<UnderlyingComplexEventDates> Component Block

The UnderlyingComplexEventDates and subcomponent UnderlyingComplexEventTimes components are used to constrain a complex event to a specific date range, and optional time range. If specified the event is only effective on or within the specified dates and times.

Used in :

Tag Field Name FIXML Req'd Comments
2053 NoUnderlyingComplexEventDates EvntDts N

Number of underlying complex event dates in the repeating group.

=> 2054 UnderlyingComplexEventStartDate @StartDt C

Required if NoUnderlyingComplexEventDates(2054) > 0.

=> 2055 UnderlyingComplexEventEndDate @EndDt C

Required if NoUnderlyingComplexEventDates(2054) > 0.

=> <UnderlyingComplexEventTimes> N

Used in combination with LegComplexEventPriceBoundaryMethod(2229) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls.