Description
The LegPricingDateTime component is a subcomponent of InstrumentLeg used to specify an adjusted or unadjusted pricing or fixing date and optionally the time, e.g. for a commodity or FX forward trade.
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| 41609 | LegPricingDateUnadjusted | N | ||
| 41610 | LegPricingDateBusinessDayConvention | N |
When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to the pricing dates. |
|
| Component Block - <LegPricingDateBusinessCenterGrp> | N |
When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the pricing dates. |
||
| 41611 | LegPricingDateAdjusted | N | ||
| 41612 | LegPricingTime | N | ||
| 41613 | LegPricingTimeBusinessCenter | N | ||