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


Tag Field Name Req'd Comments
41400 NoLegComplexEventSchedules N
41401 LegComplexEventScheduleStartDate N

Required if NoLegComplexEventSchedules <41400> > 0.

41402 LegComplexEventScheduleEndDate N
41403 LegComplexEventScheduleFrequencyPeriod N

Conditionally required when LegComplexEventScheduleFrequencyUnit <41404> is specified.

41404 LegComplexEventScheduleFrequencyUnit N

Conditionally required when LegComplexEventScheduleFrequencyPeriod <41403> is specified.

41405 LegComplexEventScheduleRollConvention N

When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the option expiration dates and times.

Used In