<UnderlyingProvisionOptionRelevantUnderlyingDate> Component Block

The UnderlyingProvisionOptionRelevantUnderlyingDate is a subcomponent within the UnderlyingProvisionGrp component used to report the option relevant underlying date defined in the provision.

Used in :

Tag Field Name FIXML Req'd Comments
42142 UnderlyingProvisionOptionRelevantUnderlyingDateUnadjusted @DtUnadj N

The unadjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date).

42143 UnderlyingProvisionOptionRelevantUnderlyingDateBizDayConvention @BizDayCnvtn N

When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional option relevant underlying date.

<UnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenterGrp> N
42144 UnderlyingProvisionOptionRelevantUnderlyingDateRelativeTo @Reltv N

Specifies the anchor date when the date relevant to the underlying trade on exercise is relative to an anchor date.

See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.

42145 UnderlyingProvisionOptionRelevantUnderlyingDateOffsetPeriod @OfstPeriod N

Conditionally required when UnderlyingProvisionOptionRelevantUnderlyingDateOffsetUnit(42146) is specified.

42146 UnderlyingProvisionOptionRelevantUnderlyingDateOffsetUnit @OfstUnit N

Conditionally required when UnderlyingProvisionOptionRelevantUnderlyingDateOffsetPeriod(42145) is specified.

42147 UnderlyingProvisionOptionRelevantUnderlyingDateOffsetDayType @OfstDayTyp N

Specifies the day type of the provision's relative option relevant underlying date offset.

42148 UnderlyingProvisionOptionRelevantUnderlyingDateAdjusted @Dt N

The adjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date).