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Component

LegProvisionOptionExerciseDates

ID4048
PedigreeAdded EP161
The LegProvisionOptionExerciseDates is a subcomponent within the LegProvisionGrp component used to report the option exercise dates and times defined in the provision.
Field
Name
Type
Req'd
Comments
Pedigree
40476
LegProvisionOptionExerciseBusinessDayConvention
BusinessDayConventionCodeSet
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 exercise dates.
Added EP161
LegProvisionOptionExerciseBusinessCenterGrp
LegProvisionOptionExerciseBusinessCenterGrp
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 exercise dates.
Added EP161
LegProvisionOptionExerciseFixedDateGrp
LegProvisionOptionExerciseFixedDateGrp
Added EP161
40478
LegProvisionOptionExerciseEarliestDateOffsetPeriod
int
Conditionally required when LegProvisionOptionExerciseEarliestDateUnit(40479) is specified.
Added EP161
40479
LegProvisionOptionExerciseEarliestDateOffsetUnit
ProvisionOptionExerciseEarliestDateOffsetUnitCodeSet
Conditionally required when LegProvisionOptionExerciseEarliestDatePeriod(40478) is specified.
Added EP161
40480
LegProvisionOptionExerciseFrequencyPeriod
int
Conditionally required when LegProvisionOptionExerciseFrequencyUnit(40481) is specified.
Added EP161
40481
LegProvisionOptionExerciseFrequencyUnit
CouponFrequencyUnitCodeSet
Conditionally required when LegProvisionOptionExerciseFrequencyPeriod(40480) is specified.
Added EP161
40482
LegProvisionOptionExerciseStartDateUnadjusted
LocalMktDate
Added EP161
40483
LegProvisionOptionExerciseStartDateRelativeTo
int
Added EP161
40484
LegProvisionOptionExerciseStartDateOffsetPeriod
int
Conditionally required when LegProvisionOptionExerciseStartDateOffsetUnit(40485) is specified.
Added EP161
40485
LegProvisionOptionExerciseStartDateOffsetUnit
PaymentStreamPaymentDateOffsetUnitCodeSet
Conditionally required when LegProvisionOptionExerciseStartDateOffsetPeriod(40484) is specified.
Added EP161
40486
LegProvisionOptionExerciseStartDateOffsetDayType
PaymentStreamPaymentDateOffsetDayTypeCodeSet
Added EP161
40487
LegProvisionOptionExerciseStartDateAdjusted
LocalMktDate
Added EP161
40488
LegProvisionOptionExercisePeriodSkip
int
Added EP161
40489
LegProvisionOptionExerciseBoundsFirstDateUnadjusted
LocalMktDate
Added EP161
40490
LegProvisionOptionExerciseBoundsLastDateUnadjusted
LocalMktDate
Added EP161
40491
LegProvisionOptionExerciseEarliestTime
LocalMktTime
Added EP161
40492
LegProvisionOptionExerciseEarliestTimeBusinessCenter
String
Added EP161
40493
LegProvisionOptionExerciseLatestTime
LocalMktTime
Added EP161
40494
LegProvisionOptionExerciseLatestTimeBusinessCenter
String
Added EP161
Used in groups:

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