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UnderlyingComplexEventScheduleGrp

ID4253
Abbr NameSched
PedigreeAdded EP169
UnderlyingComplexEventScheduleGrp is a subcomponent of UnderlyingComplexEventPeriodGrp for specifying a periodic schedule for an Asian, Barrier or Strike Schedule option feature.
Field
Name
Type
Req'd
Comments
Pedigree
41750
Added EP169
41751
Required if NoUnderlyingComplexEventSchedules(41750) > 0.
Added EP169
41752
Added EP169
41753
Conditionally required when UnderlyingComplexEventScheduleFrequencyUnit(41754) is specified.
Added EP169
41754
Conditionally required when UnderlyingComplexEventScheduleFrequencyPeriod(41753) is specified.
Added EP169
41755
When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the option schedule dates.
Added EP169

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