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FIXtags

GROUP · SOURCE ID 4200

LegComplexEventScheduleGrp

Definition

LegComplexEventScheduleGrp is a subcomponent of LegComplexEventPeriodGrp for specifying a periodic schedule for an Asian, Barrier or Strike Schedule option feature.

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. 41400 NoLegComplexEventSchedulesGroup countFrom usage
  2. 41401 LegComplexEventScheduleStartDatefield—

    Required if NoLegComplexEventScedules(41400) > 0.

  3. 41402 LegComplexEventScheduleEndDatefield—
  4. 41403 LegComplexEventScheduleFrequencyPeriodfield—

    Conditionally required when LegComplexEventScheduleFrequencyUnit(41404) is specified.

  5. 41404 LegComplexEventScheduleFrequencyUnitfield—

    Conditionally required when LegComplexEventScheduleFrequencyPeriod(41403) is specified.

  6. 41405 LegComplexEventScheduleRollConventionfield—

    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 dates and times.

Used in messages

Direct parent structures