Description
The PricingDateTime component is a subcomponent of Instrument used to specify an adjusted or unadjusted pricing or fixing date and optionally the time, e.g. for a commodity or FX forward trade.
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| 41232 | PricingDateUnadjusted | N | ||
| 41233 | PricingDateBusinessDayConvention | N |
When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of pricing dates. |
|
| Component Block - <PricingDateBusinessCenterGrp> | N |
When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of pricing dates. |
||
| 41234 | PricingDateAdjusted | N | ||
| 41235 | PricingTime | N | ||
| 41236 | PricingTimeBusinessCenter | N | ||