The LegEvntGrp is a repeating subcomponent of the InstrumentLeg component used to specify straightforward events associated with the instrument. Examples include put and call dates for bonds and options; first exercise date for options; inventory and delivery dates for commodities; start, end and roll dates for swaps. Use LegComplexEvents for more advanced dates such as option, futures, commodities and equity swap observation and pricing events.

The LegEvntGrp contains three different methods to express a "time" associated with the event using the LegEventDate <2061> and LegEventTime <2062> pair of fields or the LegEventTimeUnit <2063> and LegEventTimePeriod <2064> pair of fields or LegEventMonthYear <2341>.

The LegEventDate <2061>, and optional LegEventTime <2062>, may be used to express an exact date and optional time for the event. The LegEventTimeUnit <2063> and LegEventTimePeriod <2064> may be used to express a time period associated with the event, e.g. 3-month, 4-years, 2-weeks. The LegEventMonthYear <2341>, and optional LegEventTime <2062>, may be used to express the event as a month of year, with optional day of month or week of month.

Either LegEventDate <2061> or LegEventMonthYear <2341>, and the optional LegEventTime <2062>, must be specified or LegEventTimeUnit <2063> and LegEventTimePeriod <2064> must be specified.

The LegEventMonthYear <2341> may be used instead of LegEventDate <2061> when month-year, with optional day of month or week of month, is required instead of a date.


Tag Field Name Req'd Comments
2059 NoLegEvents N
2060 LegEventType N

Required if NoLegEvents <2059> > 0.

2061 LegEventDate N

Conditionally required when LegEventTime <2062> is specified.

2062 LegEventTime N
2063 LegEventTimeUnit N

Conditionally required when LegEventTimePeriod <2064> is specified.

2064 LegEventTimePeriod N

Conditionally required when LegEventTimeUnit <2063> is specified.

2341 LegEventMonthYear N
2065 LegEventPx N
2066 LegEventText N
2074 EncodedLegEventTextLen N

Must be set if EncodedLegEventText <2075> field is specified and must immediately precede it.

2075 EncodedLegEventText N

Encoded (non-ASCII characters) representation of the LegEventText <2066> field in the encoded format specified via the MessageEncoding <347> field.

Used In