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<UnderlyingComplexEvents> Component Block

The UnderlyingComplexEvent Group is a repeating block which allows specifying an unlimited number and types of advanced events, such as observation and pricing in over the lifetime of an option, futures, commodities or equity swap contract. Use UnderlyingEvntGrp to specify more straightforward events.

Used in :

Tag Field Name FIXML Req'd Comments
2045 NoUnderlyingComplexEvents N

Number of complex events in the repeating group.
=> 2046 UnderlyingComplexEventType @Typ C

Required if NoUnderlyingComplexEvents(2045) > 0.
=> 2261 UnderlyingComplexOptPayoutPaySide @OptPay N

Trade side of payout payer.
=> 2262 UnderlyingComplexOptPayoutReceiveSide @OptRcv N

Trade side of payout receiver.
=> 2263 UnderlyingComplexOptPayoutUnderlier @OptUndlr N

Reference to the underlier whose payments are being passed through.
=> 2047 UnderlyingComplexOptPayoutAmount @OptPayAmt N

Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount.
=> 2264 UnderlyingComplexOptPayoutPercentage @OptPctage N

Percentage of observed price for calculating the payout associated with the event.
=> 2265 UnderlyingComplexOptPayoutTime @OptTm N

The time when the payout is to occur.
=> 2266 UnderlyingComplexOptPayoutCurrency @OptCcy N

Specifies the currency of the payout amount.

UnderlyingComplexOptPayoutCurrencyCodeSource(2947) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent.

=> 2947 UnderlyingComplexOptPayoutCurrencyCodeSource @OptCcySrc N

Identifies class or source of the UnderlyingComplexOptPayoutCurrency(2266) value.
=> 2048 UnderlyingComplexEventPrice @Px N

Specifies the price at which the complex event takes effect. Impact of the event price is determined by the UnderlyingComplexEventType(2046).
=> 2267 UnderlyingComplexEventPricePercentage @PxPctage N

Specifies the price percentage at which the complex event takes effect. Impact of the event price is determined by the UnderlyingComplexEventType(2046).
=> 2049 UnderlyingComplexEventPriceBoundaryMethod @PxBndryMeth N

Specifies the boundary condition to be used for the event price relative to the UnderlyingComplexEventPrice(2048) at the point the complex event outcome takes effect as determined by the UnderlyingComplexEventPriceTimeType(2051).

=> 2050 UnderlyingComplexEventPriceBoundaryPrecision @PxBndryPrcsn N

Used in combination with UnderlyingComplexEventPriceBoundaryMethod(2049) 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.

=> 2051 UnderlyingComplexEventPriceTimeType @PxTmTyp N

Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the UnderlyingComplexEventType(2046).

=> 2052 UnderlyingComplexEventCondition @Cond N

Conditionally required when there are more than one UnderlyingComplexEvent occurrences. A chain of events must be linked together through use of the UnderlyingComplexEventCondition(2052) in which the relationship between any two events is described. For any two occurrences of events the first occurrence will specify the UnderlyingComplexEventCondition(2052) which links it with the second event.

=> <UnderlyingComplexEventDates> N

Specifies the boundary condition to be used for the event price relative to the complex event price at the point the complex event outcome takes effect as determined by the LegComplexEventPriceTimeType(2231).

=> 2268 UnderlyingComplexEventCurrencyOne @Ccy1 N

Specifies the first or only reference currency of the trade.

UnderlyingComplexEventCurrencyOneCodeSource(2948) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent.

Applicable for complex FX option strategies.
=> 2948 UnderlyingComplexEventCurrencyOneCodeSource @Ccy1Src N

Identifies class or source of the UnderlyingComplexEventCurrencyOne(2268) value.
=> 2269 UnderlyingComplexEventCurrencyTwo @Ccy2 N

Specifies the second reference currency of the trade.

UnderlyingComplexEventCurrencyTwoCodeSource(2949) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent.

Applicable for complex FX option strategies.
=> 2949 UnderlyingComplexEventCurrencyTwoCodeSource @Ccy2Src N

Identifies class or source of the UnderlyingComplexEventCurrencyTwo(2269) value.
=> 2270 UnderlyingComplexEventQuoteBasis @QteBasis N

Specifies the currency pairing for the quote.
=> 2271 UnderlyingComplexEventFixedFXRate @Rt N

Specifies the fixed FX rate alternative for FX Quantro options.
=> 2419 UnderlyingComplexEventSpotRate @SpotRt N

FX spot rate.
=> 2420 UnderlyingComplexEventForwardPoints @FwdPnts N

FX forward points added to spot rate. May be a negative value.
=> 2272 UnderlyingComplexEventDeterminationMethod @Meth N

Specifies the method according to which an amount or a date is determined.

See http://www.fpml.org/coding-scheme/determination-method for values.
=> 2273 UnderlyingComplexEventCalculationAgent @CalcAgent N

Used to identify the calculation agent.
=> 2274 UnderlyingComplexEventStrikePrice @StrkPx N

Upper strike price for Asian option feature. Strike percentage for a Strike Spread.
=> 2275 UnderlyingComplexEventStrikeFactor @StrkFctr N

Strike factor for Asian option feature. Upper strike percentage for a Strike Spread.
=> 2276 UnderlyingComplexEventStrikeNumberOfOptions @StrkNum N

Upper string number of options for a Strike Spread.
=> <UnderlyingComplexEventRateSourceGrp> N
=> <UnderlyingComplexEventRelativeDate> N
=> <UnderlyingComplexEventPeriodGrp> N
=> 2277 UnderlyingComplexEventCreditEventsXIDRef @CdtEvntXIDRef N

Reference to credit event table elsewhere in the message.
=> 2278 UnderlyingComplexEventCreditEventNotifyingParty @NotifygPty N

The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring.

=> 2279 UnderlyingComplexEventCreditEventBusinessCenter @BizCtr N

Specifies the local business center for which the credit event is to be determined. The inclusion of this business center implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the specified business center.

See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
=> 2280 UnderlyingComplexEventCreditEventStandardSources @StdSrcs N

When this element is specified and set to 'Y', indicates that ISDA defined Standard Public Sources are applicable.
=> 2281 UnderlyingComplexEventCreditEventMinimumSources @MinSrcs N

The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two.

ISDA 2003 Term: Specified Number.
=> <UnderlyingComplexEventCreditEventSourceGrp> N
=> <UnderlyingComplexEventCreditEventGrp> N
=> 2611 UnderlyingComplexEventFuturesPriceValuation @FutPxVal N

Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to futures contracts.

=> 2612 UnderlyingComplexEventOptionsPriceValuation @OptPxVal N

Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to options contracts.

=> 2613 UnderlyingComplexEventPVFinalPriceElectionFallback @PVPxFallbck N

Specifies the fallback provisions for the hedging party in the determination of the final settlement price
=> 2282 UnderlyingComplexEventXID @XID N

Identifier of this complex event for cross referencing elsewhere in the message.
=> 2283 UnderlyingComplexEventXIDRef @XIDRef N

Reference to a complex event elsewhere in the message.

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