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UnderlyingComplexEventRelativeDate is a subcomponent of UnderlyingComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option.
Used in :
| Tag | Field Name | FIXML | Req'd | Comments | |||
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| 41739 | UnderlyingComplexEventDateUnadjusted | @DtUnadj | N |
The unadjusted complex event date. For example the second expiration date for a calendar spread option strategy. |
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| 41740 | UnderlyingComplexEventDateRelativeTo | @Reltv | N |
Specifies the anchor date when the complex event date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. |
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| 41741 | UnderlyingComplexEventDateOffsetPeriod | @OfstPeriod | N |
Conditionally required when UnderlyingComplexEventDateOffsetUnit(41742) is specified. |
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| 41742 | UnderlyingComplexEventDateOffsetUnit | @OfstUnit | N |
Conditionally required when UnderlyingComplexEventDateOffsetPeriod(41741) is specified. |
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| 41743 | UnderlyingComplexEventDateOffsetDayType | @OfstDayTyp | N |
Specifies the day type of the relative date offset. |
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| 41744 | UnderlyingComplexEventDateBusinessDayConvention | @BizDayCnvtn | N |
When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying complex event dates. |
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| <UnderlyingComplexEventDateBusinessCenterGrp> | N | ||||||
| 41745 | UnderlyingComplexEventDateAdjusted | @Dt | N |
The adjusted complex event date. |
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| 41746 | UnderlyingComplexEventFixingTime | @FixngTm | N |
The local market fixing time. |
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| 41747 | UnderlyingComplexEventFixingTimeBusinessCenter | @FixngBizCtr | N |
The business center for determining the actual fixing times. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. |
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