2219). |
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| => | 2232 | LegComplexEventCondition | @Cond | N |
Conditionally required when there are more than one LegComplexEvents occurrences. A chain of LegComplexEvents must be linked together through use of the LegComplexEventCondition(2232) in which the relationship between any two events is described. For any two LegComplexEvents the first occurrence will specify the LegComplexEventCondition(2232) which links it with the second event. |
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| => | <LegComplexEventDates> | N |
Specifies the method according to which an amount or a date is determined. See http://www.fpml.org/coding-scheme/determination-method for values. |
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| => | 2233 | LegComplexEventCurrencyOne | @Ccy1 | N |
Specifies the first or only reference currency of the trade. LegComplexEventCurrencyOneCodeSource(2945) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. Applicable for complex FX option strategies. |
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| => | 2945 | LegComplexEventCurrencyOneCodeSource | @Ccy1Src | N |
Identifies class or source of the LegComplexEventCurrencyOne(2233) value. |
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| => | 2234 | LegComplexEventCurrencyTwo | @Ccy2 | N |
Specifies the second reference currency of the trade. LegComplexEventCurrencyTwoCodeSource(2946) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. Applicable for complex FX option strategies. |
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| => | 2946 | LegComplexEventCurrencyTwoCodeSource | @Ccy2Src | N |
Identifies class or source of the LegComplexEventCurrencyTwo(2234) value. |
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| => | 2235 | LegComplexEventQuoteBasis | @QteBasis | N |
For foreign exchange Quanto option feature. |
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| => | 2236 | LegComplexEventFixedFXRate | @Rt | N |
Specifies the fixed FX rate alternative for FX Quantro options. |
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| => | 2409 | LegComplexEventSpotRate | @SpotRt | N |
FX spot rate. |
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| => | 2410 | LegComplexEventForwardPoints | @FwdPnts | N |
FX forward points added to spot rate. May be a negative value. |
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| => | 2237 | LegComplexEventDeterminationMethod | @Meth | N |
Specifies the method according to which an amount or a date is determined. See http://www.fpml.org/coding-scheme/determination-method for values. |
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| => | 2238 | LegComplexEventCalculationAgent | @CalcAgent | N |
Used to identify the calculation agent. |
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| => | 2239 | LegComplexEventStrikePrice | @StrkPx | N |
Upper strike price for Asian option feature. Strike percentage for a Strike Spread. |
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| => | 2240 | LegComplexEventStrikeFactor | @StrkFctr | N |
Strike factor for Asian option feature. Upper strike percentage for a Strike Spread. |
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| => | 2241 | LegComplexEventStrikeNumberOfOptions | @StrkNum | N |
Upper string number of options for a Strike Spread. |
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| => | <LegComplexEventRateSourceGrp> | N | |||||
| => | <LegComplexEventRelativeDate> | N | |||||
| => | <LegComplexEventPeriodGrp> | N | |||||
| => | 2242 | LegComplexEventCreditEventsXIDRef | @CdtEvntXIDRef | N |
Reference to credit event table elsewhere in the message. |
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| => | 2243 | LegComplexEventCreditEventNotifyingParty | @NotifygPty | N |
The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. |
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| => | 2244 | LegComplexEventCreditEventBusinessCenter | @BizCtr | N |
Specifies the local business center for which the credit event is to be determined. The inclusion of this business center implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the specified business center. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. |
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| => | 2245 | LegComplexEventCreditEventStandardSources | @StdSrcs | N |
When this element is specified and set to 'Y', indicates that ISDA defined Standard Public Sources are applicable. |
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| => | 2246 | LegComplexEventCreditEventMinimumSources | @MinSrcs | N |
The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. |
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| => | <LegComplexEventCreditEventSourceGrp> | N | |||||
| => | <LegComplexEventCreditEventGrp> | N | |||||
| => | 2608 | LegComplexEventFuturesPriceValuation | @FutPxVal | N |
Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to futures contracts. |
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| => | 2609 | LegComplexEventOptionsPriceValuation | @OptPxVal | N |
Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to options contracts. |
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| => | 2610 | LegComplexEventPVFinalPriceElectionFallback | @PVPxFallbck | N |
Specifies the fallback provisions for the hedging party in the determination of the final settlement price |
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| => | 2248 | LegComplexEventXID | @XID | N |
Identifier of this complex event for cross referencing elsewhere in the message. |
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| => | 2249 | LegComplexEventXIDRef | @XIDRef | N |
Reference to a complex event elsewhere in the message. |
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| FRAMES | NO FRAMES |