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Component

UnderlyingComplexEventRelativeDate

ID4251
PedigreeAdded EP169
UnderlyingComplexEventRelativeDate is a subcomponent of UnderlyingComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option.
Field
Name
Type
Req'd
Comments
Pedigree
41739
Added EP169
41740
Added EP169
41741
Conditionally required when UnderlyingComplexEventDateOffsetUnit(41742) is specified.
Added EP169
41742
Conditionally required when UnderlyingComplexEventDateOffsetPeriod(41741) is specified.
Added EP169
41743
Added EP169
41744
When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying complex event dates.
Added EP169
When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying complex event dates.
Added EP169
41745
Added EP169
41746
Added EP169
41747
Added EP169
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