The ComplexEvent Group is a repeating block which allows an unlimited number and types of events in the lifetime of an option to be specified.


Tag Field Name Req'd Comments
1483 NoComplexEvents N Number of complex events
1484 ComplexEventType N

Identifies the type of complex event.

Required if NoComplexEvents > 0.

2117 ComplexOptPayoutPaySide N
2118 ComplexOptPayoutReceiveSide N
2119 ComplexOptPayoutUnderlier N
1485 ComplexOptPayoutAmount N
2120 ComplexOptPayoutPercentage N
2121 ComplexOptPayoutTime N
2122 ComplexOptPayoutCurrency N
1486 ComplexEventPrice N
2123 ComplexEventPricePercentage N
1487 ComplexEventPriceBoundaryMethod N
1488 ComplexEventPriceBoundaryPrecision N
1489 ComplexEventPriceTimeType N
1490 ComplexEventCondition N ComplexEventCondition is conditionally required when there are more than one ComplexEvent occurrences. A chain of ComplexEvents must be linked together through use of the ComplexEventCondition in which the relationship between any two events is described. For any two ComplexEvents the first occurrence will specify the ComplexEventCondition which links it with the second event.
Component Block - <ComplexEventDates> N Used to specify the dates and time ranges when a complex event is in effect.
2124 ComplexEventCurrencyOne N
2125 ComplexEventCurrencyTwo N
2126 ComplexEventQuoteBasis N
2127 ComplexEventFixedFXRate N
2407 ComplexEventSpotRate N
2408 ComplexEventForwardPoints N
2128 ComplexEventDeterminationMethod N
2129 ComplexEventCalculationAgent N
2130 ComplexEventStrikePrice N
2131 ComplexEventStrikeFactor N
2132 ComplexEventStrikeNumberOfOptions N
Component Block - <ComplexEventRateSourceGrp> N
Component Block - <ComplexEventRelativeDate> N
Component Block - <ComplexEventPeriodGrp> N
2133 ComplexEventCreditEventsXIDRef N
2134 ComplexEventCreditEventNotifyingParty N
2135 ComplexEventCreditEventBusinessCenter N
2136 ComplexEventCreditEventStandardSources N
2137 ComplexEventCreditEventMinimumSources N
Component Block - <ComplexEventCreditEventSourceGrp> N
Component Block - <ComplexEventCreditEventGrp> N
2597 ComplexEventFuturesPriceValuation N
2598 ComplexEventOptionsPriceValuation N
2599 ComplexEventPVFinalPriceElectionFallback N
2138 ComplexEventXID N
2139 ComplexEventXIDRef N

Used In