OptionExerciseMakeWholeProvision is a subcomponent of the OptionExercise component used to specify the set of rules of maintaining balance when an option is exercised.

A "make whole" provision seeks to penalize the the option buyer, i.e. make the seller "whole", if the buyer exercises the option prior to the make whole date, e.g. the early call date of a convertible bond.


Tag Field Name Req'd Comments
42591 MakeWholeDate N
42592 MakeWholeAmount N
42593 MakeWholeBenchmarkCurveName N
42594 MakeWholeBenchmarkCurvePoint N
42595 MakeWholeRecallSpread N
42596 MakeWholeBenchmarkQuote N
42597 MakeWholeInterpolationMethod N

Used In