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. |