The LegProvisionCashSettlValueDates component is a subcomponent within the LegProvisionGrp component used to report the cash settlement value date and time defined in the provision.
Used in :
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| 40524 | LegProvisionCashSettlValueTime | @Tm | N |
A time specified in 24-hour format, e.g. 11am would be represented as 11:00:00. The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree to the cash settlement amount. |
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| 40525 | LegProvisionCashSettlValueTimeBusinessCenter | @TmBizCtr | N |
Identifies the business center calendar used with the provision's cash settlement valuation time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. |
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| 40526 | LegProvisionCashSettlValueDateBusinessDayConvention | @BizDayCnvtn | N |
When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision cash settlement value date. |
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| <LegProvisionCashSettlValueDateBusinessCenterGrp> | N | ||||||
| 40528 | LegProvisionCashSettlValueDateRelativeTo | @Reltv | N |
Specifies the anchor date when the cash settlement value date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. |
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| 40529 | LegProvisionCashSettlValueDateOffsetPeriod | @OfstPeriod | N |
Conditionally required when LegProvisionCashSettlValueDateOffsetUnit(40530) is specified. |
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| 40530 | LegProvisionCashSettlValueDateOffsetUnit | @OfstUnit | N |
Conditionally required when LegProvisionCashSettlValueDateOffsetPeriod(40529) is specified. |
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| 40531 | LegProvisionCashSettlValueDateOffsetDayType | @OfstDayTyp | N |
Specifies the day type of the provision's relative cash settlement value date offset. |
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| 40532 | LegProvisionCashSettlValueDateAdjusted | @Dt | N |
The adjusted cash settlement value date. |
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