The UnderlyingPricingDateTime component is a subcomponent of UnderlyingInstrument used to specify an adjusted or unadjusted pricing or fixing date and optionally the time, e.g. for a commodity or FX forward trade.
Used in :
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| 41949 | UnderlyingPricingDateUnadjusted | @DtUnadj | N |
The unadjusted pricing or fixing date. |
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| 41950 | UnderlyingPricingDateBusinessDayConvention | @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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| <UnderlyingPricingDateBusinessCenterGrp> | N | ||||||
| 41951 | UnderlyingPricingDateAdjusted | @Dt | N |
The adjusted pricing or fixing date. |
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| 41952 | UnderlyingPricingTime | @Tm | N |
The local market pricing or fixing time. |
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| 41953 | UnderlyingPricingTimeBusinessCenter | @TmBizCtr | N |
Specifies the business center for determining the pricing or fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. |
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