Description

The LegPricingDateTime component is a subcomponent of InstrumentLeg used to specify an adjusted or unadjusted pricing or fixing date and optionally the time, e.g. for a commodity or FX forward trade.

Structure

Tag Field Name Req'd Comments
41609 LegPricingDateUnadjusted N
41610 LegPricingDateBusinessDayConvention N

When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to the pricing dates.

Component Block - <LegPricingDateBusinessCenterGrp> N

When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the pricing dates.

41611 LegPricingDateAdjusted N
41612 LegPricingTime N
41613 LegPricingTimeBusinessCenter N

Used In