Description
The UnderlyingPricingDateTime component is a subcomponent of UnderlyingInstrument 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 | |
|---|---|---|---|---|
| 41949 | UnderlyingPricingDateUnadjusted | N | ||
| 41950 | UnderlyingPricingDateBusinessDayConvention | N |
When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying complex event dates. |
|
| Component Block - <UnderlyingPricingDateBusinessCenterGrp> | N |
When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying complex event dates. |
||
| 41951 | UnderlyingPricingDateAdjusted | N | ||
| 41952 | UnderlyingPricingTime | N | ||
| 41953 | UnderlyingPricingTimeBusinessCenter | N | ||