Description

The OptionExerciseExpiration component is a subcomponent of the OptionExercise component used to specify option exercise expiration dates and times. The purpose of OptionExercise is to identify the scheduled opportunities for exercise. OptionExerciseExpiration identifies the end of the schedule.

Structure

Tag Field Name Req'd Comments
41142 OptionExerciseExpirationDateBusinessDayConvention N

When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of option exercise expiration dates.

Component Block - <OptionExerciseExpirationDateBusinessCenterGrp> N

When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of option exercise expiration dates.

Component Block - <OptionExerciseExpirationDateGrp> N
41143 OptionExerciseExpirationDateRelativeTo N
41144 OptionExerciseExpirationDateOffsetPeriod N

Conditionally required when OptionExerciseExpirationDateOffsetUnit <41145> is specified.

41145 OptionExerciseExpirationDateOffsetUnit N

Conditionally required when OptionExerciseExpirationDateOffsetPeriod <41144> is specified.

41146 OptionExerciseExpirationFrequencyPeriod N

Conditionally required when OptionExerciseExpirationFrequencyUnit <41147> is specified.

41147 OptionExerciseExpirationFrequencyUnit N

Conditionally required when OptionExerciseExpirationFrequencyPeriod <41146> is specified.

41148 OptionExerciseExpirationRollConvention N

When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the option expiration dates and times.

41149 OptionExerciseExpirationDateOffsetDayType N
41150 OptionExerciseExpirationTime N
41151 OptionExerciseExpirationTimeBusinessCenter N

Used In