<ProvisionOptionRelevantUnderlyingDate> Component Block

The ProvisionOptionRelevantUnderlyingDate is a subcomponent within the ProvisionGrp component used to report the option relevant underlying date defined in the provision.

Used in :

<ProvisionGrp>

Tag	Field Name	FIXML	Req'd	Comments
40155	ProvisionOptionRelevantUnderlyingDateUnadjusted	@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).
40156	ProvisionOptionRelevantUnderlyingDateBusinessDayConvention	@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 the provisional option relevant underlying date.
<ProvisionOptionRelevantUnderlyingDateBusinessCenterGrp>			N
40158	ProvisionOptionRelevantUnderlyingDateRelativeTo	@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.
40159	ProvisionOptionRelevantUnderlyingDateOffsetPeriod	@OfstPeriod	N	Conditionally required when ProvisionOptionRelevantUnderlyingDateOffsetUnit(40160) is specified.
40160	ProvisionOptionRelevantUnderlyingDateOffsetUnit	@OfstUnit	N	Conditionally required when ProvisionOptionRelevantUnderlyingDateOffsetPeriod(40159) is specified.
40161	ProvisionOptionRelevantUnderlyingDateOffsetDayType	@OfstDayTyp	N	Specifies the day type of the provision's relative option relevant underlying date offset.
40162	ProvisionOptionRelevantUnderlyingDateAdjusted	@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).

All material contained within the website is copyright of EPAM Systems, Inc. No material contained herein can be copied or otherwise used without the express permission of the copyright holder.