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<UnderlyingOptionExerciseDates> Component Block

The UnderlyingOptionExerciseDate component is a subcomponent of the UnderlyingOptionExercise component used to specify option exercise dates.

Used in :

Tag Field Name FIXML Req'd Comments
41822 UnderlyingOptionExerciseBusinessDayConvention @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 exercise dates.

<UnderlyingOptionExerciseBusinessCenterGrp> N
<UnderlyingOptionExerciseDateGrp> N
41823 UnderlyingOptionExerciseEarliestDateOffsetDayType @ErlstOfstDayTyp N

Specifies the day type of the relative earliest exercise date offset.
41824 UnderlyingOptionExerciseEarliestDateOffsetPeriod @ErlstOfstPeriod N

Conditionally required when UnderlyingOptionExerciseEarliestDateUnit(41825) is specified.
41825 UnderlyingOptionExerciseEarliestDateOffsetUnit @ErlstOfstUnit N

Conditionally required when UnderlyingOptionExerciseEarliestDatePeriod(41824) is specified.
41826 UnderlyingOptionExerciseFrequencyPeriod @FreqPeriod N

Conditinally required when UnderlyingOptionExerciseFrequencyUnit(41827) is specified.
41827 UnderlyingOptionExerciseFrequencyUnit @FreqUnit N

Conditinally required when UnderlyingOptionExerciseFrequencyPeriod(41826) is specified.
41828 UnderlyingOptionExerciseStartDateUnadjusted @StartDtUnadj N

The unadjusted start date for calculating periodic exercise dates.
41829 UnderlyingOptionExerciseStartDateRelativeTo @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.
41830 UnderlyingOptionExerciseStartDateOffsetPeriod @StartDtOfstPeriod N

Conditionally required when UnderlyingOptionExerciseStartDateOffsetUnit(41831) is specified.
41831 UnderlyingOptionExerciseStartDateOffsetUnit @StartDtOfstUnit N

Conditionally required when UnderlyingOptionExerciseStartDateOffsetPeriod(41830) is specified.
41832 UnderlyingOptionExerciseStartDateOffsetDayType @StartDtOfstDayTyp N

Specifies the day type of the relative option exercise start date offset.
41833 UnderlyingOptionExerciseStartDateAdjusted @StartDt N

The adjusted start date for calculating periodic exercise dates.
41834 UnderlyingOptionExerciseSkip @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.

41835 UnderlyingOptionExerciseNominationDeadline @NomntnDdln N

The last date (adjusted) for establishing the option exercise terms.
41836 UnderlyingOptionExerciseFirstDateUnadjusted @FirstDtUnadj N

The unadjusted first exercise date.
41837 UnderlyingOptionExerciseLastDateUnadjusted @LastDtUnadj N

The unadjusted last exercise date.
41838 UnderlyingOptionExerciseEarliestTime @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.

41839 UnderlyingOptionExerciseLatestTime @LtstTm N

Latest exercise time. See also UnderlyingOptionExerciseEarliestTime(41838).
41840 UnderlyingOptionExerciseTimeBusinessCenter @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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