UnderlyingOptionExerciseMakeWholeProvision is a subcomponent of the UnderlyingOptionExercise component used to specify the set of rules of maintaining balance when an option is exercised.

A "make whole" provision seeks to penalize the the option buyer, i.e. make the seller "whole", if the buyer exercises the option prior to the makeWholeDate, e.g. the early call date of a convertible bond.


Tag Field Name Req'd Comments
42888 UnderlyingMakeWholeDate N
42889 UnderlyingMakeWholeAmount N
42890 UnderlyingMakeWholeBenchmarkCurveName N
42891 UnderlyingMakeWholeBenchmarkCurvePoint N
42892 UnderlyingMakeWholeRecallSpread N
42893 UnderlyingMakeWholeBenchmarkQuote N
42894 UnderlyingMakeWholeInterpolationMethod N

Used In