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Component

LegProvisionOptionRelevantUnderlyingDate

ID4051
PedigreeAdded EP161
The LegProvisionOptionRelevantUnderlyingDate is a subcomponent within the LegProvisionGrp component used to report the option relevant underlyingdate defined in the provision.
Field
Name
Type
Req'd
Comments
Pedigree
40508
Added EP161
40509
When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision option relevant underlying date.
Added EP161
When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision option relevant underlying date.
Added EP161
40511
Added EP161
40512
Conditionally required when LegProvisionOptionRelevantUnderlyingDateOffsetUnit(40513) is specified.
Added EP161
40513
Conditionally required when LegProvisionOptionRelevantUnderlyingDateOffsetPeriod(40512) is specified.
Added EP161
40514
Added EP161
40515
Added EP161
Used in groups:

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