Description

LegComplexEventRelativeDate is a subcomponent of LegComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option.

Structure

Tag Field Name Req'd Comments
41389 LegComplexEventDateUnadjusted N
41390 LegComplexEventDateRelativeTo N
41391 LegComplexEventDateOffsetPeriod N

Conditionally required when LegComplexEventDateOffsetUnit <41392> is specified.

41392 LegComplexEventDateOffsetUnit N

Conditionally required when LegComplexEventDateOffsetPeriod <41391> is specified.

41393 LegComplexEventDateOffsetDayType N
41394 LegComplexEventDateBusinessDayConvention N

When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to complex event dates.

Component Block - <LegComplexEventDateBusinessCenterGrp> N

When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to complex event dates.

41395 LegComplexEventDateAdjusted N
41396 LegComplexEventFixingTime N
41397 LegComplexEventFixingTimeBusinessCenter N

Used In