Description

The LegProvisionOptionRelevantUnderlyingDate is a subcomponent within the LegProvisionGrp component used to report the option relevant underlyingdate defined in the provision.

Structure

Tag Field Name Req'd Comments
40508 LegProvisionOptionRelevantUnderlyingDateUnadjusted N
40509 LegProvisionOptionRelevantUnderlyingDateBusinessDayConvention 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 relevant underlying date.

Component Block - <LegProvisionOptionRelevantUnderlyingDateBusinessCenterGrp> 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 relevant underlying date.

40511 LegProvisionOptionRelevantUnderlyingDateRelativeTo N
40512 LegProvisionOptionRelevantUnderlyingDateOffsetPeriod N

Conditionally required when LegProvisionOptionRelevantUnderlyingDateOffsetUnit <40513> is specified.

40513 LegProvisionOptionRelevantUnderlyingDateOffsetUnit N

Conditionally required when LegProvisionOptionRelevantUnderlyingDateOffsetPeriod <40512> is specified.

40514 LegProvisionOptionRelevantUnderlyingDateOffsetDayType N
40515 LegProvisionOptionRelevantUnderlyingDateAdjusted N

Used In