Description

The LegProvisionOptionExerciseDates is a subcomponent within the LegProvisionGrp component used to report the option exercise dates and times defined in the provision.

Structure

Tag Field Name Req'd Comments
40476 LegProvisionOptionExerciseBusinessDayConvention 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 exercise dates.

Component Block - <LegProvisionOptionExerciseBusinessCenterGrp> 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 exercise dates.

Component Block - <LegProvisionOptionExerciseFixedDateGrp> N
40478 LegProvisionOptionExerciseEarliestDateOffsetPeriod N

Conditionally required when LegProvisionOptionExerciseEarliestDateOffsetUnit <40479> is specified.

40479 LegProvisionOptionExerciseEarliestDateOffsetUnit N

Conditionally required when LegProvisionOptionExerciseEarliestDateOffsetPeriod <40478> is specified.

40480 LegProvisionOptionExerciseFrequencyPeriod N

Conditionally required when LegProvisionOptionExerciseFrequencyUnit <40481> is specified.

40481 LegProvisionOptionExerciseFrequencyUnit N

Conditionally required when LegProvisionOptionExerciseFrequencyPeriod <40480> is specified.

40482 LegProvisionOptionExerciseStartDateUnadjusted N
40483 LegProvisionOptionExerciseStartDateRelativeTo N
40484 LegProvisionOptionExerciseStartDateOffsetPeriod N

Conditionally required when LegProvisionOptionExerciseStartDateOffsetUnit <40485> is specified.

40485 LegProvisionOptionExerciseStartDateOffsetUnit N

Conditionally required when LegProvisionOptionExerciseStartDateOffsetPeriod <40484> is specified.

40486 LegProvisionOptionExerciseStartDateOffsetDayType N
40487 LegProvisionOptionExerciseStartDateAdjusted N
40488 LegProvisionOptionExercisePeriodSkip N
40489 LegProvisionOptionExerciseBoundsFirstDateUnadjusted N
40490 LegProvisionOptionExerciseBoundsLastDateUnadjusted N
40491 LegProvisionOptionExerciseEarliestTime N
40492 LegProvisionOptionExerciseEarliestTimeBusinessCenter N
40493 LegProvisionOptionExerciseLatestTime N
40494 LegProvisionOptionExerciseLatestTimeBusinessCenter N

Used In