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<UnderlyingProvisionGrp> Component Block

The UnderlyingProvisionGrp is a repeating subcomponent of the UnderlyingInstrument component used to detail additional terms and conditions associated with the instrument.

A swap may have one or more provisions defined.

Used in :

Tag Field Name FIXML Req'd Comments
42149 NoUnderlyingProvisions N

Number of provisions in the repeating group.
=> 42150 UnderlyingProvisionType @Typ C

Required if NoUnderlyingProvisions(42149) > 0.
=> 42151 UnderlyingProvisionDateUnadjusted @DtUnadj N

The unadjusted date of the provision.
=> 42152 UnderlyingProvisionDateBusinessDayConvention @BizDayCnvtn N

When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the instrument provisions.

=> <UnderlyingProvisionDateBusinessCenterGrp> N

When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the instrument provisions.

=> 42153 UnderlyingProvisionDateAdjusted @Dt N

The adjusted date of the provision.
=> 42154 UnderlyingProvisionDateTenorPeriod @TenorPeriod N

Conditionally required when UnderlyingProvisionDateTenorUnit(42155) is specified.
=> 42155 UnderlyingProvisionDateTenorUnit @TenorUnit N

Conditionally required when UnderlyingProvisionDateTenorPeriod(42154) is specified.
=> 43002 UnderlyingProvisionBreakFeeElection @BrkFeeElctn N

Type of fee elected for the break provision.
=> 43003 UnderlyingProvisionBreakFeeRate @BrkFeeRt N

Break fee election rate when the break fee is proportional to the notional. A fee rate of 5% would be represented as "0.05".
=> 42156 UnderlyingProvisionCalculationAgent @CalcAgent N

Used to identify the calculation agent. The calculation agent may be identified in UnderlyingProvisionCalculationAgent(42156) or in the underlying provision parties component.

=> 42157 UnderlyingProvisionOptionSinglePartyBuyerSide @BuyerSide N

If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade.

=> 42158 UnderlyingProvisionOptionSinglePartySellerSide @SellerSide N

If optional early termination is not available to both parties then this component identifies the seller of the option through its side of the trade.

=> <UnderlyingProvisionCashSettlValueDates> N
=> <UnderlyingProvisionOptionExerciseDates> N
=> <UnderlyingProvisionOptionExpirationDate> N
=> <UnderlyingProvisionOptionRelevantUnderlyingDate> N
=> 42159 UnderlyingProvisionOptionExerciseStyle @ExerStyle N

The instrument provision's exercise style.
=> 42160 UnderlyingProvisionOptionExerciseMultipleNotional @MultplNotl N

A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised.

=> 42161 UnderlyingProvisionOptionExerciseMinimumNotional @MinNotl N

The minimum notional amount that can be exercised on a given exercise date.
=> 42162 UnderlyingProvisionOptionExerciseMaximumNotional @MaxNotl N

The maximum notional amount that can be exercised on a given exercise date.
=> 42163 UnderlyingProvisionOptionMinimumNumber @MinNum N

The minimum number of options that can be exercised on a given exercise date.
=> 42164 UnderlyingProvisionOptionMaximumNumber @MaxNum N

The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options.

=> 42165 UnderlyingProvisionOptionExerciseConfirmation @ExerCnfm N

Used to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.

=> <UnderlyingProvisionCashSettlPaymentDates> N
=> 42166 UnderlyingProvisionCashSettlMethod @SettlMeth N

An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e).

=> 42167 UnderlyingProvisionCashSettlCurrency @SettlCcy N

Specifies the currency of settlement. Uses ISO 4217 currency codes.
=> 42168 UnderlyingProvisionCashSettlCurrency2 @SettlCcy2 N

Specifies the currency of settlement for a cross-currency provision. Uses ISO 4217 currency codes.
=> 42169 UnderlyingProvisionCashSettlQuoteType @SettlQteTyp N

Identifies the type of quote to be used.
=> <UnderlyingProvisionCashSettlQuoteSource> N
=> 42170 UnderlyingProvisionText @Txt N

Free form text to specify additional information or enumeration description when a standard value does not apply.
=> 42171 EncodedUnderlyingProvisionTextLen @EncTxtLen N

Must be set if EncodedProvisionText(40987) field is specified and must immediately precede it.
=> 42172 EncodedUnderlyingProvisionText @EncTxt N

Encoded (non-ASCII characters) representation of the UnderlyingProvisionText(42170) field in the encoded format specified via the MessageEncoding(347) field.

=> <UnderlyingProvisionParties> N

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