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COMPONENT · SOURCE ID 4219

LegOptionExerciseExpiration

Definition

The LegOptionExerciseExpiration component is a subcomponent of the LegOptionExercise component used to specify option exercise expiration dates and times. The purpose of LegOptionExercise is to identify the scheduled opportunities for exercise. LegOptionExerciseExpiration identifies the end of the schedule.

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. 41517 LegOptionExerciseExpirationDateBusinessDayConventionfield—

    When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the option exercise expiration date.

  2. LegOptionExerciseExpirationDateBusinessCenterGrpgroup—

    When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the option exercise expiration date.

  3. LegOptionExerciseExpirationDateGrpgroup—
  4. 41518 LegOptionExerciseExpirationDateRelativeTofield—
  5. 41519 LegOptionExerciseExpirationDateOffsetPeriodfield—

    Conditionally required when LegOptionExerciseExpirationDateOffsetUnit(41520) is specified.

  6. 41520 LegOptionExerciseExpirationDateOffsetUnitfield—

    Conditionally required when LegOptionExerciseExpirationDateOffsetPeriod(41519) is specified.

  7. 41521 LegOptionExerciseExpirationFrequencyPeriodfield—

    Conditionally required when LegOptionExerciseExpirationFrequencyUnit(41522) is specified.

  8. 41522 LegOptionExerciseExpirationFrequencyUnitfield—

    Conditionally required when LegOptionExerciseExpirationFrequencyPeriod(41521) is specified.

  9. 41523 LegOptionExerciseExpirationRollConventionfield—

    When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the option expiration date.

  10. 41524 LegOptionExerciseExpirationDateOffsetDayTypefield—
  11. 41525 LegOptionExerciseExpirationTimefield—
  12. 41526 LegOptionExerciseExpirationTimeBusinessCenterfield—

Used in messages

Direct parent structures