<LegPricingDateTime> Component Block

The LegPricingDateTime component is a subcomponent of InstrumentLeg used to specify an adjusted or unadjusted pricing or fixing date and optionally the time, e.g. for a commodity or FX forward trade.

Used in :

Tag Field Name FIXML Req'd Comments
41609 LegPricingDateUnadjusted @DtUnadj N

The unadjusted pricing or fixing date.

41610 LegPricingDateBusinessDayConvention @BizDayCnvtn N

When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to the pricing dates.

<LegPricingDateBusinessCenterGrp> N
41611 LegPricingDateAdjusted @Dt N

The adjusted pricing or fixing date.

41612 LegPricingTime @Tm N

The local market pricing or fixing time.

41613 LegPricingTimeBusinessCenter @TmBizCtr N

Specifies the business center for determining the pricing or fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.