Description

The PricingDateTime component is a subcomponent of Instrument 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
41232 PricingDateUnadjusted N
41233 PricingDateBusinessDayConvention N

When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of pricing dates.

Component Block - <PricingDateBusinessCenterGrp> N

When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of pricing dates.

41234 PricingDateAdjusted N
41235 PricingTime N
41236 PricingTimeBusinessCenter N

Used In