Description
The UnderlyingOptionExerciseExpiration component is a subcomponent of the UnderlyingOptionExercise component used to specify option exercise expiration dates and times. The purpose of UnderlyingOptionExercise is to identify the scheduled opportunities for exercise. UnderlyingOptionExerciseExpiration identifies the end of the schedule.
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| 41846 | UnderlyingOptionExerciseExpirationDateBusinessDayConvention | 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 exercise expiration dates. |
|
| Component Block - <UnderlyingOptionExerciseExpirationDateBusinessCenterGrp> | N |
When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying option exercise expiration dates. |
||
| Component Block - <UnderlyingOptionExerciseExpirationDateGrp> | N | |||
| 41847 | UnderlyingOptionExerciseExpirationDateRelativeTo | N | ||
| 41848 | UnderlyingOptionExerciseExpirationDateOffsetPeriod | N |
Conditionally required when UnderlyingOptionExerciseExpirationDateOffsetUnit <41849> is specified. |
|
| 41849 | UnderlyingOptionExerciseExpirationDateOffsetUnit | N |
Conditionally required when UnderlyingOptionExerciseExpirationDateOffsetPeriod <41848> is specified. |
|
| 41850 | UnderlyingOptionExerciseExpirationFrequencyPeriod | N |
Conditionally required when UnderlyingOptionExerciseExpirationFrequencyUnit <41851> is specified. |
|
| 41851 | UnderlyingOptionExerciseExpirationFrequencyUnit | N |
Conditionally required when UnderlyingOptionExerciseExpirationFrequencyPeriod <41850> is specified. |
|
| 41852 | UnderlyingOptionExerciseExpirationRollConvention | 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 exercise dates. |
|
| 41853 | UnderlyingOptionExerciseExpirationDateOffsetDayType | N | ||
| 41854 | UnderlyingOptionExerciseExpirationTime | N | ||
| 41855 | UnderlyingOptionExerciseExpirationTimeBusinessCenter | N | ||