Description

The LegProvisionOptionExerciseDate is a subcomponent within the LegProvisionGrp component used to report the option expiration date and times defined in the provision.

Structure

Tag Field Name Req'd Comments
40498 LegProvisionOptionExpirationDateUnadjusted N
40499 LegProvisionOptionExpirationDateBusinessDayConvention 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 the leg provision option expiration date.

Component Block - <LegProvisionOptionExpirationDateBusinessCenterGrp> N

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

40501 LegProvisionOptionExpirationDateRelativeTo N
40502 LegProvisionOptionExpirationDateOffsetPeriod N

Conditionally required when LegProvisionOptionExpirationDateOffsetUnit <40503> is specified.

40503 LegProvisionOptionExpirationDateOffsetUnit N

Conditionally required when LegProvisionOptionExpirationDateOffsetPeriod <40502> is specified.

40504 LegProvisionOptionExpirationDateOffsetDayType N
40505 LegProvisionOptionExpirationDateAdjusted N
40506 LegProvisionOptionExpirationTime N
40507 LegProvisionOptionExpirationTimeBusinessCenter N

Used In