LegComplexEventRelativeDate is a subcomponent of LegComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option.
Added in protocol FIX.5.0SP2 (169)
Field or Component | Name | Description | Is Required | Added | Is Deprecated |
---|---|---|---|---|---|
41389 | LegComplexEventDateUnadjusted | FIX.5.0SP2 (169) | |||
41390 | LegComplexEventDateRelativeTo | FIX.5.0SP2 (169) | |||
41391 | LegComplexEventDateOffsetPeriod | Conditionally required when LegComplexEventDateOffsetUnit (41392) is specified. | FIX.5.0SP2 (169) | ||
41392 | LegComplexEventDateOffsetUnit | Conditionally required when LegComplexEventDateOffsetPeriod (41391) is specified. | FIX.5.0SP2 (169) | ||
41393 | LegComplexEventDateOffsetDayType | FIX.5.0SP2 (169) | |||
41394 | LegComplexEventDateBusinessDayConvention | When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to complex event dates. | FIX.5.0SP2 (169) | ||
BlockRepeating | LegComplexEventDateBusinessCenterGrp | When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to complex event dates. | FIX.5.0SP2 (169) | ||
41395 | LegComplexEventDateAdjusted | FIX.5.0SP2 (169) | |||
41396 | LegComplexEventFixingTime | FIX.5.0SP2 (169) | |||
41397 | LegComplexEventFixingTimeBusinessCenter | FIX.5.0SP2 (169) |