Description

The ComplexEventScheduleGrp is a subcomponent of ComplexEventPeriodGrp for specifying a periodic schedule for an Asian, Barrier or Strike Schedule option feature.

Structure

Tag Field Name Req'd Comments
41031 NoComplexEventSchedules N
41032 ComplexEventScheduleStartDate N

Required if NoComplexEventSchedules <41031> > 0.

41033 ComplexEventScheduleEndDate N
41034 ComplexEventScheduleFrequencyPeriod N

Conditionally required when ComplexEventScheduleFrequencyUnit <41035> is specified.

41035 ComplexEventScheduleFrequencyUnit N

Conditionally required when ComplexEventScheduleFrequencyPeriod <41034> is specified.

41036 ComplexEventScheduleRollConvention N

When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the schedule.

Used In