<LegProvisionOptionExpirationDate> Component Block

The LegProvisionOptionExerciseDate is a subcomponent within the LegProvisionGrp component used to report the option expiration date and times defined in the provision.

Used in :

Tag Field Name FIXML Req'd Comments
40498 LegProvisionOptionExpirationDateUnadjusted @DtUnadj N

The unadjusted last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period.

40499 LegProvisionOptionExpirationDateBusinessDayConvention @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 option expiration date.

<LegProvisionOptionExpirationDateBusinessCenterGrp> N
40501 LegProvisionOptionExpirationDateRelativeTo @Reltv N

Specifies the anchor date when the option expiration date is relative to an anchor date.

See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.

40502 LegProvisionOptionExpirationDateOffsetPeriod @OfstPeriod N

Conditionally required when LegProvisionOptionExpirationDateOffsetUnit(40503) is specified.

40503 LegProvisionOptionExpirationDateOffsetUnit @OfstUnit N

Conditionally required when LegProvisionOptionExpirationDateOffsetPeriod(40502) is specified.

40504 LegProvisionOptionExpirationDateOffsetDayType @OfstDayTyp N

Specifies the day type of the provision's relative option expiration date offset.

40505 LegProvisionOptionExpirationDateAdjusted @Dt N

The adjusted last date within an exercise period for an American style option. For a European style option it is the only date within the exercise period.

40506 LegProvisionOptionExpirationTime @ExpTm N

The latest time for exercise on the expiration date.

40507 LegProvisionOptionExpirationTimeBusinessCenter @ExpTmBizCtr N

Identifies the business center calendar used with the provision's latest exercise time on expiration date.

See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.