Skip to content
FIXtags

COMPONENT · SOURCE ID 4216

LegOptionExerciseDates

Definition

The LegOptionExerciseDates component is a subcomponent of the LegOptionExercise component used to specify option exercise dates.

This is a reusable definition. Requiredness is relative to this structure; its use and conditions in a message remain on that message's page. Version links browse the other dictionary, not an assumed equivalent component.

Direct members

  1. 41493 LegOptionExerciseBusinessDayConventionfield—

    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 option exercise dates.

  2. LegOptionExerciseBusinessCenterGrpgroup—
  3. LegOptionExerciseDateGrpgroup—
  4. 41494 LegOptionExerciseEarliestDateOffsetDayTypefield—
  5. 41495 LegOptionExerciseEarliestDateOffsetPeriodfield—

    Conditionally required when LegOptionExerciseEarliestDateUnit(41496) is specified.

  6. 41496 LegOptionExerciseEarliestDateOffsetUnitfield—

    Conditionally required when LegOptionExerciseEarliestDatePeriod(41495) is specified.

  7. 41497 LegOptionExerciseFrequencyPeriodfield—

    Conditionally required when LegOptionExerciseFrequencyUnit(41498) is specified.

  8. 41498 LegOptionExerciseFrequencyUnitfield—

    Conditionally required when LegOptionExerciseFequencyPeriod(41497) is specified.

  9. 41499 LegOptionExerciseStartDateUnadjustedfield—
  10. 41500 LegOptionExerciseStartDateRelativeTofield—
  11. 41501 LegOptionExerciseStartDateOffsetPeriodfield—

    Conditionally required when LegOptionExerciseStartDateOffsetUnit(41502) is specified.

  12. 41502 LegOptionExerciseStartDateOffsetUnitfield—

    Conditionally required when LegOptionExerciseStartDateOffsetPeriod(41501) is specified.

  13. 41503 LegOptionExerciseStartDateOffsetDayTypefield—
  14. 41504 LegOptionExerciseStartDateAdjustedfield—
  15. 41505 LegOptionExerciseSkipfield—
  16. 41506 LegOptionExerciseNominationDeadlinefield—
  17. 41507 LegOptionExerciseFirstDateUnadjustedfield—
  18. 41508 LegOptionExerciseLastDateUnadjustedfield—
  19. 41509 LegOptionExerciseEarliestTimefield—
  20. 41510 LegOptionExerciseLatestTimefield—
  21. 41511 LegOptionExerciseTimeBusinessCenterfield—

Used in messages

Direct parent structures