The LegComplexEvent Group is a repeating block which allows specifying an unlimited number and types of advanced events, such as observation and pricing over the lifetime of an option, futures, commodities or equity swap contract. Use LegEvntGrp to specify more straightforward events.


Tag Field Name Req'd Comments
2218 NoLegComplexEvents N
2219 LegComplexEventType N

Required if NoLegComplexEvents <2218>) > 0.

2220 LegComplexOptPayoutPaySide N
2221 LegComplexOptPayoutReceiveSide N
2222 LegComplexOptPayoutUnderlier N
2223 LegComplexOptPayoutAmount N
2224 LegComplexOptPayoutPercentage N
2225 LegComplexOptPayoutTime N
2226 LegComplexOptPayoutCurrency N
2227 LegComplexEventPrice N
2228 LegComplexEventPricePercentage N
2229 LegComplexEventPriceBoundaryMethod N
2230 LegComplexEventPriceBoundaryPrecision N
2231 LegComplexEventPriceTimeType N
2232 LegComplexEventCondition N

Conditionally required when there are more than one LegComplexEvents occurrences. A chain of LegComplexEvents must be linked together through use of the LegComplexEventCondition <2232> in which the relationship between any two events is described. For any two LegComplexEvents the first occurrence will specify the LegComplexEventCondition <2232> which links it with the second event.

Component Block - <LegComplexEventDates> N
2233 LegComplexEventCurrencyOne N
2234 LegComplexEventCurrencyTwo N
2235 LegComplexEventQuoteBasis N
2236 LegComplexEventFixedFXRate N
2409 LegComplexEventSpotRate N
2410 LegComplexEventForwardPoints N
2237 LegComplexEventDeterminationMethod N
2238 LegComplexEventCalculationAgent N
2239 LegComplexEventStrikePrice N
2240 LegComplexEventStrikeFactor N
2241 LegComplexEventStrikeNumberOfOptions N
Component Block - <LegComplexEventRateSourceGrp> N
Component Block - <LegComplexEventRelativeDate> N
Component Block - <LegComplexEventPeriodGrp> N
2242 LegComplexEventCreditEventsXIDRef N
2243 LegComplexEventCreditEventNotifyingParty N
2244 LegComplexEventCreditEventBusinessCenter N
2245 LegComplexEventCreditEventStandardSources N
2246 LegComplexEventCreditEventMinimumSources N
Component Block - <LegComplexEventCreditEventSourceGrp> N
Component Block - <LegComplexEventCreditEventGrp> N
2608 LegComplexEventFuturesPriceValuation N
2609 LegComplexEventOptionsPriceValuation N
2610 LegComplexEventPVFinalPriceElectionFallback N
2248 LegComplexEventXID N
2249 LegComplexEventXIDRef N

Used In