Description
UnderlyingComplexEventScheduleGrp is a subcomponent of UnderlyingComplexEventPeriodGrp for specifying a periodic schedule for an Asian, Barrier or Strike Schedule option feature.
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| 41750 | NoUnderlyingComplexEventSchedules | N | ||
| → | 41751 | UnderlyingComplexEventScheduleStartDate | N |
Required if NoUnderlyingComplexEventSchedules <41750> > 0. |
| → | 41752 | UnderlyingComplexEventScheduleEndDate | N | |
| → | 41753 | UnderlyingComplexEventScheduleFrequencyPeriod | N |
Conditionally required when UnderlyingComplexEventScheduleFrequencyUnit <41754> is specified. |
| → | 41754 | UnderlyingComplexEventScheduleFrequencyUnit | N |
Conditionally required when UnderlyingComplexEventScheduleFrequencyPeriod <41753> is specified. |
| → | 41755 | UnderlyingComplexEventScheduleRollConvention | N |
When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the option schedule dates. |