Component
LegOptionExerciseExpiration
| ID | 4219 |
| Pedigree | Added EP169, Updated EP211 |
The LegOptionExerciseExpiration component is a subcomponent of the LegOptionExercise component used to specify option exercise expiration dates and times. The purpose of LegOptionExercise is to identify the scheduled opportunities for exercise. LegOptionExerciseExpiration identifies the end of the schedule.
Field | Name | Type | Req'd | Comments | Pedigree |
|---|---|---|---|---|---|
41517 | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the option exercise expiration date. | Added EP169 | |||
LegOptionExerciseExpirationDateBusinessCenterGrp | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the option exercise expiration date. | Added EP169 | |||
LegOptionExerciseExpirationDateGrp | Added EP169 | ||||
41518 | Added EP169 | ||||
41519 | Conditionally required when LegOptionExerciseExpirationDateOffsetUnit(41520) is specified. | Added EP169 | |||
41520 | Conditionally required when LegOptionExerciseExpirationDateOffsetPeriod(41519) is specified. | Added EP169 | |||
41521 | Conditionally required when LegOptionExerciseExpirationFrequencyUnit(41522) is specified. | Added EP169 | |||
41522 | Conditionally required when LegOptionExerciseExpirationFrequencyPeriod(41521) is specified. | Added EP169 | |||
41523 | When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the option expiration date. | Added EP169 | |||
41524 | Added EP169 | ||||
41525 | Added EP169 | ||||
41526 | Added EP169 |
Used in components:
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