Description

The LegOptionExerciseDates component is a subcomponent of the LegOptionExercise component used to specify option exercise dates.

Structure

Tag Field Name Req'd Comments
41493 LegOptionExerciseBusinessDayConvention N

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

Component Block - <LegOptionExerciseBusinessCenterGrp> N
Component Block - <LegOptionExerciseDateGrp> N
41494 LegOptionExerciseEarliestDateOffsetDayType N
41495 LegOptionExerciseEarliestDateOffsetPeriod N

Conditionally required when LegOptionExerciseEarliestDateOffsetUnit <41496> is specified.

41496 LegOptionExerciseEarliestDateOffsetUnit N

Conditionally required when LegOptionExerciseEarliestDateOffsetPeriod <41495> is specified.

41497 LegOptionExerciseFrequencyPeriod N

Conditionally required when LegOptionExerciseFrequencyUnit <41498> is specified.

41498 LegOptionExerciseFrequencyUnit N

Conditionally required when LegOptionExerciseFrequencyPeriod <41497> is specified.

41499 LegOptionExerciseStartDateUnadjusted N
41500 LegOptionExerciseStartDateRelativeTo N
41501 LegOptionExerciseStartDateOffsetPeriod N

Conditionally required when LegOptionExerciseStartDateOffsetUnit <41502> is specified.

41502 LegOptionExerciseStartDateOffsetUnit N

Conditionally required when LegOptionExerciseStartDateOffsetPeriod <41501> is specified.

41503 LegOptionExerciseStartDateOffsetDayType N
41504 LegOptionExerciseStartDateAdjusted N
41505 LegOptionExerciseSkip N
41506 LegOptionExerciseNominationDeadline N
41507 LegOptionExerciseFirstDateUnadjusted N
41508 LegOptionExerciseLastDateUnadjusted N
41509 LegOptionExerciseEarliestTime N
41510 LegOptionExerciseLatestTime N
41511 LegOptionExerciseTimeBusinessCenter N

Used In