Skip to content
FIXtags

COMPONENT · SOURCE ID 4266

UnderlyingOptionExerciseExpiration

Definition

The UnderlyingOptionExerciseExpiration component is a subcomponent of the UnderlyingOptionExercise component used to specify option exercise expiration dates and times. The purpose of UnderlyingOptionExercise is to identify the scheduled opportunities for exercise. UnderlyingOptionExerciseExpiration 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. 41846 UnderlyingOptionExerciseExpirationDateBusinessDayConventionfield—

    When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying exercise expiration dates.

  2. UnderlyingOptionExerciseExpirationDateBusinessCenterGrpgroup—

    When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying option exercise expiration dates.

  3. UnderlyingOptionExerciseExpirationDateGrpgroup—
  4. 41847 UnderlyingOptionExerciseExpirationDateRelativeTofield—
  5. 41848 UnderlyingOptionExerciseExpirationDateOffsetPeriodfield—

    Conditionally required when UnderlyingOptionExerciseExpirationDateOffsetUnit(41849) is specified.

  6. 41849 UnderlyingOptionExerciseExpirationDateOffsetUnitfield—

    Conditionally required when UnderlyingOptionExerciseExpirationDateOffsetPeriod(41848) is specified.

  7. 41850 UnderlyingOptionExerciseExpirationFrequencyPeriodfield—

    Conditionally required when UnderlyingOptionExerciseExpirationFrequencyUnit(41851) is specified.

  8. 41851 UnderlyingOptionExerciseExpirationFrequencyUnitfield—

    Conditionally required when UnderlyingOptionExerciseExpirationFrequencyPeriod(41850) is specified.

  9. 41852 UnderlyingOptionExerciseExpirationRollConventionfield—

    When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the option exercise dates.

  10. 41853 UnderlyingOptionExerciseExpirationDateOffsetDayTypefield—
  11. 41854 UnderlyingOptionExerciseExpirationTimefield—
  12. 41855 UnderlyingOptionExerciseExpirationTimeBusinessCenterfield—

Used in messages

Direct parent structures