Description

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

Structure

Tag Field Name Req'd Comments
2045 NoUnderlyingComplexEvents N
2046 UnderlyingComplexEventType N

Required if NoUnderlyingComplexEvents <2045> > 0.

2261 UnderlyingComplexOptPayoutPaySide N
2262 UnderlyingComplexOptPayoutReceiveSide N
2263 UnderlyingComplexOptPayoutUnderlier N
2047 UnderlyingComplexOptPayoutAmount N
2264 UnderlyingComplexOptPayoutPercentage N
2265 UnderlyingComplexOptPayoutTime N
2266 UnderlyingComplexOptPayoutCurrency N
2048 UnderlyingComplexEventPrice N
2267 UnderlyingComplexEventPricePercentage N
2049 UnderlyingComplexEventPriceBoundaryMethod N
2050 UnderlyingComplexEventPriceBoundaryPrecision N
2051 UnderlyingComplexEventPriceTimeType N
2052 UnderlyingComplexEventCondition N

Conditionally required when there are more than one UnderlyingComplexEvent occurrences. A chain of events must be linked together through use of the UnderlyingComplexEventCondition <2052> in which the relationship between any two events is described. For any two occurances of events the first occurrence will specify the UnderlyingComplexEventCondition <2052> which links it with the second event.

Component Block - <UnderlyingComplexEventDates> N
2268 UnderlyingComplexEventCurrencyOne N
2269 UnderlyingComplexEventCurrencyTwo N
2270 UnderlyingComplexEventQuoteBasis N
2271 UnderlyingComplexEventFixedFXRate N
2419 UnderlyingComplexEventSpotRate N
2420 UnderlyingComplexEventForwardPoints N
2272 UnderlyingComplexEventDeterminationMethod N
2273 UnderlyingComplexEventCalculationAgent N
2274 UnderlyingComplexEventStrikePrice N
2275 UnderlyingComplexEventStrikeFactor N
2276 UnderlyingComplexEventStrikeNumberOfOptions N
Component Block - <UnderlyingComplexEventRateSourceGrp> N
Component Block - <UnderlyingComplexEventRelativeDate> N
Component Block - <UnderlyingComplexEventPeriodGrp> N
2277 UnderlyingComplexEventCreditEventsXIDRef N
2278 UnderlyingComplexEventCreditEventNotifyingParty N
2279 UnderlyingComplexEventCreditEventBusinessCenter N
2280 UnderlyingComplexEventCreditEventStandardSources N
2281 UnderlyingComplexEventCreditEventMinimumSources N
Component Block - <UnderlyingComplexEventCreditEventSourceGrp> N
Component Block - <UnderlyingComplexEventCreditEventGrp> N
2611 UnderlyingComplexEventFuturesPriceValuation N
2612 UnderlyingComplexEventOptionsPriceValuation N
2613 UnderlyingComplexEventPVFinalPriceElectionFallback N
2282 UnderlyingComplexEventXID N
2283 UnderlyingComplexEventXIDRef N

Used In