The LegProvisionOptionRelevantUnderlyingDate is a subcomponent within the LegProvisionGrp component used to report the option relevant underlyingdate defined in the provision.
Used in :
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| 40508 | LegProvisionOptionRelevantUnderlyingDateUnadjusted | @DtUnadj | N |
The unadjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). |
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| 40509 | LegProvisionOptionRelevantUnderlyingDateBusinessDayConvention | @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 relevant underlying date. |
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| <LegProvisionOptionRelevantUnderlyingDateBusinessCenterGrp> | N | ||||||
| 40511 | LegProvisionOptionRelevantUnderlyingDateRelativeTo | @Reltv | N |
Specifies the anchor date when the date relevant to the underlying trade on exercise is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. |
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| 40512 | LegProvisionOptionRelevantUnderlyingDateOffsetPeriod | @OfstPeriod | N |
Conditionally required when LegProvisionOptionRelevantUnderlyingDateOffsetUnit(40513) is specified. |
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| 40513 | LegProvisionOptionRelevantUnderlyingDateOffsetUnit | @OfstUnit | N |
Conditionally required when LegProvisionOptionRelevantUnderlyingDateOffsetPeriod(40512) is specified. |
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| 40514 | LegProvisionOptionRelevantUnderlyingDateOffsetDayType | @OfstDayTyp | N |
Specifies the day type of the provision's relative option relevant underlying date offset. |
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| 40515 | LegProvisionOptionRelevantUnderlyingDateAdjusted | @Dt | N |
The adjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). |
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