Description
UnderlyingComplexEventRelativeDate is a subcomponent of UnderlyingComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option.
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| 41739 | UnderlyingComplexEventDateUnadjusted | N | ||
| 41740 | UnderlyingComplexEventDateRelativeTo | N | ||
| 41741 | UnderlyingComplexEventDateOffsetPeriod | N |
Conditionally required when UnderlyingComplexEventDateOffsetUnit <41742> is specified. |
|
| 41742 | UnderlyingComplexEventDateOffsetUnit | N |
Conditionally required when UnderlyingComplexEventDateOffsetPeriod <41741> is specified. |
|
| 41743 | UnderlyingComplexEventDateOffsetDayType | N | ||
| 41744 | UnderlyingComplexEventDateBusinessDayConvention | N |
When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying complex event dates. |
|
| Component Block - <UnderlyingComplexEventDateBusinessCenterGrp> | N |
When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying complex event dates. |
||
| 41745 | UnderlyingComplexEventDateAdjusted | N | ||
| 41746 | UnderlyingComplexEventFixingTime | N | ||
| 41747 | UnderlyingComplexEventFixingTimeBusinessCenter | N | ||