Description

LegOptionExerciseExpirationDateBusinessCenterGrp is a repeating subcomponent of the LegOptionExerciseExpiration component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.

Structure

Tag Field Name Req'd Comments
41515 NoLegOptionExerciseExpirationDateBusinessCenters N
41516 LegOptionExerciseExpirationDateBusinessCenter N

Required if NoLegOptionExerciseExpirationDateBusinessCenters <41515> > 0.

Used In