<LegOptionExerciseExpiration> Component Block

The LegOptionExerciseExpiration component is a subcomponent of the LegOptionExercise component used to specify option exercise expiration dates and times. The purpose of LegOptionExercise is to identify the scheduled opportunities for exercise. LegOptionExerciseExpiration identifies the end of the schedule.

Used in :

<LegOptionExercise>

Tag	Field Name	FIXML	Req'd	Comments
41517	LegOptionExerciseExpirationDateBusinessDayConvention	@BizDayCnvtn	N	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the option exercise expiration date.
<LegOptionExerciseExpirationDateBusinessCenterGrp>			N
<LegOptionExerciseExpirationDateGrp>			N
41518	LegOptionExerciseExpirationDateRelativeTo	@Reltv	N	Specifies the anchor date when the option exercise expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
41519	LegOptionExerciseExpirationDateOffsetPeriod	@OfstPeriod	N	Conditionally required when LegOptionExerciseExpirationDateOffsetUnit(41520) is specified.
41520	LegOptionExerciseExpirationDateOffsetUnit	@OfstUnit	N	Conditionally required when LegOptionExerciseExpirationDateOffsetPeriod(41519) is specified.
41521	LegOptionExerciseExpirationFrequencyPeriod	@FreqPeriod	N	Conditionally required when LegOptionExerciseExpirationFrequencyUnit(41522) is specified.
41522	LegOptionExerciseExpirationFrequencyUnit	@FreqUnit	N	Conditionally required when LegOptionExerciseExpirationFrequencyPeriod(41521) is specified.
41523	LegOptionExerciseExpirationRollConvention	@Roll	N	When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the option expiration date.
41524	LegOptionExerciseExpirationDateOffsetDayType	@OfstDayTyp	N	Specifies the day type of the relative option exercise expiration date offset.
41525	LegOptionExerciseExpirationTime	@Tm	N	The option exercise expiration time.
41526	LegOptionExerciseExpirationTimeBusinessCenter	@TmBizCtr	N	The business center used to determine the locale for option exercise expiration time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.

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