UnderlyingComplexEventScheduleGrp is a subcomponent of UnderlyingComplexEventPeriodGrp for specifying a periodic schedule for an Asian, Barrier or Strike Schedule option feature.


Tag Field Name Req'd Comments
41750 NoUnderlyingComplexEventSchedules N
41751 UnderlyingComplexEventScheduleStartDate N

Required if NoUnderlyingComplexEventSchedules <41750> > 0.

41752 UnderlyingComplexEventScheduleEndDate N
41753 UnderlyingComplexEventScheduleFrequencyPeriod N

Conditionally required when UnderlyingComplexEventScheduleFrequencyUnit <41754> is specified.

41754 UnderlyingComplexEventScheduleFrequencyUnit N

Conditionally required when UnderlyingComplexEventScheduleFrequencyPeriod <41753> is specified.

41755 UnderlyingComplexEventScheduleRollConvention N

When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the option schedule dates.

Used In