Description
LegComplexEventRelativeDate is a subcomponent of LegComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option.
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| 41389 | LegComplexEventDateUnadjusted | N | ||
| 41390 | LegComplexEventDateRelativeTo | N | ||
| 41391 | LegComplexEventDateOffsetPeriod | N |
Conditionally required when LegComplexEventDateOffsetUnit <41392> is specified. |
|
| 41392 | LegComplexEventDateOffsetUnit | N |
Conditionally required when LegComplexEventDateOffsetPeriod <41391> is specified. |
|
| 41393 | LegComplexEventDateOffsetDayType | N | ||
| 41394 | LegComplexEventDateBusinessDayConvention | N |
When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to complex event dates. |
|
| Component Block - <LegComplexEventDateBusinessCenterGrp> | N |
When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to complex event dates. |
||
| 41395 | LegComplexEventDateAdjusted | N | ||
| 41396 | LegComplexEventFixingTime | N | ||
| 41397 | LegComplexEventFixingTimeBusinessCenter | N | ||