Description

The LegOptionExerciseExpiration component is a subcomponent of the LegOptionExercise component used to specify option exercise expiration dates and times. The purpose of LegOptionExercise is to identify the scheduled opportunities for exercise. LegOptionExerciseExpiration identifies the end of the schedule.

Structure

Tag Field Name Req'd Comments
41517 LegOptionExerciseExpirationDateBusinessDayConvention N

When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the option exercise expiration date.

Component Block - <LegOptionExerciseExpirationDateBusinessCenterGrp> N

When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the option exercise expiration date.

Component Block - <LegOptionExerciseExpirationDateGrp> N
41518 LegOptionExerciseExpirationDateRelativeTo N
41519 LegOptionExerciseExpirationDateOffsetPeriod N

Conditionally required when LegOptionExerciseExpirationDateOffsetUnit <41520> is specified.

41520 LegOptionExerciseExpirationDateOffsetUnit N

Conditionally required when LegOptionExerciseExpirationDateOffsetPeriod <41519> is specified.

41521 LegOptionExerciseExpirationFrequencyPeriod N

Conditionally required when LegOptionExerciseExpirationFrequencyUnit <41522> is specified.

41522 LegOptionExerciseExpirationFrequencyUnit N

Conditionally required when LegOptionExerciseExpirationFrequencyPeriod <41521> is specified.

41523 LegOptionExerciseExpirationRollConvention 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 date.

41524 LegOptionExerciseExpirationDateOffsetDayType N
41525 LegOptionExerciseExpirationTime N
41526 LegOptionExerciseExpirationTimeBusinessCenter N

Used In