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The OptionExerciseDate component is a subcomponent of the OptionExercise component used to specify option exercise dates.
Used in :
| Tag | Field Name | FIXML | Req'd | Comments | |||
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| 41118 | OptionExerciseBusinessDayConvention | @BizDayCnvtn | N |
When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of option exercise dates. |
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| <OptionExerciseBusinessCenterGrp> | N | ||||||
| <OptionExerciseDateGrp> | N | ||||||
| 41119 | OptionExerciseEarliestDateOffsetDayType | @ErlstOfstDayTyp | N |
Specifies the day type of the relative earliest option exercise date offset. |
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| 41120 | OptionExerciseEarliestDateOffsetPeriod | @ErlstOfstPeriod | N |
Conditionally required when OptionExerciseEarliestDateUnit(41121) is specified. |
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| 41121 | OptionExerciseEarliestDateOffsetUnit | @ErlstOfstUnit | N |
Conditionally required when OptionExerciseEarliestDatePeriod(41120) is specified. |
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| 41122 | OptionExerciseFrequencyPeriod | @FreqPeriod | N |
Conditionally required when OptionExerciseFrequencyUnit(41123) is specified. |
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| 41123 | OptionExerciseFrequencyUnit | @FreqUnit | N |
Conditionally required when OptionExerciseFrequencyPeriod(41122) is specified. |
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| 41124 | OptionExerciseStartDateUnadjusted | @StartDtUnadj | N |
The unadjusted start date for calculating periodic exercise dates. |
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| 41125 | OptionExerciseStartDateRelativeTo | @StartDtReltv | N |
Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. |
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| 41126 | OptionExerciseStartDateOffsetPeriod | @StartDtOfstPeriod | N |
Conditionally required when OptionExerciseStartDateOffsetUnit(41127) is specified. |
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| 41127 | OptionExerciseStartDateOffsetUnit | @StartDtOfstUnit | N |
Conditionally required when OptionExerciseStartDateOffsetPeriod(41126) is specified. |
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| 41128 | OptionExerciseStartDateOffsetDayType | @StartDtOfstDayTyp | N |
Specifies the day type of the relative option exercise start date offset. |
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| 41129 | OptionExerciseStartDateAdjusted | @StartDt | N |
The adjusted start date for calculating periodic exercise dates. |
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| 41130 | OptionExerciseSkip | @Skip | N |
The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. |
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| 41131 | OptionExerciseNominationDeadline | @NomntnDdln | N |
Last date (adjusted) for establishing the option exercise terms. |
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| 41132 | OptionExerciseFirstDateUnadjusted | @FirstDtUnadj | N |
The unadjusted first exercise date. |
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| 41133 | OptionExerciseLastDateUnadjusted | @LastDtUnadj | N |
The unadjusted last exercise date. |
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| 41134 | OptionExerciseEarliestTime | @ErlstTm | N |
The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each Bermuda option exercise date and the expiration date, in the case of a Bermuda style option, (iii) the commencement date to, and including, the expiration date, in the case of an American option. |
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| 41135 | OptionExerciseLatestTime | @LtstTm | N |
The latest exercise time. See also OptionExerciseEarliestTime(41134). |
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| 41136 | OptionExerciseTimeBusinessCenter | @TmBizCtr | N |
The business center used to determine the locale for option exercise time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values |
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